| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 29.43% | 15.38% |
| Max Drawdown | -28.58% | -61.75% |
| Sharpe | 0.66 | 0.55 |
| Sortino | 0.99 | 0.81 |
| Payoff Ratio | 1.19 | 1.21 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.6 | 1.17 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.37 | 1.08 |
| Outlier Win Ratio | 16.0 | 2.87 |
| Outlier Loss Ratio | 3.63 | 2.85 |
| Volatility (ann.) | 40.92% | 85.83% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.72 | 0.18 |
| Skew | 0.34 | 0.14 |
| Kurtosis | 8.0 | 3.01 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.53% | 0.85% |
| Expected Yearly % | 13.77% | 7.42% |
| Kelly Criterion | 7.62% | 6.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.45% | -7.26% |
| Expected Shortfall (cVaR) | -3.45% | -7.26% |
| Year | 12258935:SOLUSD | 12258935:solusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -4.77 | -0.37 | - |
| 2025 | 2.31 | 35.91 | 15.58 | + |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| MTD | 4.24% | -8.37% |
| 3M | 26.96% | 20.18% |
| 6M | 31.82% | 46.71% |
| YTD | 35.91% | 2.31% |
| 1Y | 34.53% | 24.83% |
| 3Y (ann.) | 20.63% | 10.96% |
| 5Y (ann.) | 20.63% | 10.96% |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Max Drawdown | -28.58% | -61.75% |
| Longest DD Days | 181.0 | 269.0 |
| Avg. Drawdown | -9.42% | -16.47% |
| Avg. Drawdown Days | 49.0 | 44.0 |
| Recovery Factor | 1.03 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-12-04 | -28.58 | 181 |
| 2024-12-07 | 2025-05-11 | -22.37 | 155 |
| 2025-05-15 | 2025-08-11 | -13.39 | 88 |
| 2025-08-15 | 2025-10-02 | -11.11 | 48 |
| 2025-10-06 | 2025-10-16 | -6.60 | 10 |
| 2025-08-12 | 2025-08-13 | -5.62 | 1 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-12-05 | 2024-12-06 | -1.24 | 1 |
| 2024-06-02 | 2024-06-05 | -1.08 | 3 |
| 2025-10-04 | 2025-10-05 | -0.58 | 1 |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 20.87% | 25.06% |
| Worst Week | -13.64% | -26.95% |
| Best Month | 19.17% | 39.21% |
| Worst Month | -15.97% | -46.12% |
| Best Year | 35.91% | 12.78% |
| Worst Year | -4.77% | 2.31% |
| Avg. Up Day | 2.95% | 3.27% |
| Avg. Down Day | -2.47% | -2.71% |
| Avg. Up Week | 7.4% | 8.26% |
| Avg. Down Week | -5.45% | -8.99% |
| Avg. Up Month | 10.94% | 12.56% |
| Avg. Down Month | -8.79% | -18.0% |
| Win Days % | 49.72% | 48.8% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 47.37% | 50.68% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |