| Metric | 12256510:solusd:triple_med_gx:lsma275_140 | 12256510:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 108.88% | 15.38% |
| Max Drawdown | -24.5% | -64.93% |
| Sharpe | 0.79 | 0.27 |
| Sortino | 1.37 | 0.4 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 1.39 | 1.04 |
| Common Sense Ratio | 1.99 | 1.08 |
| CPC Index | 0.94 | 0.65 |
| Tail Ratio | 1.42 | 1.04 |
| Outlier Win Ratio | 28.45 | 2.88 |
| Outlier Loss Ratio | 3.18 | 2.77 |
| Volatility (ann.) | 19.19% | 42.23% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.89 | 0.17 |
| Skew | 3.83 | 0.58 |
| Kurtosis | 97.55 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.43% | 0.85% |
| Expected Yearly % | 44.53% | 7.42% |
| Kelly Criterion | 13.75% | 9.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.6% |
| Expected Shortfall (cVaR) | -1.61% | -3.6% |
| Year | 12256510:SOLUSD | 12256510:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 51.77 | 3.94 | + |
| 2025 | 1.99 | 37.63 | 18.95 | + |
| Metric | 12256510:solusd:triple_med_gx:lsma275_140 | 12256510:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 5.34% | 17.41% |
| 6M | 27.31% | 52.72% |
| YTD | 37.63% | 1.99% |
| 1Y | 96.23% | 24.46% |
| 3Y (ann.) | 70.84% | 10.96% |
| 5Y (ann.) | 70.84% | 10.96% |
| Metric | 12256510:solusd:triple_med_gx:lsma275_140 | 12256510:SOLUSD |
|---|---|---|
| Max Drawdown | -24.5% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -4.23% | -11.98% |
| Avg. Drawdown Days | 19.0 | 29.0 |
| Recovery Factor | 4.44 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -24.50 | 130 |
| 2025-05-14 | 2025-10-16 | -18.70 | 155 |
| 2024-11-29 | 2025-04-12 | -18.13 | 133 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 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 |
| Metric | 12256510:solusd:triple_med_gx:lsma275_140 | 12256510:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -12.51% | -18.95% |
| Best Month | 35.18% | 41.15% |
| Worst Month | -12.51% | -36.08% |
| Best Year | 51.77% | 13.13% |
| Worst Year | 37.63% | 1.99% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.32% | -1.41% |
| Avg. Up Week | 9.24% | 10.15% |
| Avg. Down Week | -4.15% | -9.32% |
| Avg. Up Month | 20.63% | 16.02% |
| Avg. Down Month | -5.65% | -22.99% |
| Win Days % | 50.76% | 49.58% |
| Win Month % | 54.55% | 58.82% |
| Win Week % | 61.9% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |