| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 99.89% | 15.38% |
| Max Drawdown | -28.97% | -61.75% |
| Sharpe | 1.34 | 0.55 |
| Sortino | 2.33 | 0.81 |
| Payoff Ratio | 1.4 | 1.19 |
| Profit Factor | 1.38 | 1.08 |
| Common Sense Ratio | 2.08 | 1.17 |
| CPC Index | 0.96 | 0.63 |
| Tail Ratio | 1.5 | 1.08 |
| Outlier Win Ratio | 14.55 | 3.05 |
| Outlier Loss Ratio | 3.53 | 2.63 |
| Volatility (ann.) | 44.91% | 85.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.26 | 0.18 |
| Skew | 1.86 | 0.14 |
| Kurtosis | 16.52 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.16% | 0.85% |
| Expected Yearly % | 41.38% | 7.42% |
| Kelly Criterion | 13.32% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.7% | -7.26% |
| Expected Shortfall (cVaR) | -3.7% | -7.26% |
| Year | 12258825:SOLUSD | 12258825:solusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 12.12 | 0.95 | - |
| 2025 | 2.31 | 78.28 | 33.95 | + |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| MTD | 4.28% | -8.37% |
| 3M | 26.67% | 20.18% |
| 6M | 56.06% | 46.71% |
| YTD | 78.28% | 2.31% |
| 1Y | 85.78% | 24.83% |
| 3Y (ann.) | 65.46% | 10.96% |
| 5Y (ann.) | 65.46% | 10.96% |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| Max Drawdown | -28.97% | -61.75% |
| Longest DD Days | 90.0 | 269.0 |
| Avg. Drawdown | -8.37% | -16.47% |
| Avg. Drawdown Days | 28.0 | 44.0 |
| Recovery Factor | 3.45 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-07 | -28.97 | 62 |
| 2025-02-10 | 2025-04-13 | -18.60 | 62 |
| 2025-08-15 | 2025-10-02 | -12.89 | 48 |
| 2024-08-10 | 2024-11-08 | -12.82 | 90 |
| 2025-06-12 | 2025-08-08 | -12.79 | 57 |
| 2024-12-07 | 2025-02-09 | -11.91 | 64 |
| 2025-05-15 | 2025-06-11 | -8.16 | 27 |
| 2025-10-06 | 2025-10-16 | -6.56 | 10 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-08-12 | 2025-08-13 | -5.62 | 1 |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825: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 | 28.17% | 39.21% |
| Worst Month | -15.11% | -46.12% |
| Best Year | 78.28% | 12.78% |
| Worst Year | 12.12% | 2.31% |
| Avg. Up Day | 3.32% | 3.3% |
| Avg. Down Day | -2.37% | -2.78% |
| Avg. Up Week | 7.64% | 8.32% |
| Avg. Down Week | -5.28% | -8.48% |
| Avg. Up Month | 13.09% | 17.98% |
| Avg. Down Month | -7.04% | -18.0% |
| Win Days % | 49.46% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 55.0% | 50.68% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |