| Metric | 12256459:solusd:triple_med_gx:lsma275_140 | 12256459:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 105.57% | 15.38% |
| Max Drawdown | -28.68% | -61.75% |
| Sharpe | 1.54 | 0.55 |
| Sortino | 2.85 | 0.81 |
| Payoff Ratio | 1.62 | 1.28 |
| Profit Factor | 1.79 | 1.08 |
| Common Sense Ratio | 3.98 | 1.17 |
| CPC Index | 1.52 | 0.68 |
| Tail Ratio | 2.22 | 1.08 |
| Outlier Win Ratio | 25.51 | 2.96 |
| Outlier Loss Ratio | 3.08 | 2.4 |
| Volatility (ann.) | 38.58% | 85.83% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.4 | 0.18 |
| Skew | 2.49 | 0.14 |
| Kurtosis | 42.03 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.33% | 0.85% |
| Expected Yearly % | 43.38% | 7.42% |
| Kelly Criterion | 22.77% | 8.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -7.26% |
| Expected Shortfall (cVaR) | -3.16% | -7.26% |
| Year | 12256459:SOLUSD | 12256459:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 25.49 | 1.99 | + |
| 2025 | 2.31 | 63.82 | 27.68 | + |
| Metric | 12256459:solusd:triple_med_gx:lsma275_140 | 12256459:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 4.0% | 20.18% |
| 6M | 24.81% | 46.71% |
| YTD | 63.82% | 2.31% |
| 1Y | 137.77% | 24.83% |
| 3Y (ann.) | 68.87% | 10.96% |
| 5Y (ann.) | 68.87% | 10.96% |
| Metric | 12256459:solusd:triple_med_gx:lsma275_140 | 12256459:SOLUSD |
|---|---|---|
| Max Drawdown | -28.68% | -61.75% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -6.65% | -16.47% |
| Avg. Drawdown Days | 36.0 | 44.0 |
| Recovery Factor | 3.68 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -28.68 | 153 |
| 2025-05-15 | 2025-09-12 | -15.58 | 120 |
| 2025-09-25 | 2025-10-16 | -8.91 | 21 |
| 2024-12-01 | 2025-02-05 | -6.41 | 66 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-04-09 | 2025-04-10 | -4.74 | 1 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-06 | 2025-04-08 | -2.68 | 61 |
| 2025-05-06 | 2025-05-08 | -1.73 | 2 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| Metric | 12256459:solusd:triple_med_gx:lsma275_140 | 12256459:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 21.35% | 25.06% |
| Worst Week | -8.73% | -26.95% |
| Best Month | 39.82% | 39.21% |
| Worst Month | -8.73% | -46.12% |
| Best Year | 63.82% | 12.78% |
| Worst Year | 25.49% | 2.31% |
| Avg. Up Day | 3.95% | 3.94% |
| Avg. Down Day | -2.43% | -3.08% |
| Avg. Up Week | 10.58% | 10.13% |
| Avg. Down Week | -5.5% | -8.78% |
| Avg. Up Month | 21.07% | 15.03% |
| Avg. Down Month | -5.85% | -21.56% |
| Win Days % | 52.22% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 59.09% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |