| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 61.82% | 15.38% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.5 | 0.27 |
| Sortino | 0.8 | 0.4 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.17 | 1.04 |
| Outlier Win Ratio | 15.49 | 3.1 |
| Outlier Loss Ratio | 3.71 | 3.1 |
| Volatility (ann.) | 22.13% | 42.23% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.44 | 0.17 |
| Skew | 1.87 | 0.58 |
| Kurtosis | 26.97 | 8.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.87% | 0.85% |
| Expected Yearly % | 27.21% | 7.42% |
| Kelly Criterion | 4.56% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.6% |
| Expected Shortfall (cVaR) | -1.87% | -3.6% |
| Year | 12256809:SOLUSD | 12256809:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.80 | 1.51 | + |
| 2025 | 1.99 | 35.08 | 17.66 | + |
| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| MTD | 4.95% | -7.75% |
| 3M | 22.81% | 17.41% |
| 6M | 41.13% | 52.72% |
| YTD | 35.08% | 1.99% |
| 1Y | 45.64% | 24.46% |
| 3Y (ann.) | 41.9% | 10.96% |
| 5Y (ann.) | 41.9% | 10.96% |
| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -7.23% | -11.98% |
| Avg. Drawdown Days | 23.0 | 29.0 |
| Recovery Factor | 2.12 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -29.12 | 62 |
| 2024-12-05 | 2025-05-08 | -25.80 | 154 |
| 2024-08-09 | 2024-10-20 | -16.95 | 72 |
| 2025-08-14 | 2025-10-02 | -15.03 | 49 |
| 2025-05-14 | 2025-08-12 | -14.93 | 90 |
| 2025-10-06 | 2025-10-16 | -7.39 | 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 | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -7.36% | -14.23% |
| Best Week | 34.54% | 21.25% |
| Worst Week | -12.0% | -18.95% |
| Best Month | 22.24% | 41.15% |
| Worst Month | -15.97% | -36.08% |
| Best Year | 35.08% | 13.13% |
| Worst Year | 19.8% | 1.99% |
| Avg. Up Day | 1.59% | 1.59% |
| Avg. Down Day | -1.28% | -1.32% |
| Avg. Up Week | 7.95% | 7.55% |
| Avg. Down Week | -4.85% | -7.6% |
| Avg. Up Month | 9.3% | 16.52% |
| Avg. Down Month | -8.75% | -17.19% |
| Win Days % | 47.19% | 49.58% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 51.28% | 53.42% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |