| Metric | 12256564:solusd:triple_med_gx:lsma255_140 | 12256564:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 102.33% | 19.47% |
| Max Drawdown | -26.8% | -64.93% |
| Sharpe | 0.83 | 0.29 |
| Sortino | 1.48 | 0.44 |
| Payoff Ratio | 1.45 | 1.41 |
| Profit Factor | 1.46 | 1.05 |
| Common Sense Ratio | 3.24 | 1.07 |
| CPC Index | 1.04 | 0.73 |
| Tail Ratio | 2.21 | 1.03 |
| Outlier Win Ratio | 30.69 | 2.84 |
| Outlier Loss Ratio | 3.27 | 2.77 |
| Volatility (ann.) | 19.2% | 42.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.82 | 0.24 |
| Skew | 4.28 | 0.62 |
| Kurtosis | 106.03 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.5% | 1.12% |
| Expected Yearly % | 42.24% | 9.3% |
| Kelly Criterion | 13.66% | 13.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.64% |
| Expected Shortfall (cVaR) | -1.61% | -3.64% |
| Year | 12256564:SOLUSD | 12256564:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 44.81 | 3.41 | + |
| 2025 | 5.60 | 39.72 | 7.09 | + |
| Metric | 12256564:solusd:triple_med_gx:lsma255_140 | 12256564:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.8% | 26.39% |
| 6M | 53.73% | 38.87% |
| YTD | 39.72% | 5.6% |
| 1Y | 112.34% | 47.35% |
| 3Y (ann.) | 75.57% | 15.27% |
| 5Y (ann.) | 75.57% | 15.27% |
| Metric | 12256564:solusd:triple_med_gx:lsma255_140 | 12256564:SOLUSD |
|---|---|---|
| Max Drawdown | -26.8% | -64.93% |
| Longest DD Days | 133.0 | 224.0 |
| Avg. Drawdown | -3.89% | -11.98% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 3.82 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-07 | -26.80 | 123 |
| 2024-11-29 | 2025-04-11 | -16.88 | 133 |
| 2025-05-14 | 2025-09-01 | -14.64 | 110 |
| 2024-10-07 | 2024-10-19 | -8.38 | 12 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 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 |
| 2025-05-06 | 2025-05-06 | -2.82 | 0 |
| Metric | 12256564:solusd:triple_med_gx:lsma255_140 | 12256564:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -9.11% | -17.1% |
| Best Month | 35.82% | 41.15% |
| Worst Month | -9.11% | -36.08% |
| Best Year | 44.81% | 13.13% |
| Worst Year | 39.72% | 5.6% |
| Avg. Up Day | 1.96% | 1.96% |
| Avg. Down Day | -1.35% | -1.39% |
| Avg. Up Week | 8.84% | 8.78% |
| Avg. Down Week | -4.27% | -7.96% |
| Avg. Up Month | 20.56% | 17.78% |
| Avg. Down Month | -6.46% | -22.99% |
| Win Days % | 48.85% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 63.16% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |