| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 73.46% | 15.38% |
| Max Drawdown | -31.39% | -64.93% |
| Sharpe | 0.56 | 0.27 |
| Sortino | 0.89 | 0.4 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.24 | 1.04 |
| Outlier Win Ratio | 14.74 | 3.11 |
| Outlier Loss Ratio | 3.75 | 3.13 |
| Volatility (ann.) | 22.49% | 42.23% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.57 | 0.17 |
| Skew | 1.8 | 0.58 |
| Kurtosis | 25.18 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.29% | 0.85% |
| Expected Yearly % | 31.7% | 7.42% |
| Kelly Criterion | 4.97% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.6% |
| Expected Shortfall (cVaR) | -1.9% | -3.6% |
| Year | 12256817:SOLUSD | 12256817:solusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 26.18 | 1.99 | + |
| 2025 | 1.99 | 37.47 | 18.87 | + |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| MTD | 5.7% | -7.75% |
| 3M | 30.38% | 17.41% |
| 6M | 50.34% | 52.72% |
| YTD | 37.47% | 1.99% |
| 1Y | 41.97% | 24.46% |
| 3Y (ann.) | 49.25% | 10.96% |
| 5Y (ann.) | 49.25% | 10.96% |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| Max Drawdown | -31.39% | -64.93% |
| Longest DD Days | 90.0 | 269.0 |
| Avg. Drawdown | -7.64% | -11.98% |
| Avg. Drawdown Days | 23.0 | 29.0 |
| Recovery Factor | 2.34 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-09 | 2025-05-10 | -31.39 | 90 |
| 2024-06-05 | 2024-08-06 | -29.12 | 61 |
| 2024-12-05 | 2025-02-08 | -15.77 | 64 |
| 2025-08-14 | 2025-10-01 | -14.93 | 48 |
| 2024-08-09 | 2024-10-14 | -14.74 | 66 |
| 2025-05-14 | 2025-08-12 | -13.98 | 90 |
| 2025-10-06 | 2025-10-16 | -7.22 | 9 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2024-10-21 | 2024-12-04 | -5.30 | 43 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -7.19% | -14.23% |
| Best Week | 34.54% | 21.25% |
| Worst Week | -16.4% | -18.95% |
| Best Month | 22.7% | 41.15% |
| Worst Month | -13.1% | -36.08% |
| Best Year | 37.47% | 13.13% |
| Worst Year | 26.18% | 1.99% |
| Avg. Up Day | 1.57% | 1.58% |
| Avg. Down Day | -1.28% | -1.31% |
| Avg. Up Week | 7.36% | 7.77% |
| Avg. Down Week | -5.68% | -8.08% |
| Avg. Up Month | 12.18% | 13.0% |
| Avg. Down Month | -9.16% | -17.19% |
| Win Days % | 47.66% | 49.58% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 57.14% | 53.42% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |