| Metric | 12252476:solusd:triple_med_gx:lsma260_130 | 12252476:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 152.7% | 15.38% |
| Max Drawdown | -22.46% | -61.75% |
| Sharpe | 1.93 | 0.55 |
| Sortino | 3.67 | 0.81 |
| Payoff Ratio | 1.64 | 1.53 |
| Profit Factor | 2.06 | 1.08 |
| Common Sense Ratio | 5.92 | 1.17 |
| CPC Index | 1.92 | 0.81 |
| Tail Ratio | 2.88 | 1.08 |
| Outlier Win Ratio | 23.77 | 2.96 |
| Outlier Loss Ratio | 3.05 | 2.35 |
| Volatility (ann.) | 38.63% | 85.83% |
| R^2 | 0.2 | 0.2 |
| Calmar | 4.28 | 0.18 |
| Skew | 2.52 | 0.14 |
| Kurtosis | 41.51 | 3.01 |
| Expected Daily % | 0.18% | 0.03% |
| Expected Monthly % | 5.6% | 0.85% |
| Expected Yearly % | 58.96% | 7.42% |
| Kelly Criterion | 30.56% | 15.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.12% | -7.26% |
| Expected Shortfall (cVaR) | -3.12% | -7.26% |
| Year | 12252476:SOLUSD | 12252476:solusd:triple_med_gx:lsma260_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 62.64 | 4.90 | + |
| 2025 | 2.31 | 55.38 | 24.02 | + |
| Metric | 12252476:solusd:triple_med_gx:lsma260_130 | 12252476:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 7.06% | 20.18% |
| 6M | 27.3% | 46.71% |
| YTD | 55.38% | 2.31% |
| 1Y | 123.05% | 24.83% |
| 3Y (ann.) | 96.21% | 10.96% |
| 5Y (ann.) | 96.21% | 10.96% |
| Metric | 12252476:solusd:triple_med_gx:lsma260_130 | 12252476:SOLUSD |
|---|---|---|
| Max Drawdown | -22.46% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -5.26% | -16.47% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 6.8 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-07 | -22.46 | 62 |
| 2025-05-15 | 2025-10-16 | -13.09 | 154 |
| 2024-12-01 | 2025-04-10 | -10.60 | 130 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-08-08 | 2024-09-20 | -4.94 | 43 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-10-22 | 2024-11-06 | -2.56 | 15 |
| 2025-05-05 | 2025-05-08 | -2.02 | 3 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| Metric | 12252476:solusd:triple_med_gx:lsma260_130 | 12252476:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.96% | 25.06% |
| Worst Week | -6.73% | -26.95% |
| Best Month | 39.76% | 39.21% |
| Worst Month | -5.12% | -46.12% |
| Best Year | 62.64% | 12.78% |
| Worst Year | 55.38% | 2.31% |
| Avg. Up Day | 3.98% | 4.13% |
| Avg. Down Day | -2.42% | -2.69% |
| Avg. Up Week | 8.1% | 10.78% |
| Avg. Down Week | -3.75% | -9.49% |
| Avg. Up Month | 19.7% | 14.87% |
| Avg. Down Month | -4.1% | -28.86% |
| Win Days % | 56.84% | 48.8% |
| Win Month % | 63.64% | 58.82% |
| Win Week % | 66.67% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |