| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 109.96% | 15.38% |
| Max Drawdown | -32.83% | -61.75% |
| Sharpe | 1.57 | 0.55 |
| Sortino | 2.9 | 0.81 |
| Payoff Ratio | 1.55 | 1.3 |
| Profit Factor | 1.79 | 1.08 |
| Common Sense Ratio | 4.29 | 1.17 |
| CPC Index | 1.48 | 0.69 |
| Tail Ratio | 2.4 | 1.08 |
| Outlier Win Ratio | 24.62 | 2.96 |
| Outlier Loss Ratio | 3.03 | 2.4 |
| Volatility (ann.) | 38.89% | 85.83% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.18 | 0.18 |
| Skew | 2.43 | 0.14 |
| Kurtosis | 40.62 | 3.01 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.46% | 0.85% |
| Expected Yearly % | 44.9% | 7.42% |
| Kelly Criterion | 23.73% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.18% | -7.26% |
| Expected Shortfall (cVaR) | -3.18% | -7.26% |
| Year | 12256458:SOLUSD | 12256458:solusd:triple_med_gx:lsma290_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 26.04 | 2.04 | + |
| 2025 | 2.31 | 66.57 | 28.87 | + |
| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 5.35% | 20.18% |
| 6M | 26.91% | 46.71% |
| YTD | 66.57% | 2.31% |
| 1Y | 143.52% | 24.83% |
| 3Y (ann.) | 71.48% | 10.96% |
| 5Y (ann.) | 71.48% | 10.96% |
| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| Max Drawdown | -32.83% | -61.75% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -6.89% | -16.47% |
| Avg. Drawdown Days | 36.0 | 44.0 |
| Recovery Factor | 3.35 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -32.83 | 153 |
| 2025-05-15 | 2025-09-12 | -15.25 | 120 |
| 2025-09-25 | 2025-10-16 | -7.95 | 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 | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 21.35% | 25.06% |
| Worst Week | -12.89% | -26.95% |
| Best Month | 39.82% | 39.21% |
| Worst Month | -10.21% | -46.12% |
| Best Year | 66.57% | 12.78% |
| Worst Year | 26.04% | 2.31% |
| Avg. Up Day | 3.83% | 3.92% |
| Avg. Down Day | -2.48% | -3.01% |
| Avg. Up Week | 10.02% | 11.53% |
| Avg. Down Week | -5.66% | -8.78% |
| Avg. Up Month | 22.51% | 15.03% |
| Avg. Down Month | -6.34% | -21.56% |
| Win Days % | 53.68% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 63.64% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |