| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 76.06% | 15.38% |
| Max Drawdown | -30.88% | -64.93% |
| Sharpe | 0.58 | 0.27 |
| Sortino | 0.93 | 0.4 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.18 | 1.04 |
| Outlier Win Ratio | 15.39 | 3.1 |
| Outlier Loss Ratio | 3.76 | 3.1 |
| Volatility (ann.) | 21.96% | 42.23% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.65 | 0.17 |
| Skew | 2.05 | 0.58 |
| Kurtosis | 27.01 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.38% | 0.85% |
| Expected Yearly % | 32.69% | 7.42% |
| Kelly Criterion | 5.54% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.6% |
| Expected Shortfall (cVaR) | -1.86% | -3.6% |
| Year | 12256761:SOLUSD | 12256761:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 28.25 | 2.15 | + |
| 2025 | 1.99 | 37.28 | 18.77 | + |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| MTD | 9.58% | -7.75% |
| 3M | 34.16% | 17.41% |
| 6M | 51.54% | 52.72% |
| YTD | 37.28% | 1.99% |
| 1Y | 51.79% | 24.46% |
| 3Y (ann.) | 50.87% | 10.96% |
| 5Y (ann.) | 50.87% | 10.96% |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Max Drawdown | -30.88% | -64.93% |
| Longest DD Days | 156.0 | 269.0 |
| Avg. Drawdown | -6.85% | -11.98% |
| Avg. Drawdown Days | 21.0 | 29.0 |
| Recovery Factor | 2.46 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-10 | -30.88 | 156 |
| 2024-06-05 | 2024-08-06 | -27.11 | 61 |
| 2024-08-09 | 2024-10-20 | -17.00 | 72 |
| 2025-05-14 | 2025-08-12 | -16.15 | 90 |
| 2025-08-14 | 2025-10-01 | -12.11 | 48 |
| 2025-10-06 | 2025-10-16 | -7.19 | 9 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2025-10-03 | 2025-10-06 | -3.50 | 3 |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -5.77% | -14.23% |
| Best Week | 34.54% | 21.25% |
| Worst Week | -12.0% | -18.95% |
| Best Month | 22.24% | 41.15% |
| Worst Month | -12.22% | -36.08% |
| Best Year | 37.28% | 13.13% |
| Worst Year | 28.25% | 1.99% |
| Avg. Up Day | 1.57% | 1.57% |
| Avg. Down Day | -1.26% | -1.29% |
| Avg. Up Week | 9.01% | 7.92% |
| Avg. Down Week | -4.26% | -8.43% |
| Avg. Up Month | 9.26% | 16.52% |
| Avg. Down Month | -8.02% | -17.19% |
| Win Days % | 47.58% | 49.58% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 47.62% | 53.42% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |