| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 61.82% | 15.38% |
| Max Drawdown | -28.58% | -61.75% |
| Sharpe | 0.98 | 0.55 |
| Sortino | 1.65 | 0.81 |
| Payoff Ratio | 1.33 | 1.25 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | 1.8 | 1.17 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.41 | 1.08 |
| Outlier Win Ratio | 14.63 | 2.96 |
| Outlier Loss Ratio | 3.66 | 2.85 |
| Volatility (ann.) | 45.93% | 85.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.47 | 0.18 |
| Skew | 2.02 | 0.14 |
| Kurtosis | 21.35 | 3.01 |
| Expected Daily % | 0.1% | 0.03% |
| Expected Monthly % | 2.87% | 0.85% |
| Expected Yearly % | 27.21% | 7.42% |
| Kelly Criterion | 11.41% | 7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.83% | -7.26% |
| Expected Shortfall (cVaR) | -3.83% | -7.26% |
| Year | 12256809:SOLUSD | 12256809:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 19.42 | 1.52 | + |
| 2025 | 2.31 | 35.50 | 15.40 | + |
| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| MTD | 4.24% | -8.37% |
| 3M | 22.81% | 20.18% |
| 6M | 35.57% | 46.71% |
| YTD | 35.5% | 2.31% |
| 1Y | 46.07% | 24.83% |
| 3Y (ann.) | 41.9% | 10.96% |
| 5Y (ann.) | 41.9% | 10.96% |
| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| Max Drawdown | -28.58% | -61.75% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -8.84% | -16.47% |
| Avg. Drawdown Days | 37.0 | 44.0 |
| Recovery Factor | 2.16 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-07 | -28.58 | 62 |
| 2024-12-07 | 2025-05-09 | -22.28 | 153 |
| 2025-05-15 | 2025-08-13 | -14.49 | 90 |
| 2025-08-15 | 2025-10-03 | -14.01 | 49 |
| 2024-08-10 | 2024-10-20 | -11.31 | 71 |
| 2025-10-06 | 2025-10-16 | -6.60 | 10 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-11-11 | 2024-11-12 | -2.04 | 1 |
| 2024-12-05 | 2024-12-06 | -1.24 | 1 |
| 2024-06-02 | 2024-06-05 | -1.08 | 3 |
| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809: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 | -15.97% | -46.12% |
| Best Year | 35.5% | 12.78% |
| Worst Year | 19.42% | 2.31% |
| Avg. Up Day | 3.23% | 3.29% |
| Avg. Down Day | -2.43% | -2.64% |
| Avg. Up Week | 7.89% | 8.02% |
| Avg. Down Week | -5.47% | -8.75% |
| Avg. Up Month | 9.22% | 16.07% |
| Avg. Down Month | -8.53% | -18.0% |
| Win Days % | 49.46% | 48.8% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 46.15% | 50.68% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |