| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 178.79% | -18.0% |
| Max Drawdown | -21.71% | -64.93% |
| Sharpe | 1.02 | 0.13 |
| Sortino | 1.84 | 0.19 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.58 | 1.02 |
| Common Sense Ratio | 3.62 | 1.01 |
| CPC Index | 1.14 | 0.66 |
| Tail Ratio | 2.29 | 0.99 |
| Outlier Win Ratio | 31.01 | 2.91 |
| Outlier Loss Ratio | 3.32 | 2.69 |
| Volatility (ann.) | 18.05% | 42.23% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.41 | -0.19 |
| Skew | 4.3 | 0.52 |
| Kurtosis | 111.54 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.54% | -1.04% |
| Expected Yearly % | 66.97% | -9.45% |
| Kelly Criterion | 18.57% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.62% |
| Expected Shortfall (cVaR) | -1.5% | -3.62% |
| Year | 12256676:SOLUSD | 12256676:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 77.06 | 5.87 | + |
| 2025 | -27.52 | 57.46 | -2.09 | + |
| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 4.17% | -36.97% |
| 6M | 11.13% | -17.14% |
| YTD | 57.46% | -27.52% |
| 1Y | 57.46% | -36.85% |
| 3Y (ann.) | 95.79% | -12.2% |
| 5Y (ann.) | 95.79% | -12.2% |
| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| Max Drawdown | -21.71% | -64.93% |
| Longest DD Days | 131.0 | 325.0 |
| Avg. Drawdown | -3.33% | -11.98% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 8.24 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -21.71 | 62 |
| 2024-12-01 | 2025-04-11 | -13.39 | 131 |
| 2025-05-14 | 2025-09-10 | -11.71 | 119 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-08-07 | 2024-09-18 | -5.47 | 42 |
| 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 | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.0% | 21.25% |
| Worst Week | -4.97% | -18.95% |
| Best Month | 30.19% | 41.15% |
| Worst Month | -5.85% | -36.08% |
| Best Year | 77.06% | 13.13% |
| Worst Year | 57.46% | -27.52% |
| Avg. Up Day | 1.72% | 1.73% |
| Avg. Down Day | -1.27% | -1.32% |
| Avg. Up Week | 9.33% | 9.56% |
| Avg. Down Week | -2.69% | -7.48% |
| Avg. Up Month | 18.83% | 15.49% |
| Avg. Down Month | -3.74% | -22.99% |
| Win Days % | 53.13% | 49.55% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 68.18% | 50.62% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |