| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 119.53% | 15.38% |
| Max Drawdown | -25.69% | -64.93% |
| Sharpe | 0.73 | 0.27 |
| Sortino | 1.23 | 0.4 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.2 | 1.04 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.24 | 1.04 |
| Outlier Win Ratio | 14.54 | 3.14 |
| Outlier Loss Ratio | 3.79 | 3.11 |
| Volatility (ann.) | 23.14% | 42.23% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.0 | 0.17 |
| Skew | 2.75 | 0.58 |
| Kurtosis | 34.35 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.73% | 0.85% |
| Expected Yearly % | 48.16% | 7.42% |
| Kelly Criterion | 7.18% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -3.6% |
| Expected Shortfall (cVaR) | -1.95% | -3.6% |
| Year | 12258823:SOLUSD | 12258823:solusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.95 | 2.36 | + |
| 2025 | 1.99 | 67.64 | 34.06 | + |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| MTD | 9.58% | -7.75% |
| 3M | 33.67% | 17.41% |
| 6M | 64.32% | 52.72% |
| YTD | 67.64% | 1.99% |
| 1Y | 86.0% | 24.46% |
| 3Y (ann.) | 77.13% | 10.96% |
| 5Y (ann.) | 77.13% | 10.96% |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Max Drawdown | -25.69% | -64.93% |
| Longest DD Days | 152.0 | 269.0 |
| Avg. Drawdown | -5.31% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 4.65 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -25.69 | 61 |
| 2024-12-05 | 2025-05-07 | -23.74 | 152 |
| 2024-08-09 | 2024-10-20 | -15.27 | 72 |
| 2025-08-14 | 2025-10-01 | -14.75 | 48 |
| 2025-06-11 | 2025-08-07 | -12.88 | 57 |
| 2025-05-14 | 2025-06-10 | -11.87 | 27 |
| 2025-10-06 | 2025-10-16 | -7.19 | 9 |
| 2024-12-01 | 2024-12-04 | -7.11 | 2 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -5.77% | -14.23% |
| Best Week | 31.59% | 21.25% |
| Worst Week | -12.0% | -18.95% |
| Best Month | 27.11% | 41.15% |
| Worst Month | -10.55% | -36.08% |
| Best Year | 67.64% | 13.13% |
| Worst Year | 30.95% | 1.99% |
| Avg. Up Day | 1.6% | 1.61% |
| Avg. Down Day | -1.26% | -1.35% |
| Avg. Up Week | 7.43% | 8.96% |
| Avg. Down Week | -4.23% | -8.03% |
| Avg. Up Month | 12.34% | 16.52% |
| Avg. Down Month | -7.42% | -17.19% |
| Win Days % | 48.0% | 49.58% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 58.14% | 53.42% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |