| Metric | 12256566:solusd:triple_med_gx:lsma265_140 | 12256566:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 166.01% | 15.38% |
| Max Drawdown | -25.31% | -64.93% |
| Sharpe | 1.02 | 0.27 |
| Sortino | 1.84 | 0.4 |
| Payoff Ratio | 1.44 | 1.39 |
| Profit Factor | 1.54 | 1.04 |
| Common Sense Ratio | 2.61 | 1.08 |
| CPC Index | 1.13 | 0.72 |
| Tail Ratio | 1.69 | 1.04 |
| Outlier Win Ratio | 27.64 | 2.91 |
| Outlier Loss Ratio | 3.4 | 2.75 |
| Volatility (ann.) | 19.19% | 42.23% |
| R^2 | 0.21 | 0.21 |
| Calmar | 4.1 | 0.17 |
| Skew | 4.06 | 0.58 |
| Kurtosis | 97.49 | 8.14 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.92% | 0.85% |
| Expected Yearly % | 63.1% | 7.42% |
| Kelly Criterion | 16.57% | 13.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.6% |
| Expected Shortfall (cVaR) | -1.6% | -3.6% |
| Year | 12256566:SOLUSD | 12256566:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 75.33 | 5.74 | + |
| 2025 | 1.99 | 51.72 | 26.04 | + |
| Metric | 12256566:solusd:triple_med_gx:lsma265_140 | 12256566:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 9.33% | 17.41% |
| 6M | 30.68% | 52.72% |
| YTD | 51.72% | 1.99% |
| 1Y | 115.61% | 24.46% |
| 3Y (ann.) | 103.67% | 10.96% |
| 5Y (ann.) | 103.67% | 10.96% |
| Metric | 12256566:solusd:triple_med_gx:lsma265_140 | 12256566:SOLUSD |
|---|---|---|
| Max Drawdown | -25.31% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -3.97% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 6.56 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-18 | -25.31 | 105 |
| 2025-05-14 | 2025-10-16 | -17.33 | 155 |
| 2024-11-29 | 2025-04-09 | -13.41 | 131 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-10-15 | 2024-10-20 | -5.15 | 5 |
| 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 |
| Metric | 12256566:solusd:triple_med_gx:lsma265_140 | 12256566:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -7.54% | -18.95% |
| Best Month | 35.82% | 41.15% |
| Worst Month | -7.54% | -36.08% |
| Best Year | 75.33% | 13.13% |
| Worst Year | 51.72% | 1.99% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.26% | -1.31% |
| Avg. Up Week | 10.04% | 9.72% |
| Avg. Down Week | -2.88% | -8.88% |
| Avg. Up Month | 16.67% | 15.63% |
| Avg. Down Month | -4.1% | -22.99% |
| Win Days % | 50.75% | 49.58% |
| Win Month % | 72.73% | 58.82% |
| Win Week % | 59.09% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |