| Metric | 12256517:solusd:triple_med_gx:lsma295_140 | 12256517:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 101.77% | 15.38% |
| Max Drawdown | -23.65% | -61.75% |
| Sharpe | 1.48 | 0.55 |
| Sortino | 2.68 | 0.81 |
| Payoff Ratio | 1.6 | 1.38 |
| Profit Factor | 1.69 | 1.08 |
| Common Sense Ratio | 2.9 | 1.17 |
| CPC Index | 1.39 | 0.73 |
| Tail Ratio | 1.72 | 1.08 |
| Outlier Win Ratio | 23.64 | 2.96 |
| Outlier Loss Ratio | 3.07 | 2.43 |
| Volatility (ann.) | 39.66% | 85.83% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.82 | 0.18 |
| Skew | 2.28 | 0.14 |
| Kurtosis | 37.57 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.22% | 0.85% |
| Expected Yearly % | 42.05% | 7.42% |
| Kelly Criterion | 21.25% | 11.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.25% | -7.26% |
| Expected Shortfall (cVaR) | -3.25% | -7.26% |
| Year | 12256517:SOLUSD | 12256517:solusd:triple_med_gx:lsma295_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 53.40 | 4.18 | + |
| 2025 | 2.31 | 31.53 | 13.68 | + |
| Metric | 12256517:solusd:triple_med_gx:lsma295_140 | 12256517:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 3.09% | 20.18% |
| 6M | 17.19% | 46.71% |
| YTD | 31.53% | 2.31% |
| 1Y | 84.38% | 24.83% |
| 3Y (ann.) | 66.59% | 10.96% |
| 5Y (ann.) | 66.59% | 10.96% |
| Metric | 12256517:solusd:triple_med_gx:lsma295_140 | 12256517:SOLUSD |
|---|---|---|
| Max Drawdown | -23.65% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -7.5% | -16.47% |
| Avg. Drawdown Days | 40.0 | 44.0 |
| Recovery Factor | 4.3 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-07 | -23.65 | 123 |
| 2025-05-15 | 2025-10-16 | -19.04 | 154 |
| 2024-12-01 | 2025-04-13 | -18.16 | 133 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 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 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| Metric | 12256517:solusd:triple_med_gx:lsma295_140 | 12256517: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 | 53.4% | 12.78% |
| Worst Year | 31.53% | 2.31% |
| Avg. Up Day | 3.95% | 3.81% |
| Avg. Down Day | -2.46% | -2.76% |
| Avg. Up Week | 9.74% | 11.53% |
| Avg. Down Week | -6.3% | -11.39% |
| Avg. Up Month | 21.24% | 15.03% |
| Avg. Down Month | -7.77% | -28.86% |
| Win Days % | 51.52% | 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% |