| Metric | 12259353:solusd:triple_med_gx:lsma100_145 | 12259353:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 86.14% | -17.79% |
| Max Drawdown | -24.21% | -64.93% |
| Sharpe | 0.67 | 0.13 |
| Sortino | 1.12 | 0.2 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.39 | 1.02 |
| Common Sense Ratio | 3.51 | 1.01 |
| CPC Index | 0.9 | 0.64 |
| Tail Ratio | 2.52 | 0.99 |
| Outlier Win Ratio | 36.18 | 2.77 |
| Outlier Loss Ratio | 2.98 | 2.74 |
| Volatility (ann.) | 17.32% | 42.24% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.08 | -0.19 |
| Skew | 3.57 | 0.52 |
| Kurtosis | 124.48 | 7.53 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.32% | -1.03% |
| Expected Yearly % | 36.43% | -9.33% |
| Kelly Criterion | 11.12% | 9.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.62% |
| Expected Shortfall (cVaR) | -1.46% | -3.62% |
| Year | 12259353:SOLUSD | 12259353:solusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 46.32 | 3.53 | + |
| 2025 | -27.33 | 27.21 | -1.00 | + |
| Metric | 12259353:solusd:triple_med_gx:lsma100_145 | 12259353:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | -16.37% | -36.8% |
| 6M | -10.75% | -14.9% |
| YTD | 27.21% | -27.33% |
| 1Y | 27.21% | -36.69% |
| 3Y (ann.) | 50.25% | -12.05% |
| 5Y (ann.) | 50.25% | -12.05% |
| Metric | 12259353:solusd:triple_med_gx:lsma100_145 | 12259353:SOLUSD |
|---|---|---|
| Max Drawdown | -24.21% | -64.93% |
| Longest DD Days | 118.0 | 324.0 |
| Avg. Drawdown | -3.64% | -11.98% |
| Avg. Drawdown Days | 11.0 | 32.0 |
| Recovery Factor | 3.56 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -24.21 | 44 |
| 2024-06-05 | 2024-08-06 | -17.21 | 61 |
| 2025-03-09 | 2025-04-09 | -11.59 | 31 |
| 2025-05-14 | 2025-09-09 | -8.59 | 118 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2024-12-01 | 2024-12-04 | -7.22 | 2 |
| 2025-04-14 | 2025-05-08 | -6.25 | 24 |
| 2024-08-09 | 2024-09-09 | -6.16 | 31 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2024-10-09 | 2024-10-11 | -4.79 | 2 |
| Metric | 12259353:solusd:triple_med_gx:lsma100_145 | 12259353:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 13.8% | 21.25% |
| Worst Week | -11.38% | -18.95% |
| Best Month | 20.31% | 41.15% |
| Worst Month | -17.22% | -36.08% |
| Best Year | 46.32% | 13.13% |
| Worst Year | 27.21% | -27.33% |
| Avg. Up Day | 1.97% | 1.99% |
| Avg. Down Day | -1.51% | -1.56% |
| Avg. Up Week | 6.71% | 9.46% |
| Avg. Down Week | -3.25% | -7.93% |
| Avg. Up Month | 9.53% | 13.0% |
| Avg. Down Month | -9.06% | -14.86% |
| Win Days % | 49.61% | 49.57% |
| Win Month % | 85.71% | 57.89% |
| Win Week % | 66.67% | 50.62% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 50.0% |