| Metric | 12256457:solusd:triple_med_gx:lsma270_140 | 12256457:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 96.13% | 15.38% |
| Max Drawdown | -27.47% | -61.75% |
| Sharpe | 1.45 | 0.55 |
| Sortino | 2.64 | 0.81 |
| Payoff Ratio | 1.49 | 1.22 |
| Profit Factor | 1.73 | 1.08 |
| Common Sense Ratio | 3.28 | 1.17 |
| CPC Index | 1.35 | 0.65 |
| Tail Ratio | 1.9 | 1.08 |
| Outlier Win Ratio | 25.74 | 2.96 |
| Outlier Loss Ratio | 2.95 | 2.43 |
| Volatility (ann.) | 38.72% | 85.83% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.3 | 0.18 |
| Skew | 2.44 | 0.14 |
| Kurtosis | 41.48 | 3.01 |
| Expected Daily % | 0.13% | 0.03% |
| Expected Monthly % | 4.04% | 0.85% |
| Expected Yearly % | 40.04% | 7.42% |
| Kelly Criterion | 21.04% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.18% | -7.26% |
| Expected Shortfall (cVaR) | -3.18% | -7.26% |
| Year | 12256457:SOLUSD | 12256457:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 24.36 | 1.91 | + |
| 2025 | 2.31 | 57.71 | 25.03 | + |
| Metric | 12256457:solusd:triple_med_gx:lsma270_140 | 12256457:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 2.96% | 20.18% |
| 6M | 23.56% | 46.71% |
| YTD | 57.71% | 2.31% |
| 1Y | 118.16% | 24.83% |
| 3Y (ann.) | 63.19% | 10.96% |
| 5Y (ann.) | 63.19% | 10.96% |
| Metric | 12256457:solusd:triple_med_gx:lsma270_140 | 12256457:SOLUSD |
|---|---|---|
| Max Drawdown | -27.47% | -61.75% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -7.37% | -16.47% |
| Avg. Drawdown Days | 44.0 | 44.0 |
| Recovery Factor | 3.5 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -27.47 | 153 |
| 2025-05-15 | 2025-09-12 | -15.58 | 120 |
| 2025-09-25 | 2025-10-16 | -8.91 | 21 |
| 2024-12-01 | 2025-04-10 | -8.88 | 130 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-05-06 | 2025-05-08 | -1.73 | 2 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| 2025-04-11 | 2025-04-12 | -0.08 | 1 |
| Metric | 12256457:solusd:triple_med_gx:lsma270_140 | 12256457:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 21.35% | 25.06% |
| Worst Week | -8.73% | -26.95% |
| Best Month | 39.82% | 39.21% |
| Worst Month | -8.73% | -46.12% |
| Best Year | 57.71% | 12.78% |
| Worst Year | 24.36% | 2.31% |
| Avg. Up Day | 3.92% | 3.85% |
| Avg. Down Day | -2.64% | -3.14% |
| Avg. Up Week | 10.73% | 10.75% |
| Avg. Down Week | -5.16% | -10.21% |
| Avg. Up Month | 21.39% | 15.03% |
| Avg. Down Month | -5.14% | -27.7% |
| Win Days % | 52.81% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 54.55% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |