| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 82.08% | 15.38% |
| Max Drawdown | -25.53% | -64.93% |
| Sharpe | 0.68 | 0.27 |
| Sortino | 1.19 | 0.4 |
| Payoff Ratio | 1.34 | 1.25 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 3.32 | 1.08 |
| CPC Index | 0.92 | 0.65 |
| Tail Ratio | 2.42 | 1.04 |
| Outlier Win Ratio | 32.21 | 2.78 |
| Outlier Loss Ratio | 3.12 | 2.75 |
| Volatility (ann.) | 18.41% | 42.23% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.14 | 0.17 |
| Skew | 4.29 | 0.58 |
| Kurtosis | 114.16 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.59% | 0.85% |
| Expected Yearly % | 34.94% | 7.42% |
| Kelly Criterion | 12.59% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.6% |
| Expected Shortfall (cVaR) | -1.55% | -3.6% |
| Year | 12256511:SOLUSD | 12256511:solusd:triple_med_gx:lsma250_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 32.58 | 2.48 | + |
| 2025 | 1.99 | 37.33 | 18.80 | + |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -4.23% | 17.41% |
| 6M | 19.69% | 52.72% |
| YTD | 37.33% | 1.99% |
| 1Y | 89.67% | 24.46% |
| 3Y (ann.) | 54.61% | 10.96% |
| 5Y (ann.) | 54.61% | 10.96% |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Max Drawdown | -25.53% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -4.06% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 3.21 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-21 | -25.53 | 137 |
| 2024-11-29 | 2025-04-11 | -16.88 | 133 |
| 2025-05-14 | 2025-10-16 | -15.93 | 155 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-10-21 | 2024-11-05 | -3.85 | 15 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-05-05 | 2025-05-07 | -3.05 | 2 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -7.43% | -18.95% |
| Best Month | 35.18% | 41.15% |
| Worst Month | -7.14% | -36.08% |
| Best Year | 37.33% | 13.13% |
| Worst Year | 32.58% | 1.99% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.35% | -1.45% |
| Avg. Up Week | 8.99% | 10.31% |
| Avg. Down Week | -4.2% | -9.32% |
| Avg. Up Month | 19.2% | 16.02% |
| Avg. Down Month | -5.47% | -22.99% |
| Win Days % | 50.0% | 49.58% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 54.55% | 53.42% |
| Win Quarter % | 33.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |