| Metric | 12256565:solusd:triple_med_gx:lsma260_140 | 12256565:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 96.15% | 19.47% |
| Max Drawdown | -26.75% | -64.93% |
| Sharpe | 0.79 | 0.29 |
| Sortino | 1.41 | 0.44 |
| Payoff Ratio | 1.49 | 1.44 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | 2.16 | 1.07 |
| CPC Index | 1.01 | 0.74 |
| Tail Ratio | 1.51 | 1.03 |
| Outlier Win Ratio | 29.75 | 2.84 |
| Outlier Loss Ratio | 3.42 | 2.78 |
| Volatility (ann.) | 19.3% | 42.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.66 | 0.24 |
| Skew | 4.21 | 0.62 |
| Kurtosis | 103.77 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.3% | 1.12% |
| Expected Yearly % | 40.05% | 9.3% |
| Kelly Criterion | 12.28% | 14.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.64% |
| Expected Shortfall (cVaR) | -1.62% | -3.64% |
| Year | 12256565:SOLUSD | 12256565:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.68 | 3.10 | + |
| 2025 | 5.60 | 39.43 | 7.04 | + |
| Metric | 12256565:solusd:triple_med_gx:lsma260_140 | 12256565:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.8% | 26.39% |
| 6M | 50.8% | 38.87% |
| YTD | 39.43% | 5.6% |
| 1Y | 105.71% | 47.35% |
| 3Y (ann.) | 71.27% | 15.27% |
| 5Y (ann.) | 71.27% | 15.27% |
| Metric | 12256565:solusd:triple_med_gx:lsma260_140 | 12256565:SOLUSD |
|---|---|---|
| Max Drawdown | -26.75% | -64.93% |
| Longest DD Days | 131.0 | 224.0 |
| Avg. Drawdown | -4.21% | -11.98% |
| Avg. Drawdown Days | 15.0 | 26.0 |
| Recovery Factor | 3.59 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-06 | -26.75 | 122 |
| 2024-11-29 | 2025-04-09 | -16.90 | 131 |
| 2025-05-14 | 2025-09-01 | -16.26 | 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 | 12256565:solusd:triple_med_gx:lsma260_140 | 12256565:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -7.89% | -17.1% |
| Best Month | 35.82% | 41.15% |
| Worst Month | -7.54% | -36.08% |
| Best Year | 40.68% | 13.13% |
| Worst Year | 39.43% | 5.6% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.29% | -1.35% |
| Avg. Up Week | 10.01% | 9.03% |
| Avg. Down Week | -3.77% | -8.24% |
| Avg. Up Month | 19.57% | 17.78% |
| Avg. Down Month | -6.04% | -22.99% |
| Win Days % | 47.5% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 52.63% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |