| Metric | 12256872:solusd:triple_med_gx:lsma95_140 | 12256872:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 11.09% | 19.47% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.2 | 0.29 |
| Sortino | 0.3 | 0.44 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.05 | 1.05 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 16.1 | 3.06 |
| Outlier Loss Ratio | 3.67 | 3.18 |
| Volatility (ann.) | 21.99% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.3 | 0.24 |
| Skew | 0.6 | 0.62 |
| Kurtosis | 14.41 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.66% | 1.12% |
| Expected Yearly % | 5.4% | 9.3% |
| Kelly Criterion | 1.5% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.64% |
| Expected Shortfall (cVaR) | -1.88% | -3.64% |
| Year | 12256872:SOLUSD | 12256872:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.87 | 0.14 | - |
| 2025 | 5.60 | 9.05 | 1.61 | + |
| Metric | 12256872:solusd:triple_med_gx:lsma95_140 | 12256872:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.59% | 26.39% |
| 6M | 17.5% | 38.87% |
| YTD | 9.05% | 5.6% |
| 1Y | 23.33% | 47.35% |
| 3Y (ann.) | 8.77% | 15.27% |
| 5Y (ann.) | 8.77% | 15.27% |
| Metric | 12256872:solusd:triple_med_gx:lsma95_140 | 12256872:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 184.0 | 224.0 |
| Avg. Drawdown | -8.89% | -11.98% |
| Avg. Drawdown Days | 37.0 | 26.0 |
| Recovery Factor | 0.38 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-20 | -29.12 | 137 |
| 2025-02-09 | 2025-08-13 | -28.17 | 184 |
| 2024-12-05 | 2025-02-09 | -21.13 | 65 |
| 2025-08-14 | 2025-09-01 | -10.23 | 18 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-06-01 | 2024-06-04 | -3.21 | 3 |
| 2025-08-13 | 2025-08-13 | -0.95 | 0 |
| 2024-12-03 | 2024-12-03 | -0.57 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| Metric | 12256872:solusd:triple_med_gx:lsma95_140 | 12256872:SOLUSD |
|---|---|---|
| Best Day | 10.35% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 20.21% | 21.25% |
| Worst Week | -15.59% | -17.1% |
| Best Month | 15.47% | 41.15% |
| Worst Month | -18.11% | -36.08% |
| Best Year | 9.05% | 13.13% |
| Worst Year | 1.87% | 5.6% |
| Avg. Up Day | 1.54% | 1.54% |
| Avg. Down Day | -1.33% | -1.36% |
| Avg. Up Week | 6.03% | 8.22% |
| Avg. Down Week | -5.53% | -7.24% |
| Avg. Up Month | 9.25% | 18.3% |
| Avg. Down Month | -11.17% | -17.19% |
| Win Days % | 47.21% | 49.56% |
| Win Month % | 61.54% | 56.25% |
| Win Week % | 51.43% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |