| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 178.79% | -16.6% |
| Max Drawdown | -19.34% | -61.75% |
| Sharpe | 2.17 | 0.28 |
| Sortino | 4.65 | 0.42 |
| Payoff Ratio | 1.83 | 1.6 |
| Profit Factor | 2.39 | 1.04 |
| Common Sense Ratio | 15.03 | 1.07 |
| CPC Index | 2.45 | 0.81 |
| Tail Ratio | 6.29 | 1.03 |
| Outlier Win Ratio | 27.27 | 2.95 |
| Outlier Loss Ratio | 3.68 | 2.38 |
| Volatility (ann.) | 33.48% | 85.01% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.95 | -0.18 |
| Skew | 3.89 | 0.15 |
| Kurtosis | 46.04 | 2.92 |
| Expected Daily % | 0.18% | -0.03% |
| Expected Monthly % | 5.54% | -0.95% |
| Expected Yearly % | 66.97% | -8.68% |
| Kelly Criterion | 32.05% | 16.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -7.25% |
| Expected Shortfall (cVaR) | -2.68% | -7.25% |
| Year | 12256676:SOLUSD | 12256676:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 77.06 | 6.03 | + |
| 2025 | -26.05 | 57.46 | -2.21 | + |
| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.5% |
| 3M | 9.1% | -32.85% |
| 6M | 11.13% | -7.15% |
| YTD | 57.46% | -26.05% |
| 1Y | 57.46% | -40.18% |
| 3Y (ann.) | 95.79% | -11.22% |
| 5Y (ann.) | 95.79% | -11.22% |
| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| Max Drawdown | -19.34% | -61.75% |
| Longest DD Days | 132.0 | 324.0 |
| Avg. Drawdown | -4.95% | -16.47% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 9.25 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-07 | -19.34 | 62 |
| 2024-12-01 | 2025-04-12 | -11.31 | 132 |
| 2025-05-15 | 2025-09-10 | -10.97 | 118 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-10-22 | 2024-11-06 | -2.88 | 15 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-09-21 | 2024-10-07 | -1.35 | 16 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -12.3% | -18.74% |
| Best Week | 19.35% | 25.06% |
| Worst Week | -7.29% | -26.95% |
| Best Month | 30.19% | 39.21% |
| Worst Month | -5.85% | -46.12% |
| Best Year | 77.06% | 12.78% |
| Worst Year | 57.46% | -26.05% |
| Avg. Up Day | 3.74% | 3.92% |
| Avg. Down Day | -2.04% | -2.44% |
| Avg. Up Week | 9.27% | 11.56% |
| Avg. Down Week | -3.25% | -13.44% |
| Avg. Up Month | 18.83% | 14.87% |
| Avg. Down Month | -3.74% | -28.86% |
| Win Days % | 56.04% | 48.47% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 62.5% | 49.38% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |