| Metric | 12256560:solusd:triple_med_gx:lsma235_140 | 12256560:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 96.25% | 19.47% |
| Max Drawdown | -23.87% | -64.93% |
| Sharpe | 0.81 | 0.29 |
| Sortino | 1.46 | 0.44 |
| Payoff Ratio | 1.43 | 1.4 |
| Profit Factor | 1.48 | 1.05 |
| Common Sense Ratio | 4.65 | 1.07 |
| CPC Index | 1.04 | 0.72 |
| Tail Ratio | 3.15 | 1.03 |
| Outlier Win Ratio | 31.93 | 2.76 |
| Outlier Loss Ratio | 3.18 | 2.72 |
| Volatility (ann.) | 18.77% | 42.69% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.99 | 0.24 |
| Skew | 4.56 | 0.62 |
| Kurtosis | 115.05 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.3% | 1.12% |
| Expected Yearly % | 40.09% | 9.3% |
| Kelly Criterion | 13.91% | 13.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.64% |
| Expected Shortfall (cVaR) | -1.57% | -3.64% |
| Year | 12256560:SOLUSD | 12256560:solusd:triple_med_gx:lsma235_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 38.27 | 2.91 | + |
| 2025 | 5.60 | 41.94 | 7.48 | + |
| Metric | 12256560:solusd:triple_med_gx:lsma235_140 | 12256560:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.33% | 26.39% |
| 6M | 47.76% | 38.87% |
| YTD | 41.94% | 5.6% |
| 1Y | 99.72% | 47.35% |
| 3Y (ann.) | 71.34% | 15.27% |
| 5Y (ann.) | 71.34% | 15.27% |
| Metric | 12256560:solusd:triple_med_gx:lsma235_140 | 12256560:SOLUSD |
|---|---|---|
| Max Drawdown | -23.87% | -64.93% |
| Longest DD Days | 131.0 | 224.0 |
| Avg. Drawdown | -4.01% | -11.98% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 4.03 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-06 | -23.87 | 123 |
| 2024-11-29 | 2025-04-09 | -15.60 | 131 |
| 2025-05-14 | 2025-09-01 | -14.92 | 110 |
| 2024-10-07 | 2024-10-20 | -8.38 | 13 |
| 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 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12256560:solusd:triple_med_gx:lsma235_140 | 12256560:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -9.6% | -17.1% |
| Best Month | 35.82% | 41.15% |
| Worst Month | -7.42% | -36.08% |
| Best Year | 41.94% | 13.13% |
| Worst Year | 38.27% | 5.6% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.37% | -1.4% |
| Avg. Up Week | 9.87% | 9.57% |
| Avg. Down Week | -3.82% | -7.28% |
| Avg. Up Month | 19.32% | 17.78% |
| Avg. Down Month | -3.28% | -22.53% |
| Win Days % | 49.39% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 52.94% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |