| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 109.96% | 15.38% |
| Max Drawdown | -34.8% | -64.93% |
| Sharpe | 0.78 | 0.27 |
| Sortino | 1.33 | 0.4 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 1.9 | 1.08 |
| CPC Index | 0.9 | 0.62 |
| Tail Ratio | 1.38 | 1.04 |
| Outlier Win Ratio | 27.58 | 2.93 |
| Outlier Loss Ratio | 3.18 | 2.89 |
| Volatility (ann.) | 19.68% | 42.23% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.05 | 0.17 |
| Skew | 3.51 | 0.58 |
| Kurtosis | 88.95 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.46% | 0.85% |
| Expected Yearly % | 44.9% | 7.42% |
| Kelly Criterion | 13.72% | 7.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -3.6% |
| Expected Shortfall (cVaR) | -1.65% | -3.6% |
| Year | 12256458:SOLUSD | 12256458:solusd:triple_med_gx:lsma290_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 26.04 | 1.98 | + |
| 2025 | 1.99 | 66.57 | 33.52 | + |
| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 5.35% | 17.41% |
| 6M | 32.12% | 52.72% |
| YTD | 66.57% | 1.99% |
| 1Y | 143.52% | 24.46% |
| 3Y (ann.) | 71.48% | 10.96% |
| 5Y (ann.) | 71.48% | 10.96% |
| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| Max Drawdown | -34.8% | -64.93% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -5.11% | -11.98% |
| Avg. Drawdown Days | 18.0 | 29.0 |
| Recovery Factor | 3.16 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -34.80 | 153 |
| 2025-05-14 | 2025-09-12 | -16.68 | 121 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-02-04 | 2025-04-08 | -9.37 | 63 |
| 2025-09-24 | 2025-10-16 | -9.10 | 21 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-08 | 2025-04-09 | -7.33 | 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 |
| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.76% | 21.25% |
| Worst Week | -8.43% | -18.95% |
| Best Month | 36.35% | 41.15% |
| Worst Month | -10.21% | -36.08% |
| Best Year | 66.57% | 13.13% |
| Worst Year | 26.04% | 1.99% |
| Avg. Up Day | 1.74% | 1.75% |
| Avg. Down Day | -1.37% | -1.45% |
| Avg. Up Week | 10.03% | 11.01% |
| Avg. Down Week | -4.66% | -9.06% |
| Avg. Up Month | 21.82% | 16.02% |
| Avg. Down Month | -5.52% | -18.02% |
| Win Days % | 51.74% | 49.58% |
| Win Month % | 54.55% | 58.82% |
| Win Week % | 66.67% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |