| Metric | 12248512:solusd:triple_med_gx:lsma255_120 | 12248512:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 73.92% | 19.47% |
| Max Drawdown | -35.5% | -64.93% |
| Sharpe | 0.61 | 0.29 |
| Sortino | 1.01 | 0.44 |
| Payoff Ratio | 1.36 | 1.32 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 24.2 | 2.96 |
| Outlier Loss Ratio | 3.4 | 3.05 |
| Volatility (ann.) | 21.87% | 42.69% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.57 | 0.24 |
| Skew | 2.8 | 0.62 |
| Kurtosis | 66.78 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.52% | 1.12% |
| Expected Yearly % | 31.88% | 9.3% |
| Kelly Criterion | 8.23% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -3.64% |
| Expected Shortfall (cVaR) | -1.85% | -3.64% |
| Year | 12248512:SOLUSD | 12248512:solusd:triple_med_gx:lsma255_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 52.06 | 3.96 | + |
| 2025 | 5.60 | 14.38 | 2.57 | + |
| Metric | 12248512:solusd:triple_med_gx:lsma255_120 | 12248512:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.89% | 26.39% |
| 6M | 11.85% | 38.87% |
| YTD | 14.38% | 5.6% |
| 1Y | 82.19% | 47.35% |
| 3Y (ann.) | 55.58% | 15.27% |
| 5Y (ann.) | 55.58% | 15.27% |
| Metric | 12248512:solusd:triple_med_gx:lsma255_120 | 12248512:SOLUSD |
|---|---|---|
| Max Drawdown | -35.5% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -5.92% | -11.98% |
| Avg. Drawdown Days | 19.0 | 26.0 |
| Recovery Factor | 2.08 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-09 | -35.50 | 109 |
| 2024-06-05 | 2024-09-20 | -30.73 | 106 |
| 2025-05-14 | 2025-09-01 | -19.66 | 110 |
| 2024-11-10 | 2025-01-18 | -13.31 | 68 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-10-21 | 2024-11-05 | -2.32 | 15 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12248512:solusd:triple_med_gx:lsma255_120 | 12248512:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.01% | 21.25% |
| Worst Week | -10.07% | -17.1% |
| Best Month | 24.25% | 41.15% |
| Worst Month | -11.42% | -36.08% |
| Best Year | 52.06% | 13.13% |
| Worst Year | 14.38% | 5.6% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.41% | -1.45% |
| Avg. Up Week | 7.62% | 9.7% |
| Avg. Down Week | -2.77% | -7.55% |
| Avg. Up Month | 13.58% | 17.54% |
| Avg. Down Month | -5.25% | -17.1% |
| Win Days % | 47.19% | 49.56% |
| Win Month % | 53.33% | 56.25% |
| Win Week % | 48.28% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |