| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 99.89% | 15.38% |
| Max Drawdown | -29.51% | -64.93% |
| Sharpe | 0.66 | 0.27 |
| Sortino | 1.11 | 0.4 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.16 | 1.04 |
| Outlier Win Ratio | 14.99 | 3.1 |
| Outlier Loss Ratio | 3.72 | 3.1 |
| Volatility (ann.) | 22.94% | 42.23% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.22 | 0.17 |
| Skew | 2.78 | 0.58 |
| Kurtosis | 35.65 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.16% | 0.85% |
| Expected Yearly % | 41.38% | 7.42% |
| Kelly Criterion | 6.5% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -3.6% |
| Expected Shortfall (cVaR) | -1.93% | -3.6% |
| Year | 12258825:SOLUSD | 12258825:solusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.41 | 1.25 | + |
| 2025 | 1.99 | 71.71 | 36.11 | + |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| MTD | 4.99% | -7.75% |
| 3M | 26.67% | 17.41% |
| 6M | 62.46% | 52.72% |
| YTD | 71.71% | 1.99% |
| 1Y | 85.24% | 24.46% |
| 3Y (ann.) | 65.46% | 10.96% |
| 5Y (ann.) | 65.46% | 10.96% |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| Max Drawdown | -29.51% | -64.93% |
| Longest DD Days | 91.0 | 269.0 |
| Avg. Drawdown | -5.85% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 3.38 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -29.51 | 62 |
| 2025-02-09 | 2025-04-12 | -20.05 | 62 |
| 2024-08-09 | 2024-11-08 | -18.36 | 91 |
| 2024-11-10 | 2025-02-09 | -17.05 | 90 |
| 2025-08-14 | 2025-10-02 | -13.98 | 48 |
| 2025-06-11 | 2025-08-07 | -12.88 | 57 |
| 2025-05-14 | 2025-06-10 | -10.64 | 27 |
| 2025-10-06 | 2025-10-16 | -7.35 | 9 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825: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 | 28.17% | 41.15% |
| Worst Month | -15.11% | -36.08% |
| Best Year | 71.71% | 13.13% |
| Worst Year | 16.41% | 1.99% |
| Avg. Up Day | 1.62% | 1.63% |
| Avg. Down Day | -1.27% | -1.35% |
| Avg. Up Week | 9.08% | 8.24% |
| Avg. Down Week | -5.66% | -7.91% |
| Avg. Up Month | 14.93% | 17.57% |
| Avg. Down Month | -6.62% | -17.19% |
| Win Days % | 47.63% | 49.58% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 57.5% | 53.42% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |