| Metric | 12258853:solusd:triple_med_gx:lsma255_145 | 12258853:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 189.77% | -18.0% |
| Max Drawdown | -12.32% | -64.93% |
| Sharpe | 1.14 | 0.13 |
| Sortino | 2.35 | 0.19 |
| Payoff Ratio | 1.39 | 1.25 |
| Profit Factor | 1.6 | 1.02 |
| Common Sense Ratio | 2.79 | 1.01 |
| CPC Index | 1.18 | 0.63 |
| Tail Ratio | 1.74 | 0.99 |
| Outlier Win Ratio | 30.72 | 2.88 |
| Outlier Loss Ratio | 3.57 | 2.69 |
| Volatility (ann.) | 16.43% | 42.23% |
| R^2 | 0.15 | 0.15 |
| Calmar | 8.18 | -0.19 |
| Skew | 6.92 | 0.52 |
| Kurtosis | 115.48 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.76% | -1.04% |
| Expected Yearly % | 70.23% | -9.45% |
| Kelly Criterion | 18.99% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.62% |
| Expected Shortfall (cVaR) | -1.36% | -3.62% |
| Year | 12258853:SOLUSD | 12258853:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 77.89 | 5.93 | + |
| 2025 | -27.52 | 62.89 | -2.28 | + |
| Metric | 12258853:solusd:triple_med_gx:lsma255_145 | 12258853:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | -5.3% | -36.97% |
| 6M | 0.23% | -17.14% |
| YTD | 62.89% | -27.52% |
| 1Y | 62.89% | -36.85% |
| 3Y (ann.) | 100.81% | -12.2% |
| 5Y (ann.) | 100.81% | -12.2% |
| Metric | 12258853:solusd:triple_med_gx:lsma255_145 | 12258853:SOLUSD |
|---|---|---|
| Max Drawdown | -12.32% | -64.93% |
| Longest DD Days | 88.0 | 325.0 |
| Avg. Drawdown | -3.62% | -11.98% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 15.41 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-23 | 2025-12-10 | -12.32 | 78 |
| 2025-05-14 | 2025-08-04 | -11.71 | 82 |
| 2024-06-05 | 2024-08-05 | -11.33 | 60 |
| 2024-11-10 | 2025-02-07 | -10.26 | 88 |
| 2024-09-20 | 2024-10-14 | -9.36 | 23 |
| 2025-08-05 | 2025-09-10 | -8.88 | 35 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| Metric | 12258853:solusd:triple_med_gx:lsma255_145 | 12258853:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 31.98% | 21.25% |
| Worst Week | -8.51% | -18.95% |
| Best Month | 31.98% | 41.15% |
| Worst Month | -4.92% | -36.08% |
| Best Year | 77.89% | 13.13% |
| Worst Year | 62.89% | -27.52% |
| Avg. Up Day | 1.64% | 1.64% |
| Avg. Down Day | -1.17% | -1.31% |
| Avg. Up Week | 8.86% | 9.51% |
| Avg. Down Week | -3.47% | -5.86% |
| Avg. Up Month | 15.3% | 17.57% |
| Avg. Down Month | -2.81% | -16.44% |
| Win Days % | 52.84% | 49.55% |
| Win Month % | 72.73% | 57.89% |
| Win Week % | 69.57% | 50.62% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |