| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 119.53% | 15.38% |
| Max Drawdown | -25.12% | -61.75% |
| Sharpe | 1.5 | 0.55 |
| Sortino | 2.69 | 0.81 |
| Payoff Ratio | 1.39 | 1.2 |
| Profit Factor | 1.43 | 1.08 |
| Common Sense Ratio | 2.14 | 1.17 |
| CPC Index | 1.0 | 0.63 |
| Tail Ratio | 1.49 | 1.08 |
| Outlier Win Ratio | 14.18 | 3.05 |
| Outlier Loss Ratio | 3.57 | 2.57 |
| Volatility (ann.) | 44.49% | 85.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.07 | 0.18 |
| Skew | 2.03 | 0.14 |
| Kurtosis | 16.68 | 3.01 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.73% | 0.85% |
| Expected Yearly % | 48.16% | 7.42% |
| Kelly Criterion | 14.55% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.65% | -7.26% |
| Expected Shortfall (cVaR) | -3.65% | -7.26% |
| Year | 12258823:SOLUSD | 12258823:solusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 30.54 | 2.39 | + |
| 2025 | 2.31 | 68.16 | 29.56 | + |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| MTD | 8.83% | -8.37% |
| 3M | 33.67% | 20.18% |
| 6M | 57.85% | 46.71% |
| YTD | 68.16% | 2.31% |
| 1Y | 86.54% | 24.83% |
| 3Y (ann.) | 77.13% | 10.96% |
| 5Y (ann.) | 77.13% | 10.96% |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Max Drawdown | -25.12% | -61.75% |
| Longest DD Days | 87.0 | 269.0 |
| Avg. Drawdown | -7.98% | -16.47% |
| Avg. Drawdown Days | 27.0 | 44.0 |
| Recovery Factor | 4.76 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-06 | -25.12 | 61 |
| 2025-02-10 | 2025-05-08 | -21.62 | 87 |
| 2025-08-15 | 2025-10-02 | -13.87 | 48 |
| 2025-06-12 | 2025-08-09 | -12.79 | 58 |
| 2024-12-07 | 2025-02-09 | -11.68 | 64 |
| 2024-08-10 | 2024-10-20 | -11.20 | 71 |
| 2025-05-15 | 2025-06-11 | -9.42 | 27 |
| 2025-10-06 | 2025-10-16 | -6.39 | 10 |
| 2025-08-12 | 2025-08-13 | -5.62 | 1 |
| 2024-12-02 | 2024-12-04 | -3.88 | 2 |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 32.32% | 25.06% |
| Worst Week | -13.64% | -26.95% |
| Best Month | 27.11% | 39.21% |
| Worst Month | -12.57% | -46.12% |
| Best Year | 68.16% | 12.78% |
| Worst Year | 30.54% | 2.31% |
| Avg. Up Day | 3.2% | 3.31% |
| Avg. Down Day | -2.3% | -2.76% |
| Avg. Up Week | 7.41% | 8.98% |
| Avg. Down Week | -4.89% | -9.21% |
| Avg. Up Month | 11.15% | 17.86% |
| Avg. Down Month | -7.6% | -18.0% |
| Win Days % | 50.26% | 48.8% |
| Win Month % | 68.75% | 58.82% |
| Win Week % | 53.49% | 50.68% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |