| Metric | 12256508:solusd:triple_med_gx:lsma265_140 | 12256508:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 90.58% | 15.38% |
| Max Drawdown | -25.33% | -64.93% |
| Sharpe | 0.72 | 0.27 |
| Sortino | 1.25 | 0.4 |
| Payoff Ratio | 1.33 | 1.25 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 1.88 | 1.08 |
| CPC Index | 0.91 | 0.65 |
| Tail Ratio | 1.37 | 1.04 |
| Outlier Win Ratio | 29.89 | 2.79 |
| Outlier Loss Ratio | 3.22 | 2.76 |
| Volatility (ann.) | 18.75% | 42.23% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.36 | 0.17 |
| Skew | 4.13 | 0.58 |
| Kurtosis | 106.62 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.87% | 0.85% |
| Expected Yearly % | 38.05% | 7.42% |
| Kelly Criterion | 12.45% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.6% |
| Expected Shortfall (cVaR) | -1.58% | -3.6% |
| Year | 12256508:SOLUSD | 12256508:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 34.57 | 2.63 | + |
| 2025 | 1.99 | 41.63 | 20.96 | + |
| Metric | 12256508:solusd:triple_med_gx:lsma265_140 | 12256508:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 0.39% | 17.41% |
| 6M | 24.29% | 52.72% |
| YTD | 41.63% | 1.99% |
| 1Y | 92.48% | 24.46% |
| 3Y (ann.) | 59.83% | 10.96% |
| 5Y (ann.) | 59.83% | 10.96% |
| Metric | 12256508:solusd:triple_med_gx:lsma265_140 | 12256508:SOLUSD |
|---|---|---|
| Max Drawdown | -25.33% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -4.1% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 3.58 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-20 | -25.33 | 137 |
| 2024-11-29 | 2025-04-11 | -17.29 | 133 |
| 2025-05-14 | 2025-10-16 | -16.72 | 155 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-10-21 | 2024-11-05 | -3.85 | 15 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-05-05 | 2025-05-07 | -3.05 | 2 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12256508:solusd:triple_med_gx:lsma265_140 | 12256508:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -7.89% | -18.95% |
| Best Month | 35.18% | 41.15% |
| Worst Month | -7.78% | -36.08% |
| Best Year | 41.63% | 13.13% |
| Worst Year | 34.57% | 1.99% |
| Avg. Up Day | 1.76% | 1.76% |
| Avg. Down Day | -1.32% | -1.41% |
| Avg. Up Week | 8.68% | 10.15% |
| Avg. Down Week | -4.37% | -9.32% |
| Avg. Up Month | 19.15% | 16.02% |
| Avg. Down Month | -5.75% | -22.99% |
| Win Days % | 50.0% | 49.58% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 59.09% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |