| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 73.46% | 15.38% |
| Max Drawdown | -29.08% | -61.75% |
| Sharpe | 1.09 | 0.55 |
| Sortino | 1.87 | 0.81 |
| Payoff Ratio | 1.37 | 1.3 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.9 | 1.17 |
| CPC Index | 0.86 | 0.69 |
| Tail Ratio | 1.46 | 1.08 |
| Outlier Win Ratio | 13.73 | 2.96 |
| Outlier Loss Ratio | 3.7 | 2.76 |
| Volatility (ann.) | 46.26% | 85.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.69 | 0.18 |
| Skew | 2.09 | 0.14 |
| Kurtosis | 20.36 | 3.01 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.29% | 0.85% |
| Expected Yearly % | 31.7% | 7.42% |
| Kelly Criterion | 10.39% | 9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.84% | -7.26% |
| Expected Shortfall (cVaR) | -3.84% | -7.26% |
| Year | 12256817:SOLUSD | 12256817:solusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 25.78 | 2.02 | + |
| 2025 | 2.31 | 37.90 | 16.44 | + |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| MTD | 4.98% | -8.37% |
| 3M | 30.38% | 20.18% |
| 6M | 44.42% | 46.71% |
| YTD | 37.9% | 2.31% |
| 1Y | 42.38% | 24.83% |
| 3Y (ann.) | 49.25% | 10.96% |
| 5Y (ann.) | 49.25% | 10.96% |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| Max Drawdown | -29.08% | -61.75% |
| Longest DD Days | 93.0 | 269.0 |
| Avg. Drawdown | -8.62% | -16.47% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 2.53 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-10 | 2025-05-14 | -29.08 | 93 |
| 2024-06-06 | 2024-08-06 | -28.58 | 61 |
| 2025-08-15 | 2025-10-02 | -14.06 | 48 |
| 2025-05-15 | 2025-08-11 | -13.53 | 88 |
| 2024-12-07 | 2025-01-02 | -12.45 | 26 |
| 2024-08-10 | 2024-10-14 | -11.20 | 65 |
| 2025-10-06 | 2025-10-16 | -6.39 | 10 |
| 2025-08-12 | 2025-08-13 | -5.62 | 1 |
| 2024-10-22 | 2024-12-04 | -4.65 | 43 |
| 2024-12-05 | 2024-12-06 | -1.24 | 1 |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| Best Day | 23.29% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 35.29% | 25.06% |
| Worst Week | -14.72% | -26.95% |
| Best Month | 22.7% | 39.21% |
| Worst Month | -16.83% | -46.12% |
| Best Year | 37.9% | 12.78% |
| Worst Year | 25.78% | 2.31% |
| Avg. Up Day | 3.27% | 3.38% |
| Avg. Down Day | -2.39% | -2.6% |
| Avg. Up Week | 7.8% | 8.9% |
| Avg. Down Week | -6.04% | -8.99% |
| Avg. Up Month | 11.14% | 15.19% |
| Avg. Down Month | -9.7% | -18.0% |
| Win Days % | 48.21% | 48.8% |
| Win Month % | 62.5% | 58.82% |
| Win Week % | 48.78% | 50.68% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |