| Metric | 12256515:solusd:triple_med_gx:lsma280_140 | 12256515:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 92.21% | 15.38% |
| Max Drawdown | -26.22% | -61.75% |
| Sharpe | 1.41 | 0.55 |
| Sortino | 2.56 | 0.81 |
| Payoff Ratio | 1.6 | 1.37 |
| Profit Factor | 1.69 | 1.08 |
| Common Sense Ratio | 3.8 | 1.17 |
| CPC Index | 1.39 | 0.73 |
| Tail Ratio | 2.25 | 1.08 |
| Outlier Win Ratio | 25.39 | 2.96 |
| Outlier Loss Ratio | 3.14 | 2.43 |
| Volatility (ann.) | 38.77% | 85.83% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.32 | 0.18 |
| Skew | 2.4 | 0.14 |
| Kurtosis | 41.18 | 3.01 |
| Expected Daily % | 0.13% | 0.03% |
| Expected Monthly % | 3.92% | 0.85% |
| Expected Yearly % | 38.64% | 7.42% |
| Kelly Criterion | 21.3% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.19% | -7.26% |
| Expected Shortfall (cVaR) | -3.19% | -7.26% |
| Year | 12256515:SOLUSD | 12256515:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 46.93 | 3.67 | + |
| 2025 | 2.31 | 30.82 | 13.37 | + |
| Metric | 12256515:solusd:triple_med_gx:lsma280_140 | 12256515:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 1.69% | 20.18% |
| 6M | 16.56% | 46.71% |
| YTD | 30.82% | 2.31% |
| 1Y | 88.68% | 24.83% |
| 3Y (ann.) | 60.82% | 10.96% |
| 5Y (ann.) | 60.82% | 10.96% |
| Metric | 12256515:solusd:triple_med_gx:lsma280_140 | 12256515:SOLUSD |
|---|---|---|
| Max Drawdown | -26.22% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -8.36% | -16.47% |
| Avg. Drawdown Days | 50.0 | 44.0 |
| Recovery Factor | 3.52 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-20 | -26.22 | 136 |
| 2025-05-15 | 2025-10-16 | -18.37 | 154 |
| 2024-12-01 | 2025-04-12 | -15.80 | 132 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-10-22 | 2024-11-06 | -2.14 | 15 |
| 2025-05-06 | 2025-05-08 | -1.73 | 2 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12256515:solusd:triple_med_gx:lsma280_140 | 12256515:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.96% | 25.06% |
| Worst Week | -12.75% | -26.95% |
| Best Month | 38.62% | 39.21% |
| Worst Month | -12.75% | -46.12% |
| Best Year | 46.93% | 12.78% |
| Worst Year | 30.82% | 2.31% |
| Avg. Up Day | 3.84% | 3.87% |
| Avg. Down Day | -2.4% | -2.82% |
| Avg. Up Week | 9.04% | 11.53% |
| Avg. Down Week | -6.23% | -11.39% |
| Avg. Up Month | 19.94% | 15.03% |
| Avg. Down Month | -7.94% | -28.86% |
| Win Days % | 51.58% | 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% |