| Metric | 12256753:solusd:triple_med_gx:lsma75_140 | 12256753:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 68.2% | 19.47% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.59 | 0.29 |
| Sortino | 0.97 | 0.44 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 16.93 | 2.94 |
| Outlier Loss Ratio | 3.58 | 3.08 |
| Volatility (ann.) | 21.2% | 42.69% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.77 | 0.24 |
| Skew | 2.39 | 0.62 |
| Kurtosis | 33.17 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.3% | 1.12% |
| Expected Yearly % | 29.69% | 9.3% |
| Kelly Criterion | 6.22% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -3.64% |
| Expected Shortfall (cVaR) | -1.79% | -3.64% |
| Year | 12256753:SOLUSD | 12256753:solusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 11.38 | 0.87 | - |
| 2025 | 5.60 | 51.02 | 9.10 | + |
| Metric | 12256753:solusd:triple_med_gx:lsma75_140 | 12256753:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 19.2% | 26.39% |
| 6M | 52.45% | 38.87% |
| YTD | 51.02% | 5.6% |
| 1Y | 57.26% | 47.35% |
| 3Y (ann.) | 51.48% | 15.27% |
| 5Y (ann.) | 51.48% | 15.27% |
| Metric | 12256753:solusd:triple_med_gx:lsma75_140 | 12256753:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 154.0 | 224.0 |
| Avg. Drawdown | -5.44% | -11.98% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 2.34 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -29.12 | 61 |
| 2024-12-05 | 2025-05-08 | -19.75 | 154 |
| 2024-08-09 | 2024-12-04 | -16.45 | 117 |
| 2025-06-11 | 2025-08-07 | -12.88 | 57 |
| 2025-05-11 | 2025-06-10 | -11.28 | 30 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-08-06 | 2024-08-06 | -2.62 | 0 |
| Metric | 12256753:solusd:triple_med_gx:lsma75_140 | 12256753:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -5.77% | -14.23% |
| Best Week | 34.54% | 21.25% |
| Worst Week | -12.0% | -17.1% |
| Best Month | 23.72% | 41.15% |
| Worst Month | -11.39% | -36.08% |
| Best Year | 51.02% | 13.13% |
| Worst Year | 11.38% | 5.6% |
| Avg. Up Day | 1.6% | 1.6% |
| Avg. Down Day | -1.33% | -1.35% |
| Avg. Up Week | 8.33% | 7.64% |
| Avg. Down Week | -4.97% | -9.42% |
| Avg. Up Month | 8.51% | 18.3% |
| Avg. Down Month | -5.31% | -17.51% |
| Win Days % | 48.73% | 49.56% |
| Win Month % | 66.67% | 56.25% |
| Win Week % | 54.55% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |