| Metric | 12256509:solusd:triple_med_gx:lsma255_140 | 12256509:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 82.01% | 15.38% |
| Max Drawdown | -25.61% | -64.93% |
| Sharpe | 0.68 | 0.27 |
| Sortino | 1.18 | 0.4 |
| Payoff Ratio | 1.32 | 1.24 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 2.8 | 1.08 |
| CPC Index | 0.9 | 0.64 |
| Tail Ratio | 2.06 | 1.04 |
| Outlier Win Ratio | 31.58 | 2.79 |
| Outlier Loss Ratio | 3.11 | 2.76 |
| Volatility (ann.) | 18.56% | 42.23% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.13 | 0.17 |
| Skew | 4.22 | 0.58 |
| Kurtosis | 111.02 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.59% | 0.85% |
| Expected Yearly % | 34.91% | 7.42% |
| Kelly Criterion | 12.38% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.6% |
| Expected Shortfall (cVaR) | -1.56% | -3.6% |
| Year | 12256509:SOLUSD | 12256509:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.22 | 2.30 | + |
| 2025 | 1.99 | 39.77 | 20.02 | + |
| Metric | 12256509:solusd:triple_med_gx:lsma255_140 | 12256509:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 0.26% | 17.41% |
| 6M | 22.66% | 52.72% |
| YTD | 39.77% | 1.99% |
| 1Y | 95.07% | 24.46% |
| 3Y (ann.) | 54.57% | 10.96% |
| 5Y (ann.) | 54.57% | 10.96% |
| Metric | 12256509:solusd:triple_med_gx:lsma255_140 | 12256509:SOLUSD |
|---|---|---|
| Max Drawdown | -25.61% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -4.44% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 3.2 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -25.61 | 153 |
| 2025-05-14 | 2025-10-16 | -17.70 | 155 |
| 2024-11-29 | 2025-04-09 | -16.00 | 131 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 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 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12256509:solusd:triple_med_gx:lsma255_140 | 12256509:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -7.78% | -18.95% |
| Best Month | 35.18% | 41.15% |
| Worst Month | -7.78% | -36.08% |
| Best Year | 39.77% | 13.13% |
| Worst Year | 30.22% | 1.99% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.36% | -1.46% |
| Avg. Up Week | 9.39% | 11.01% |
| Avg. Down Week | -4.28% | -9.32% |
| Avg. Up Month | 19.14% | 16.02% |
| Avg. Down Month | -4.64% | -22.53% |
| Win Days % | 50.17% | 49.58% |
| Win Month % | 41.67% | 58.82% |
| Win Week % | 54.55% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |