| Metric | 12256224:solusd:triple_med_gx:lsma240_140 | 12256224:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.64% | 19.47% |
| Max Drawdown | -30.95% | -64.93% |
| Sharpe | 0.13 | 0.29 |
| Sortino | 0.21 | 0.44 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 0.61 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 0.57 | 1.03 |
| Outlier Win Ratio | 44.58 | 2.73 |
| Outlier Loss Ratio | 2.94 | 2.7 |
| Volatility (ann.) | 15.09% | 42.69% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.12 | 0.24 |
| Skew | 3.79 | 0.62 |
| Kurtosis | 103.65 | 8.27 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.28% | 1.12% |
| Expected Yearly % | 2.3% | 9.3% |
| Kelly Criterion | -0.06% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.64% |
| Expected Shortfall (cVaR) | -1.29% | -3.64% |
| Year | 12256224:SOLUSD | 12256224:solusd:triple_med_gx:lsma240_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -15.85 | -1.21 | - |
| 2025 | 5.60 | 24.35 | 4.35 | + |
| Metric | 12256224:solusd:triple_med_gx:lsma240_140 | 12256224:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.52% | 26.39% |
| 6M | 11.14% | 38.87% |
| YTD | 24.35% | 5.6% |
| 1Y | 24.81% | 47.35% |
| 3Y (ann.) | 3.69% | 15.27% |
| 5Y (ann.) | 3.69% | 15.27% |
| Metric | 12256224:solusd:triple_med_gx:lsma240_140 | 12256224:SOLUSD |
|---|---|---|
| Max Drawdown | -30.95% | -64.93% |
| Longest DD Days | 169.0 | 224.0 |
| Avg. Drawdown | -8.67% | -11.98% |
| Avg. Drawdown Days | 48.0 | 26.0 |
| Recovery Factor | 0.15 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-05-09 | -30.95 | 98 |
| 2024-08-02 | 2025-01-18 | -19.43 | 169 |
| 2025-05-11 | 2025-09-01 | -13.26 | 113 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| 2024-08-02 | 2024-08-02 | -0.18 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12256224:solusd:triple_med_gx:lsma240_140 | 12256224:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -12.35% | -17.1% |
| Best Month | 27.65% | 41.15% |
| Worst Month | -17.13% | -36.08% |
| Best Year | 24.35% | 13.13% |
| Worst Year | -15.85% | 5.6% |
| Avg. Up Day | 1.71% | 1.72% |
| Avg. Down Day | -1.47% | -1.51% |
| Avg. Up Week | 8.72% | 12.69% |
| Avg. Down Week | -5.16% | -9.16% |
| Avg. Up Month | 10.41% | 20.25% |
| Avg. Down Month | -10.21% | -25.95% |
| Win Days % | 46.23% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 48.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |