| Metric | 12256454:solusd:triple_med_gx:lsma280_140 | 12256454:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 106.0% | 15.38% |
| Max Drawdown | -30.99% | -61.75% |
| Sharpe | 1.55 | 0.55 |
| Sortino | 2.84 | 0.81 |
| Payoff Ratio | 1.54 | 1.3 |
| Profit Factor | 1.79 | 1.08 |
| Common Sense Ratio | 3.97 | 1.17 |
| CPC Index | 1.47 | 0.69 |
| Tail Ratio | 2.22 | 1.08 |
| Outlier Win Ratio | 25.47 | 2.96 |
| Outlier Loss Ratio | 2.99 | 2.4 |
| Volatility (ann.) | 38.6% | 85.83% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.23 | 0.18 |
| Skew | 2.47 | 0.14 |
| Kurtosis | 41.9 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.34% | 0.85% |
| Expected Yearly % | 43.53% | 7.42% |
| Kelly Criterion | 23.07% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -7.26% |
| Expected Shortfall (cVaR) | -3.16% | -7.26% |
| Year | 12256454:SOLUSD | 12256454:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 26.78 | 2.10 | + |
| 2025 | 2.31 | 62.49 | 27.10 | + |
| Metric | 12256454:solusd:triple_med_gx:lsma280_140 | 12256454:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 3.27% | 20.18% |
| 6M | 23.8% | 46.71% |
| YTD | 62.49% | 2.31% |
| 1Y | 135.84% | 24.83% |
| 3Y (ann.) | 69.13% | 10.96% |
| 5Y (ann.) | 69.13% | 10.96% |
| Metric | 12256454:solusd:triple_med_gx:lsma280_140 | 12256454:SOLUSD |
|---|---|---|
| Max Drawdown | -30.99% | -61.75% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -6.85% | -16.47% |
| Avg. Drawdown Days | 36.0 | 44.0 |
| Recovery Factor | 3.42 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -30.99 | 153 |
| 2025-05-15 | 2025-09-12 | -15.67 | 120 |
| 2025-09-25 | 2025-10-16 | -8.91 | 21 |
| 2024-12-01 | 2025-02-05 | -6.41 | 66 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-04-09 | 2025-04-10 | -4.74 | 1 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-06 | 2025-04-08 | -2.68 | 61 |
| 2025-05-06 | 2025-05-08 | -1.73 | 2 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| Metric | 12256454:solusd:triple_med_gx:lsma280_140 | 12256454:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 21.35% | 25.06% |
| Worst Week | -10.5% | -26.95% |
| Best Month | 39.82% | 39.21% |
| Worst Month | -7.75% | -46.12% |
| Best Year | 62.49% | 12.78% |
| Worst Year | 26.78% | 2.31% |
| Avg. Up Day | 3.88% | 4.0% |
| Avg. Down Day | -2.52% | -3.08% |
| Avg. Up Week | 10.59% | 10.75% |
| Avg. Down Week | -5.39% | -8.78% |
| Avg. Up Month | 21.1% | 15.03% |
| Avg. Down Month | -5.62% | -21.56% |
| Win Days % | 53.33% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 59.09% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |