| Metric | 12256453:solusd:triple_med_gx:lsma260_140 | 12256453:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 86.19% | 19.47% |
| Max Drawdown | -31.48% | -64.93% |
| Sharpe | 0.74 | 0.29 |
| Sortino | 1.27 | 0.44 |
| Payoff Ratio | 1.31 | 1.24 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 5.69 | 1.07 |
| CPC Index | 0.94 | 0.64 |
| Tail Ratio | 4.03 | 1.03 |
| Outlier Win Ratio | 31.04 | 2.78 |
| Outlier Loss Ratio | 2.97 | 2.78 |
| Volatility (ann.) | 19.32% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.04 | 0.24 |
| Skew | 3.96 | 0.62 |
| Kurtosis | 104.0 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.96% | 1.12% |
| Expected Yearly % | 36.45% | 9.3% |
| Kelly Criterion | 13.84% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.64% |
| Expected Shortfall (cVaR) | -1.62% | -3.64% |
| Year | 12256453:SOLUSD | 12256453:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.58 | 2.33 | + |
| 2025 | 5.60 | 42.59 | 7.60 | + |
| Metric | 12256453:solusd:triple_med_gx:lsma260_140 | 12256453:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.73% | 26.39% |
| 6M | 42.76% | 38.87% |
| YTD | 42.59% | 5.6% |
| 1Y | 110.51% | 47.35% |
| 3Y (ann.) | 64.29% | 15.27% |
| 5Y (ann.) | 64.29% | 15.27% |
| Metric | 12256453:solusd:triple_med_gx:lsma260_140 | 12256453:SOLUSD |
|---|---|---|
| Max Drawdown | -31.48% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -4.72% | -11.98% |
| Avg. Drawdown Days | 18.0 | 26.0 |
| Recovery Factor | 2.74 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -31.48 | 153 |
| 2025-05-14 | 2025-09-01 | -15.89 | 110 |
| 2025-02-04 | 2025-04-09 | -10.56 | 64 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-14 | 2025-05-05 | -6.25 | 20 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-05-05 | 2025-05-07 | -3.05 | 2 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12256453:solusd:triple_med_gx:lsma260_140 | 12256453:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.76% | 21.25% |
| Worst Week | -8.43% | -17.1% |
| Best Month | 36.35% | 41.15% |
| Worst Month | -6.27% | -36.08% |
| Best Year | 42.59% | 13.13% |
| Worst Year | 30.58% | 5.6% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.45% | -1.54% |
| Avg. Up Week | 9.33% | 9.57% |
| Avg. Down Week | -4.14% | -9.45% |
| Avg. Up Month | 19.92% | 17.78% |
| Avg. Down Month | -4.06% | -22.53% |
| Win Days % | 51.19% | 49.56% |
| Win Month % | 45.45% | 56.25% |
| Win Week % | 63.16% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |