| Metric | 12256884:solusd:triple_med_gx:lsma175_140 | 12256884:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 21.88% | 19.47% |
| Max Drawdown | -20.42% | -64.93% |
| Sharpe | 0.37 | 0.29 |
| Sortino | 0.53 | 0.44 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 49.88 | 2.57 |
| Outlier Loss Ratio | 3.18 | 2.69 |
| Volatility (ann.) | 13.12% | 42.69% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.84 | 0.24 |
| Skew | -0.38 | 0.62 |
| Kurtosis | 87.39 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.24% | 1.12% |
| Expected Yearly % | 10.4% | 9.3% |
| Kelly Criterion | 4.46% | 3.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.64% |
| Expected Shortfall (cVaR) | -1.12% | -3.64% |
| Year | 12256884:SOLUSD | 12256884:solusd:triple_med_gx:lsma175_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.36 | 1.17 | + |
| 2025 | 5.60 | 5.66 | 1.01 | + |
| Metric | 12256884:solusd:triple_med_gx:lsma175_140 | 12256884:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 4.32% | 26.39% |
| 6M | 2.97% | 38.87% |
| YTD | 5.66% | 5.6% |
| 1Y | 10.79% | 47.35% |
| 3Y (ann.) | 17.12% | 15.27% |
| 5Y (ann.) | 17.12% | 15.27% |
| Metric | 12256884:solusd:triple_med_gx:lsma175_140 | 12256884:SOLUSD |
|---|---|---|
| Max Drawdown | -20.42% | -64.93% |
| Longest DD Days | 157.0 | 224.0 |
| Avg. Drawdown | -4.85% | -11.98% |
| Avg. Drawdown Days | 35.0 | 26.0 |
| Recovery Factor | 1.07 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-10 | -20.42 | 157 |
| 2024-11-12 | 2024-12-03 | -7.92 | 21 |
| 2024-08-06 | 2024-09-09 | -7.25 | 34 |
| 2025-05-14 | 2025-09-01 | -6.14 | 110 |
| 2024-09-10 | 2024-10-11 | -5.94 | 30 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-06-01 | 2024-06-04 | -3.21 | 3 |
| 2024-06-05 | 2024-08-06 | -1.68 | 61 |
| 2024-09-10 | 2024-09-10 | -0.38 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12256884:solusd:triple_med_gx:lsma175_140 | 12256884:SOLUSD |
|---|---|---|
| Best Day | 10.35% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 10.46% | 21.25% |
| Worst Week | -10.67% | -17.1% |
| Best Month | 9.98% | 41.15% |
| Worst Month | -14.49% | -36.08% |
| Best Year | 15.36% | 13.13% |
| Worst Year | 5.66% | 5.6% |
| Avg. Up Day | 1.59% | 1.6% |
| Avg. Down Day | -1.4% | -1.48% |
| Avg. Up Week | 5.28% | 10.46% |
| Avg. Down Week | -4.98% | -7.71% |
| Avg. Up Month | 4.65% | 11.78% |
| Avg. Down Month | -14.49% | -15.91% |
| Win Days % | 49.18% | 49.56% |
| Win Month % | 75.0% | 56.25% |
| Win Week % | 66.67% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |