| Metric | 12256621:solusd:triple_med_gx:lsma265_140 | 12256621:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 97.71% | 19.47% |
| Max Drawdown | -26.52% | -64.93% |
| Sharpe | 0.8 | 0.29 |
| Sortino | 1.4 | 0.44 |
| Payoff Ratio | 1.41 | 1.4 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 1.84 | 1.07 |
| CPC Index | 0.97 | 0.73 |
| Tail Ratio | 1.31 | 1.03 |
| Outlier Win Ratio | 28.4 | 2.84 |
| Outlier Loss Ratio | 3.34 | 2.78 |
| Volatility (ann.) | 19.39% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.73 | 0.24 |
| Skew | 4.01 | 0.62 |
| Kurtosis | 100.86 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.35% | 1.12% |
| Expected Yearly % | 40.61% | 9.3% |
| Kelly Criterion | 12.71% | 13.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.64% |
| Expected Shortfall (cVaR) | -1.63% | -3.64% |
| Year | 12256621:SOLUSD | 12256621:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 49.73 | 3.79 | + |
| 2025 | 5.60 | 32.05 | 5.72 | + |
| Metric | 12256621:solusd:triple_med_gx:lsma265_140 | 12256621:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.52% | 26.39% |
| 6M | 42.4% | 38.87% |
| YTD | 32.05% | 5.6% |
| 1Y | 105.98% | 47.35% |
| 3Y (ann.) | 72.36% | 15.27% |
| 5Y (ann.) | 72.36% | 15.27% |
| Metric | 12256621:solusd:triple_med_gx:lsma265_140 | 12256621:SOLUSD |
|---|---|---|
| Max Drawdown | -26.52% | -64.93% |
| Longest DD Days | 152.0 | 224.0 |
| Avg. Drawdown | -4.19% | -11.98% |
| Avg. Drawdown Days | 17.0 | 26.0 |
| Recovery Factor | 3.68 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-06 | -26.52 | 123 |
| 2024-11-10 | 2025-04-12 | -16.36 | 152 |
| 2025-05-14 | 2025-09-01 | -14.09 | 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 | 12256621:solusd:triple_med_gx:lsma265_140 | 12256621:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -7.27% | -17.1% |
| Best Month | 28.25% | 41.15% |
| Worst Month | -7.27% | -36.08% |
| Best Year | 49.73% | 13.13% |
| Worst Year | 32.05% | 5.6% |
| Avg. Up Day | 1.84% | 1.84% |
| Avg. Down Day | -1.31% | -1.31% |
| Avg. Up Week | 7.15% | 8.69% |
| Avg. Down Week | -3.36% | -8.65% |
| Avg. Up Month | 14.62% | 17.57% |
| Avg. Down Month | -3.99% | -22.99% |
| Win Days % | 48.99% | 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% |