| Metric | 12256457:solusd:triple_med_gx:lsma270_140 | 12256457:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 96.13% | 15.38% |
| Max Drawdown | -29.6% | -64.93% |
| Sharpe | 0.73 | 0.27 |
| Sortino | 1.26 | 0.4 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 1.86 | 1.08 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.36 | 1.04 |
| Outlier Win Ratio | 29.24 | 2.85 |
| Outlier Loss Ratio | 3.08 | 2.78 |
| Volatility (ann.) | 19.13% | 42.23% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.14 | 0.17 |
| Skew | 3.79 | 0.58 |
| Kurtosis | 99.29 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.04% | 0.85% |
| Expected Yearly % | 40.04% | 7.42% |
| Kelly Criterion | 13.6% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.6% |
| Expected Shortfall (cVaR) | -1.61% | -3.6% |
| Year | 12256457:SOLUSD | 12256457:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 24.36 | 1.85 | + |
| 2025 | 1.99 | 57.71 | 29.06 | + |
| Metric | 12256457:solusd:triple_med_gx:lsma270_140 | 12256457:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 2.96% | 17.41% |
| 6M | 28.62% | 52.72% |
| YTD | 57.71% | 1.99% |
| 1Y | 118.16% | 24.46% |
| 3Y (ann.) | 63.19% | 10.96% |
| 5Y (ann.) | 63.19% | 10.96% |
| Metric | 12256457:solusd:triple_med_gx:lsma270_140 | 12256457:SOLUSD |
|---|---|---|
| Max Drawdown | -29.6% | -64.93% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -4.89% | -11.98% |
| Avg. Drawdown Days | 19.0 | 29.0 |
| Recovery Factor | 3.25 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -29.60 | 153 |
| 2025-05-14 | 2025-09-11 | -16.99 | 120 |
| 2025-02-04 | 2025-04-09 | -11.14 | 64 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-09-24 | 2025-10-16 | -9.10 | 21 |
| 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 |
| Metric | 12256457:solusd:triple_med_gx:lsma270_140 | 12256457:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.76% | 21.25% |
| Worst Week | -8.91% | -18.95% |
| Best Month | 36.35% | 41.15% |
| Worst Month | -8.73% | -36.08% |
| Best Year | 57.71% | 13.13% |
| Worst Year | 24.36% | 1.99% |
| Avg. Up Day | 1.72% | 1.73% |
| Avg. Down Day | -1.37% | -1.45% |
| Avg. Up Week | 11.5% | 11.57% |
| Avg. Down Week | -4.31% | -10.21% |
| Avg. Up Month | 20.7% | 16.02% |
| Avg. Down Month | -4.55% | -22.53% |
| Win Days % | 51.88% | 49.58% |
| Win Month % | 45.45% | 58.82% |
| Win Week % | 57.14% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |