| Metric | 12256402:solusd:triple_med_gx:lsma280_140 | 12256402:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 36.77% | 19.47% |
| Max Drawdown | -36.03% | -64.93% |
| Sharpe | 0.42 | 0.29 |
| Sortino | 0.69 | 0.44 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.27 | 1.03 |
| Outlier Win Ratio | 30.93 | 2.76 |
| Outlier Loss Ratio | 3.09 | 2.93 |
| Volatility (ann.) | 19.51% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.79 | 0.24 |
| Skew | 3.69 | 0.62 |
| Kurtosis | 100.04 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.98% | 1.12% |
| Expected Yearly % | 16.95% | 9.3% |
| Kelly Criterion | 7.41% | 7.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.64% |
| Expected Shortfall (cVaR) | -1.66% | -3.64% |
| Year | 12256402:SOLUSD | 12256402:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.69 | 0.51 | - |
| 2025 | 5.60 | 28.20 | 5.03 | + |
| Metric | 12256402:solusd:triple_med_gx:lsma280_140 | 12256402:SOLUSD |
|---|---|---|
| MTD | -0.18% | -0.61% |
| 3M | -7.6% | 26.39% |
| 6M | 32.25% | 38.87% |
| YTD | 28.2% | 5.6% |
| 1Y | 65.65% | 47.35% |
| 3Y (ann.) | 28.42% | 15.27% |
| 5Y (ann.) | 28.42% | 15.27% |
| Metric | 12256402:solusd:triple_med_gx:lsma280_140 | 12256402:SOLUSD |
|---|---|---|
| Max Drawdown | -36.03% | -64.93% |
| Longest DD Days | 155.0 | 224.0 |
| Avg. Drawdown | -5.73% | -11.98% |
| Avg. Drawdown Days | 25.0 | 26.0 |
| Recovery Factor | 1.02 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-08 | -36.03 | 155 |
| 2025-05-14 | 2025-09-01 | -17.27 | 110 |
| 2024-11-29 | 2025-04-11 | -16.21 | 133 |
| 2025-04-14 | 2025-05-08 | -6.71 | 23 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12256402:solusd:triple_med_gx:lsma280_140 | 12256402:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.7% | 21.25% |
| Worst Week | -10.16% | -17.1% |
| Best Month | 34.67% | 41.15% |
| Worst Month | -11.73% | -36.08% |
| Best Year | 28.2% | 13.13% |
| Worst Year | 6.69% | 5.6% |
| Avg. Up Day | 1.83% | 1.83% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 10.29% | 11.97% |
| Avg. Down Week | -4.32% | -9.61% |
| Avg. Up Month | 18.91% | 19.02% |
| Avg. Down Month | -5.42% | -18.15% |
| Win Days % | 48.53% | 49.56% |
| Win Month % | 36.36% | 56.25% |
| Win Week % | 45.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |