| Metric | 12258853:solusd:triple_med_gx:lsma255_145 | 12258853:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 189.77% | -16.6% |
| Max Drawdown | -11.21% | -61.75% |
| Sharpe | 2.39 | 0.28 |
| Sortino | 5.91 | 0.42 |
| Payoff Ratio | 1.93 | 1.59 |
| Profit Factor | 2.52 | 1.04 |
| Common Sense Ratio | 10.52 | 1.07 |
| CPC Index | 2.73 | 0.8 |
| Tail Ratio | 4.18 | 1.03 |
| Outlier Win Ratio | 26.84 | 2.89 |
| Outlier Loss Ratio | 4.1 | 2.32 |
| Volatility (ann.) | 31.12% | 85.01% |
| R^2 | 0.14 | 0.14 |
| Calmar | 8.99 | -0.18 |
| Skew | 5.11 | 0.15 |
| Kurtosis | 53.11 | 2.92 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.76% | -0.95% |
| Expected Yearly % | 70.23% | -8.68% |
| Kelly Criterion | 33.41% | 16.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -7.25% |
| Expected Shortfall (cVaR) | -2.48% | -7.25% |
| Year | 12258853:SOLUSD | 12258853:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 77.89 | 6.09 | + |
| 2025 | -26.05 | 62.89 | -2.41 | + |
| Metric | 12258853:solusd:triple_med_gx:lsma255_145 | 12258853:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.5% |
| 3M | -0.81% | -32.85% |
| 6M | 0.23% | -7.15% |
| YTD | 62.89% | -26.05% |
| 1Y | 62.89% | -40.18% |
| 3Y (ann.) | 100.81% | -11.22% |
| 5Y (ann.) | 100.81% | -11.22% |
| Metric | 12258853:solusd:triple_med_gx:lsma255_145 | 12258853:SOLUSD |
|---|---|---|
| Max Drawdown | -11.21% | -61.75% |
| Longest DD Days | 88.0 | 324.0 |
| Avg. Drawdown | -3.69% | -16.47% |
| Avg. Drawdown Days | 20.0 | 49.0 |
| Recovery Factor | 16.93 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-24 | 2025-12-10 | -11.21 | 77 |
| 2025-05-15 | 2025-08-05 | -10.97 | 82 |
| 2024-06-06 | 2024-08-06 | -8.65 | 61 |
| 2025-08-06 | 2025-09-10 | -6.58 | 35 |
| 2024-10-07 | 2024-10-14 | -5.84 | 7 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-11-11 | 2025-02-07 | -4.34 | 88 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-04-21 | 2025-05-09 | -3.36 | 18 |
| 2024-10-22 | 2024-10-24 | -2.70 | 2 |
| Metric | 12258853:solusd:triple_med_gx:lsma255_145 | 12258853:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -5.66% | -18.74% |
| Best Week | 31.98% | 25.06% |
| Worst Week | -11.21% | -26.95% |
| Best Month | 31.98% | 39.21% |
| Worst Month | -4.92% | -46.12% |
| Best Year | 77.89% | 12.78% |
| Worst Year | 62.89% | -26.05% |
| Avg. Up Day | 3.52% | 3.78% |
| Avg. Down Day | -1.82% | -2.38% |
| Avg. Up Week | 6.36% | 9.64% |
| Avg. Down Week | -5.64% | -10.02% |
| Avg. Up Month | 15.3% | 16.62% |
| Avg. Down Month | -2.81% | -20.22% |
| Win Days % | 56.12% | 48.47% |
| Win Month % | 72.73% | 57.89% |
| Win Week % | 79.17% | 49.38% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |