| Metric | 12256569:solusd:triple_med_gx:lsma295_140 | 12256569:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 102.56% | 19.47% |
| Max Drawdown | -30.11% | -64.93% |
| Sharpe | 0.79 | 0.29 |
| Sortino | 1.39 | 0.44 |
| Payoff Ratio | 1.4 | 1.37 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 1.94 | 1.07 |
| CPC Index | 0.95 | 0.71 |
| Tail Ratio | 1.41 | 1.03 |
| Outlier Win Ratio | 26.33 | 2.89 |
| Outlier Loss Ratio | 3.38 | 2.92 |
| Volatility (ann.) | 20.29% | 42.69% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.52 | 0.24 |
| Skew | 3.7 | 0.62 |
| Kurtosis | 85.81 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.51% | 1.12% |
| Expected Yearly % | 42.32% | 9.3% |
| Kelly Criterion | 12.26% | 12.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.64% |
| Expected Shortfall (cVaR) | -1.7% | -3.64% |
| Year | 12256569:SOLUSD | 12256569:solusd:triple_med_gx:lsma295_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 51.96 | 3.96 | + |
| 2025 | 5.60 | 33.30 | 5.94 | + |
| Metric | 12256569:solusd:triple_med_gx:lsma295_140 | 12256569:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.94% | 26.39% |
| 6M | 41.46% | 38.87% |
| YTD | 33.3% | 5.6% |
| 1Y | 110.26% | 47.35% |
| 3Y (ann.) | 75.73% | 15.27% |
| 5Y (ann.) | 75.73% | 15.27% |
| Metric | 12256569:solusd:triple_med_gx:lsma295_140 | 12256569:SOLUSD |
|---|---|---|
| Max Drawdown | -30.11% | -64.93% |
| Longest DD Days | 130.0 | 224.0 |
| Avg. Drawdown | -4.34% | -11.98% |
| Avg. Drawdown Days | 15.0 | 26.0 |
| Recovery Factor | 3.41 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -30.11 | 130 |
| 2025-05-14 | 2025-09-01 | -21.33 | 110 |
| 2024-11-29 | 2025-04-08 | -13.01 | 130 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-08 | 2025-04-09 | -7.33 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 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 | 12256569:solusd:triple_med_gx:lsma295_140 | 12256569:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -7.54% | -17.1% |
| Best Month | 35.82% | 41.15% |
| Worst Month | -9.26% | -36.08% |
| Best Year | 51.96% | 13.13% |
| Worst Year | 33.3% | 5.6% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.35% | -1.38% |
| Avg. Up Week | 10.41% | 9.15% |
| Avg. Down Week | -4.31% | -8.24% |
| Avg. Up Month | 23.48% | 19.02% |
| Avg. Down Month | -5.43% | -22.99% |
| Win Days % | 48.74% | 49.56% |
| Win Month % | 55.56% | 56.25% |
| Win Week % | 55.56% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |