| Metric | 12258876:solusd:triple_med_gx:lsma100_145 | 12258876:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 67.4% | 19.47% |
| Max Drawdown | -30.91% | -64.93% |
| Sharpe | 0.57 | 0.29 |
| Sortino | 0.93 | 0.44 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 15.21 | 3.04 |
| Outlier Loss Ratio | 3.77 | 3.11 |
| Volatility (ann.) | 22.19% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.65 | 0.24 |
| Skew | 2.11 | 0.62 |
| Kurtosis | 27.93 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.27% | 1.12% |
| Expected Yearly % | 29.38% | 9.3% |
| Kelly Criterion | 5.45% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.64% |
| Expected Shortfall (cVaR) | -1.88% | -3.64% |
| Year | 12258876:SOLUSD | 12258876:solusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 48.60 | 3.70 | + |
| 2025 | 5.60 | 12.65 | 2.26 | + |
| Metric | 12258876:solusd:triple_med_gx:lsma100_145 | 12258876:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 8.69% | 26.39% |
| 6M | 35.24% | 38.87% |
| YTD | 12.65% | 5.6% |
| 1Y | 39.49% | 47.35% |
| 3Y (ann.) | 50.91% | 15.27% |
| 5Y (ann.) | 50.91% | 15.27% |
| Metric | 12258876:solusd:triple_med_gx:lsma100_145 | 12258876:SOLUSD |
|---|---|---|
| Max Drawdown | -30.91% | -64.93% |
| Longest DD Days | 156.0 | 224.0 |
| Avg. Drawdown | -6.48% | -11.98% |
| Avg. Drawdown Days | 23.0 | 26.0 |
| Recovery Factor | 2.18 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-10 | -30.91 | 156 |
| 2024-06-05 | 2024-08-05 | -19.53 | 60 |
| 2025-05-14 | 2025-08-11 | -15.68 | 89 |
| 2024-08-09 | 2024-10-19 | -14.74 | 71 |
| 2025-08-14 | 2025-09-01 | -10.07 | 18 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-08-05 | 2024-08-06 | -3.47 | 0 |
| Metric | 12258876:solusd:triple_med_gx:lsma100_145 | 12258876:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -5.77% | -14.23% |
| Best Week | 34.54% | 21.25% |
| Worst Week | -18.19% | -17.1% |
| Best Month | 21.53% | 41.15% |
| Worst Month | -17.14% | -36.08% |
| Best Year | 48.6% | 13.13% |
| Worst Year | 12.65% | 5.6% |
| Avg. Up Day | 1.57% | 1.58% |
| Avg. Down Day | -1.27% | -1.3% |
| Avg. Up Week | 6.68% | 8.33% |
| Avg. Down Week | -4.99% | -8.56% |
| Avg. Up Month | 9.02% | 18.3% |
| Avg. Down Month | -6.84% | -16.34% |
| Win Days % | 47.65% | 49.56% |
| Win Month % | 69.23% | 56.25% |
| Win Week % | 57.89% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |