| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 76.06% | 15.38% |
| Max Drawdown | -26.55% | -61.75% |
| Sharpe | 1.13 | 0.55 |
| Sortino | 1.96 | 0.81 |
| Payoff Ratio | 1.36 | 1.23 |
| Profit Factor | 1.32 | 1.08 |
| Common Sense Ratio | 1.92 | 1.17 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.46 | 1.08 |
| Outlier Win Ratio | 14.34 | 2.96 |
| Outlier Loss Ratio | 3.42 | 2.6 |
| Volatility (ann.) | 45.18% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.92 | 0.18 |
| Skew | 2.25 | 0.14 |
| Kurtosis | 22.2 | 3.01 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.38% | 0.85% |
| Expected Yearly % | 32.69% | 7.42% |
| Kelly Criterion | 11.92% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.75% | -7.26% |
| Expected Shortfall (cVaR) | -3.75% | -7.26% |
| Year | 12256761:SOLUSD | 12256761:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 27.84 | 2.18 | + |
| 2025 | 2.31 | 37.71 | 16.36 | + |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| MTD | 8.83% | -8.37% |
| 3M | 34.16% | 20.18% |
| 6M | 45.57% | 46.71% |
| YTD | 37.71% | 2.31% |
| 1Y | 52.23% | 24.83% |
| 3Y (ann.) | 50.87% | 10.96% |
| 5Y (ann.) | 50.87% | 10.96% |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Max Drawdown | -26.55% | -61.75% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -8.7% | -16.47% |
| Avg. Drawdown Days | 37.0 | 44.0 |
| Recovery Factor | 2.87 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-06 | -26.55 | 61 |
| 2024-12-07 | 2025-05-11 | -26.41 | 155 |
| 2025-05-15 | 2025-08-13 | -15.71 | 90 |
| 2024-08-10 | 2024-10-20 | -11.37 | 71 |
| 2025-08-15 | 2025-10-02 | -11.00 | 48 |
| 2025-10-06 | 2025-10-16 | -6.39 | 10 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-12-05 | 2024-12-06 | -1.24 | 1 |
| 2024-06-03 | 2024-06-05 | -1.02 | 2 |
| 2025-10-04 | 2025-10-05 | -0.58 | 1 |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Best Day | 23.29% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 35.29% | 25.06% |
| Worst Week | -13.64% | -26.95% |
| Best Month | 22.24% | 39.21% |
| Worst Month | -12.22% | -46.12% |
| Best Year | 37.71% | 12.78% |
| Worst Year | 27.84% | 2.31% |
| Avg. Up Day | 3.25% | 3.21% |
| Avg. Down Day | -2.38% | -2.61% |
| Avg. Up Week | 8.54% | 8.49% |
| Avg. Down Week | -4.5% | -8.26% |
| Avg. Up Month | 9.18% | 16.07% |
| Avg. Down Month | -7.81% | -18.0% |
| Win Days % | 49.2% | 48.8% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 40.0% | 50.68% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |