| Metric | 12256719:solusd:triple_med_gx:lsma195_140 | 12256719:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 46.67% | 19.47% |
| Max Drawdown | -22.28% | -64.93% |
| Sharpe | 0.53 | 0.29 |
| Sortino | 0.84 | 0.44 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 3.74 | 1.07 |
| CPC Index | 0.75 | 0.56 |
| Tail Ratio | 2.9 | 1.03 |
| Outlier Win Ratio | 36.32 | 2.71 |
| Outlier Loss Ratio | 3.06 | 2.73 |
| Volatility (ann.) | 17.38% | 42.69% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.61 | 0.24 |
| Skew | 3.02 | 0.62 |
| Kurtosis | 139.14 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.42% | 1.12% |
| Expected Yearly % | 21.11% | 9.3% |
| Kelly Criterion | 9.93% | 3.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.64% |
| Expected Shortfall (cVaR) | -1.47% | -3.64% |
| Year | 12256719:SOLUSD | 12256719:solusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.83 | 1.05 | + |
| 2025 | 5.60 | 28.85 | 5.15 | + |
| Metric | 12256719:solusd:triple_med_gx:lsma195_140 | 12256719:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 1.48% | 26.39% |
| 6M | 28.85% | 38.87% |
| YTD | 28.85% | 5.6% |
| 1Y | 55.73% | 47.35% |
| 3Y (ann.) | 35.79% | 15.27% |
| 5Y (ann.) | 35.79% | 15.27% |
| Metric | 12256719:solusd:triple_med_gx:lsma195_140 | 12256719:SOLUSD |
|---|---|---|
| Max Drawdown | -22.28% | -64.93% |
| Longest DD Days | 154.0 | 224.0 |
| Avg. Drawdown | -4.71% | -11.98% |
| Avg. Drawdown Days | 26.0 | 26.0 |
| Recovery Factor | 2.09 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-07 | -22.28 | 154 |
| 2024-12-01 | 2025-04-17 | -21.70 | 136 |
| 2025-05-14 | 2025-09-01 | -9.77 | 110 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-20 | 2025-05-08 | -3.24 | 18 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-04-17 | 2025-04-19 | -1.09 | 1 |
| Metric | 12256719:solusd:triple_med_gx:lsma195_140 | 12256719:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 17.41% | 21.25% |
| Worst Week | -11.66% | -17.1% |
| Best Month | 26.99% | 41.15% |
| Worst Month | -14.43% | -36.08% |
| Best Year | 28.85% | 13.13% |
| Worst Year | 13.83% | 5.6% |
| Avg. Up Day | 1.55% | 1.56% |
| Avg. Down Day | -1.41% | -1.44% |
| Avg. Up Week | 6.24% | 10.15% |
| Avg. Down Week | -4.41% | -4.63% |
| Avg. Up Month | 11.7% | 17.57% |
| Avg. Down Month | -6.12% | -17.49% |
| Win Days % | 52.8% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 57.89% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |