| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 82.08% | 15.38% |
| Max Drawdown | -23.28% | -61.75% |
| Sharpe | 1.35 | 0.55 |
| Sortino | 2.45 | 0.81 |
| Payoff Ratio | 1.73 | 1.43 |
| Profit Factor | 1.73 | 1.08 |
| Common Sense Ratio | 3.19 | 1.17 |
| CPC Index | 1.49 | 0.75 |
| Tail Ratio | 1.85 | 1.08 |
| Outlier Win Ratio | 28.81 | 2.95 |
| Outlier Loss Ratio | 3.16 | 2.39 |
| Volatility (ann.) | 37.34% | 85.83% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.35 | 0.18 |
| Skew | 2.58 | 0.14 |
| Kurtosis | 46.85 | 3.01 |
| Expected Daily % | 0.12% | 0.03% |
| Expected Monthly % | 3.59% | 0.85% |
| Expected Yearly % | 34.94% | 7.42% |
| Kelly Criterion | 21.09% | 12.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -7.26% |
| Expected Shortfall (cVaR) | -3.08% | -7.26% |
| Year | 12256511:SOLUSD | 12256511:solusd:triple_med_gx:lsma250_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 32.58 | 2.55 | + |
| 2025 | 2.31 | 37.33 | 16.19 | + |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -4.23% | 20.18% |
| 6M | 14.98% | 46.71% |
| YTD | 37.33% | 2.31% |
| 1Y | 89.67% | 24.83% |
| 3Y (ann.) | 54.61% | 10.96% |
| 5Y (ann.) | 54.61% | 10.96% |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Max Drawdown | -23.28% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -7.44% | -16.47% |
| Avg. Drawdown Days | 50.0 | 44.0 |
| Recovery Factor | 3.53 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-21 | -23.28 | 137 |
| 2025-05-15 | 2025-10-16 | -14.50 | 154 |
| 2024-12-01 | 2025-04-12 | -14.31 | 132 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-10-22 | 2024-11-06 | -2.14 | 15 |
| 2025-05-06 | 2025-05-08 | -1.73 | 2 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Best Day | 20.59% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.96% | 25.06% |
| Worst Week | -7.14% | -26.95% |
| Best Month | 38.62% | 39.21% |
| Worst Month | -7.55% | -46.12% |
| Best Year | 37.33% | 12.78% |
| Worst Year | 32.58% | 2.31% |
| Avg. Up Day | 4.11% | 4.08% |
| Avg. Down Day | -2.37% | -2.86% |
| Avg. Up Week | 9.61% | 10.75% |
| Avg. Down Week | -4.89% | -11.39% |
| Avg. Up Month | 19.88% | 15.03% |
| Avg. Down Month | -6.25% | -28.86% |
| Win Days % | 50.0% | 48.8% |
| Win Month % | 54.55% | 58.82% |
| Win Week % | 59.09% | 50.68% |
| Win Quarter % | 33.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |