| Metric | 12256618:solusd:triple_med_gx:lsma260_140 | 12256618:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 114.68% | 19.47% |
| Max Drawdown | -25.26% | -64.93% |
| Sharpe | 0.88 | 0.29 |
| Sortino | 1.56 | 0.44 |
| Payoff Ratio | 1.4 | 1.39 |
| Profit Factor | 1.47 | 1.05 |
| Common Sense Ratio | 2.36 | 1.07 |
| CPC Index | 1.03 | 0.72 |
| Tail Ratio | 1.61 | 1.03 |
| Outlier Win Ratio | 28.4 | 2.84 |
| Outlier Loss Ratio | 3.31 | 2.78 |
| Volatility (ann.) | 19.37% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.33 | 0.24 |
| Skew | 4.02 | 0.62 |
| Kurtosis | 101.23 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.89% | 1.12% |
| Expected Yearly % | 46.52% | 9.3% |
| Kelly Criterion | 14.47% | 13.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.64% |
| Expected Shortfall (cVaR) | -1.62% | -3.64% |
| Year | 12256618:SOLUSD | 12256618:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 55.37 | 4.22 | + |
| 2025 | 5.60 | 38.17 | 6.81 | + |
| Metric | 12256618:solusd:triple_med_gx:lsma260_140 | 12256618:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 1.06% | 26.39% |
| 6M | 45.62% | 38.87% |
| YTD | 38.17% | 5.6% |
| 1Y | 118.28% | 47.35% |
| 3Y (ann.) | 84.07% | 15.27% |
| 5Y (ann.) | 84.07% | 15.27% |
| Metric | 12256618:solusd:triple_med_gx:lsma260_140 | 12256618:SOLUSD |
|---|---|---|
| Max Drawdown | -25.26% | -64.93% |
| Longest DD Days | 152.0 | 224.0 |
| Avg. Drawdown | -3.91% | -11.98% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 4.54 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-20 | -25.26 | 106 |
| 2024-11-10 | 2025-04-12 | -15.86 | 152 |
| 2025-05-14 | 2025-09-01 | -12.62 | 110 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 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 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-05 | 2025-05-07 | -3.00 | 1 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12256618:solusd:triple_med_gx:lsma260_140 | 12256618:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -5.12% | -17.1% |
| Best Month | 28.25% | 41.15% |
| Worst Month | -5.12% | -36.08% |
| Best Year | 55.37% | 13.13% |
| Worst Year | 38.17% | 5.6% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.32% | -1.33% |
| Avg. Up Week | 7.53% | 8.69% |
| Avg. Down Week | -2.82% | -8.65% |
| Avg. Up Month | 15.57% | 17.57% |
| Avg. Down Month | -3.29% | -22.99% |
| Win Days % | 50.17% | 49.56% |
| Win Month % | 70.0% | 56.25% |
| Win Week % | 65.0% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |