| Metric | 12256675:solusd:triple_med_gx:lsma250_140 | 12256675:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 149.49% | -17.79% |
| Max Drawdown | -20.56% | -64.93% |
| Sharpe | 0.93 | 0.13 |
| Sortino | 1.65 | 0.2 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 1.52 | 1.02 |
| Common Sense Ratio | 3.38 | 1.01 |
| CPC Index | 1.06 | 0.64 |
| Tail Ratio | 2.22 | 0.99 |
| Outlier Win Ratio | 31.06 | 2.81 |
| Outlier Loss Ratio | 3.36 | 2.7 |
| Volatility (ann.) | 17.79% | 42.24% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.99 | -0.19 |
| Skew | 4.36 | 0.52 |
| Kurtosis | 117.67 | 7.53 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.93% | -1.03% |
| Expected Yearly % | 57.95% | -9.33% |
| Kelly Criterion | 17.19% | 9.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.62% |
| Expected Shortfall (cVaR) | -1.49% | -3.62% |
| Year | 12256675:SOLUSD | 12256675:solusd:triple_med_gx:lsma250_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 62.88 | 4.79 | + |
| 2025 | -27.33 | 53.17 | -1.95 | + |
| Metric | 12256675:solusd:triple_med_gx:lsma250_140 | 12256675:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | 0.03% | -36.8% |
| 6M | 7.29% | -14.9% |
| YTD | 53.17% | -27.33% |
| 1Y | 53.17% | -36.69% |
| 3Y (ann.) | 82.05% | -12.05% |
| 5Y (ann.) | 82.05% | -12.05% |
| Metric | 12256675:solusd:triple_med_gx:lsma250_140 | 12256675:SOLUSD |
|---|---|---|
| Max Drawdown | -20.56% | -64.93% |
| Longest DD Days | 131.0 | 324.0 |
| Avg. Drawdown | -3.56% | -11.98% |
| Avg. Drawdown Days | 16.0 | 32.0 |
| Recovery Factor | 7.27 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -20.56 | 62 |
| 2024-12-01 | 2025-04-12 | -16.25 | 131 |
| 2025-05-14 | 2025-09-10 | -11.71 | 119 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2024-08-07 | 2024-09-19 | -7.36 | 43 |
| 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 |
| 2024-09-20 | 2024-10-07 | -3.15 | 16 |
| Metric | 12256675:solusd:triple_med_gx:lsma250_140 | 12256675:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.0% | 21.25% |
| Worst Week | -5.14% | -18.95% |
| Best Month | 30.19% | 41.15% |
| Worst Month | -5.14% | -36.08% |
| Best Year | 62.88% | 13.13% |
| Worst Year | 53.17% | -27.33% |
| Avg. Up Day | 1.64% | 1.65% |
| Avg. Down Day | -1.25% | -1.3% |
| Avg. Up Week | 8.81% | 9.56% |
| Avg. Down Week | -2.9% | -8.57% |
| Avg. Up Month | 18.03% | 15.49% |
| Avg. Down Month | -4.37% | -22.99% |
| Win Days % | 52.96% | 49.57% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 66.67% | 50.62% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |