| Metric | 12258855:solusd:triple_med_gx:lsma260_145 | 12258855:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 196.94% | -18.0% |
| Max Drawdown | -13.97% | -64.93% |
| Sharpe | 1.15 | 0.13 |
| Sortino | 2.35 | 0.19 |
| Payoff Ratio | 1.38 | 1.24 |
| Profit Factor | 1.61 | 1.02 |
| Common Sense Ratio | 2.83 | 1.01 |
| CPC Index | 1.18 | 0.63 |
| Tail Ratio | 1.76 | 0.99 |
| Outlier Win Ratio | 30.53 | 2.91 |
| Outlier Loss Ratio | 3.49 | 2.7 |
| Volatility (ann.) | 16.59% | 42.23% |
| R^2 | 0.16 | 0.16 |
| Calmar | 7.45 | -0.19 |
| Skew | 6.71 | 0.52 |
| Kurtosis | 111.11 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.9% | -1.04% |
| Expected Yearly % | 72.32% | -9.45% |
| Kelly Criterion | 19.44% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -3.62% |
| Expected Shortfall (cVaR) | -1.38% | -3.62% |
| Year | 12258855:SOLUSD | 12258855:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 76.75 | 5.84 | + |
| 2025 | -27.52 | 68.00 | -2.47 | + |
| Metric | 12258855:solusd:triple_med_gx:lsma260_145 | 12258855:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | -3.55% | -36.97% |
| 6M | 2.05% | -17.14% |
| YTD | 68.0% | -27.52% |
| 1Y | 68.0% | -36.85% |
| 3Y (ann.) | 104.05% | -12.2% |
| 5Y (ann.) | 104.05% | -12.2% |
| Metric | 12258855:solusd:triple_med_gx:lsma260_145 | 12258855:SOLUSD |
|---|---|---|
| Max Drawdown | -13.97% | -64.93% |
| Longest DD Days | 149.0 | 325.0 |
| Avg. Drawdown | -3.82% | -11.98% |
| Avg. Drawdown Days | 14.0 | 32.0 |
| Recovery Factor | 14.1 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -13.97 | 61 |
| 2025-09-23 | 2025-12-10 | -12.32 | 78 |
| 2025-05-14 | 2025-08-04 | -11.71 | 82 |
| 2024-11-10 | 2025-04-09 | -10.26 | 149 |
| 2024-09-20 | 2024-10-14 | -9.36 | 23 |
| 2025-08-05 | 2025-09-10 | -8.91 | 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 | 12258855:solusd:triple_med_gx:lsma260_145 | 12258855:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 37.08% | 21.25% |
| Worst Week | -6.82% | -18.95% |
| Best Month | 37.08% | 41.15% |
| Worst Month | -7.75% | -36.08% |
| Best Year | 76.75% | 13.13% |
| Worst Year | 68.0% | -27.52% |
| Avg. Up Day | 1.65% | 1.66% |
| Avg. Down Day | -1.2% | -1.34% |
| Avg. Up Week | 9.44% | 9.51% |
| Avg. Down Week | -4.15% | -5.86% |
| Avg. Up Month | 15.59% | 17.57% |
| Avg. Down Month | -5.68% | -16.44% |
| Win Days % | 53.28% | 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% |