| Metric | 12257228:solusd:triple_med_gx:lsma60_140 | 12257228:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 38.96% | 19.47% |
| Max Drawdown | -30.59% | -64.93% |
| Sharpe | 0.4 | 0.29 |
| Sortino | 0.7 | 0.44 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.39 | 1.03 |
| Outlier Win Ratio | 31.01 | 2.9 |
| Outlier Loss Ratio | 2.66 | 3.02 |
| Volatility (ann.) | 22.21% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.98 | 0.24 |
| Skew | 4.91 | 0.62 |
| Kurtosis | 104.43 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.08% | 1.12% |
| Expected Yearly % | 17.88% | 9.3% |
| Kelly Criterion | 7.06% | 8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.64% |
| Expected Shortfall (cVaR) | -1.89% | -3.64% |
| Year | 12257228:SOLUSD | 12257228:solusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.18 | 1.46 | + |
| 2025 | 5.60 | 16.61 | 2.96 | + |
| Metric | 12257228:solusd:triple_med_gx:lsma60_140 | 12257228:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.52% | 26.39% |
| 6M | 33.75% | 38.87% |
| YTD | 16.61% | 5.6% |
| 1Y | 41.34% | 47.35% |
| 3Y (ann.) | 30.06% | 15.27% |
| 5Y (ann.) | 30.06% | 15.27% |
| Metric | 12257228:solusd:triple_med_gx:lsma60_140 | 12257228:SOLUSD |
|---|---|---|
| Max Drawdown | -30.59% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -7.67% | -11.98% |
| Avg. Drawdown Days | 34.0 | 26.0 |
| Recovery Factor | 1.27 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -30.59 | 153 |
| 2025-03-03 | 2025-05-08 | -27.46 | 66 |
| 2024-11-29 | 2025-03-02 | -20.08 | 93 |
| 2025-05-11 | 2025-09-01 | -10.49 | 113 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-29 | -2.28 | 20 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| Metric | 12257228:solusd:triple_med_gx:lsma60_140 | 12257228:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.05% | 21.25% |
| Worst Week | -10.46% | -17.1% |
| Best Month | 23.18% | 41.15% |
| Worst Month | -10.46% | -36.08% |
| Best Year | 19.18% | 13.13% |
| Worst Year | 16.61% | 5.6% |
| Avg. Up Day | 2.17% | 2.17% |
| Avg. Down Day | -1.78% | -1.79% |
| Avg. Up Week | 7.77% | 9.77% |
| Avg. Down Week | -6.53% | -11.2% |
| Avg. Up Month | 14.05% | 19.02% |
| Avg. Down Month | -5.18% | -25.95% |
| Win Days % | 48.96% | 49.56% |
| Win Month % | 46.15% | 56.25% |
| Win Week % | 68.42% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |