| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 29.43% | 15.38% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.33 | 0.27 |
| Sortino | 0.5 | 0.4 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.16 | 1.04 |
| Outlier Win Ratio | 16.49 | 3.05 |
| Outlier Loss Ratio | 3.71 | 3.1 |
| Volatility (ann.) | 20.64% | 42.23% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.71 | 0.17 |
| Skew | 0.66 | 0.58 |
| Kurtosis | 12.55 | 8.14 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.53% | 0.85% |
| Expected Yearly % | 13.77% | 7.42% |
| Kelly Criterion | 2.58% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.6% |
| Expected Shortfall (cVaR) | -1.76% | -3.6% |
| Year | 12258935:SOLUSD | 12258935:solusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.47 | -0.34 | - |
| 2025 | 1.99 | 35.49 | 17.87 | + |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| MTD | 4.95% | -7.75% |
| 3M | 26.96% | 17.41% |
| 6M | 37.22% | 52.72% |
| YTD | 35.49% | 1.99% |
| 1Y | 34.14% | 24.46% |
| 3Y (ann.) | 20.63% | 10.96% |
| 5Y (ann.) | 20.63% | 10.96% |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 156.0 | 269.0 |
| Avg. Drawdown | -10.07% | -11.98% |
| Avg. Drawdown Days | 41.0 | 29.0 |
| Recovery Factor | 1.01 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -29.12 | 64 |
| 2024-12-05 | 2025-05-10 | -23.53 | 156 |
| 2024-08-09 | 2024-12-03 | -19.28 | 116 |
| 2025-05-14 | 2025-08-12 | -13.84 | 90 |
| 2025-08-14 | 2025-10-01 | -12.16 | 48 |
| 2025-10-06 | 2025-10-16 | -7.39 | 9 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2025-10-03 | 2025-10-06 | -3.50 | 3 |
| 2024-06-02 | 2024-06-04 | -2.50 | 2 |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Best Day | 10.35% | 19.54% |
| Worst Day | -7.36% | -14.23% |
| Best Week | 20.21% | 21.25% |
| Worst Week | -12.0% | -18.95% |
| Best Month | 19.17% | 41.15% |
| Worst Month | -15.97% | -36.08% |
| Best Year | 35.49% | 13.13% |
| Worst Year | -4.47% | 1.99% |
| Avg. Up Day | 1.51% | 1.51% |
| Avg. Down Day | -1.28% | -1.3% |
| Avg. Up Week | 6.38% | 7.44% |
| Avg. Down Week | -5.08% | -7.54% |
| Avg. Up Month | 11.03% | 13.03% |
| Avg. Down Month | -9.0% | -17.19% |
| Win Days % | 47.27% | 49.58% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 52.78% | 53.42% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |