| Metric | 12256567:solusd:triple_med_gx:lsma270_140 | 12256567:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 147.4% | 15.38% |
| Max Drawdown | -26.56% | -64.93% |
| Sharpe | 0.95 | 0.27 |
| Sortino | 1.7 | 0.4 |
| Payoff Ratio | 1.42 | 1.37 |
| Profit Factor | 1.49 | 1.04 |
| Common Sense Ratio | 2.25 | 1.08 |
| CPC Index | 1.06 | 0.71 |
| Tail Ratio | 1.51 | 1.04 |
| Outlier Win Ratio | 27.5 | 2.9 |
| Outlier Loss Ratio | 3.37 | 2.77 |
| Volatility (ann.) | 19.24% | 42.23% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.51 | 0.17 |
| Skew | 4.0 | 0.58 |
| Kurtosis | 96.42 | 8.14 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.47% | 0.85% |
| Expected Yearly % | 57.29% | 7.42% |
| Kelly Criterion | 15.22% | 12.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.6% |
| Expected Shortfall (cVaR) | -1.61% | -3.6% |
| Year | 12256567:SOLUSD | 12256567:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 70.31 | 5.35 | + |
| 2025 | 1.99 | 45.27 | 22.79 | + |
| Metric | 12256567:solusd:triple_med_gx:lsma270_140 | 12256567:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 5.55% | 17.41% |
| 6M | 25.12% | 52.72% |
| YTD | 45.27% | 1.99% |
| 1Y | 114.27% | 24.46% |
| 3Y (ann.) | 93.22% | 10.96% |
| 5Y (ann.) | 93.22% | 10.96% |
| Metric | 12256567:solusd:triple_med_gx:lsma270_140 | 12256567:SOLUSD |
|---|---|---|
| Max Drawdown | -26.56% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -3.86% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 5.55 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-19 | -26.56 | 105 |
| 2025-05-14 | 2025-10-16 | -18.01 | 155 |
| 2024-11-29 | 2025-04-09 | -11.92 | 131 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 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 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12256567:solusd:triple_med_gx:lsma270_140 | 12256567:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -7.54% | -18.95% |
| Best Month | 35.82% | 41.15% |
| Worst Month | -7.54% | -36.08% |
| Best Year | 70.31% | 13.13% |
| Worst Year | 45.27% | 1.99% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.27% | -1.32% |
| Avg. Up Week | 9.42% | 9.72% |
| Avg. Down Week | -2.97% | -8.88% |
| Avg. Up Month | 18.87% | 15.49% |
| Avg. Down Month | -4.07% | -22.99% |
| Win Days % | 50.3% | 49.58% |
| Win Month % | 63.64% | 58.82% |
| Win Week % | 59.09% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |