| Metric | 12256812:solusd:triple_med_gx:lsma90_140 | 12256812:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 71.58% | 19.47% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.58 | 0.29 |
| Sortino | 0.94 | 0.44 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.16 | 1.03 |
| Outlier Win Ratio | 15.67 | 3.09 |
| Outlier Loss Ratio | 3.65 | 3.13 |
| Volatility (ann.) | 22.81% | 42.69% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.85 | 0.24 |
| Skew | 2.02 | 0.62 |
| Kurtosis | 28.5 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.43% | 1.12% |
| Expected Yearly % | 30.99% | 9.3% |
| Kelly Criterion | 5.94% | 6.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -3.64% |
| Expected Shortfall (cVaR) | -1.93% | -3.64% |
| Year | 12256812:SOLUSD | 12256812:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.59 | 1.19 | + |
| 2025 | 5.60 | 48.44 | 8.64 | + |
| Metric | 12256812:solusd:triple_med_gx:lsma90_140 | 12256812:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 10.51% | 26.39% |
| 6M | 42.81% | 38.87% |
| YTD | 48.44% | 5.6% |
| 1Y | 61.12% | 47.35% |
| 3Y (ann.) | 53.91% | 15.27% |
| 5Y (ann.) | 53.91% | 15.27% |
| Metric | 12256812:solusd:triple_med_gx:lsma90_140 | 12256812:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 94.0 | 224.0 |
| Avg. Drawdown | -7.01% | -11.98% |
| Avg. Drawdown Days | 23.0 | 26.0 |
| Recovery Factor | 2.46 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -29.12 | 61 |
| 2024-12-05 | 2025-02-08 | -17.95 | 65 |
| 2025-02-09 | 2025-04-14 | -17.01 | 64 |
| 2024-08-09 | 2024-11-11 | -15.55 | 94 |
| 2025-05-14 | 2025-08-12 | -15.54 | 90 |
| 2025-08-14 | 2025-09-01 | -6.98 | 18 |
| 2025-04-14 | 2025-05-08 | -6.25 | 23 |
| 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 |
| Metric | 12256812:solusd:triple_med_gx:lsma90_140 | 12256812:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 34.54% | 21.25% |
| Worst Week | -12.0% | -17.1% |
| Best Month | 26.84% | 41.15% |
| Worst Month | -16.04% | -36.08% |
| Best Year | 48.44% | 13.13% |
| Worst Year | 15.59% | 5.6% |
| Avg. Up Day | 1.62% | 1.62% |
| Avg. Down Day | -1.32% | -1.37% |
| Avg. Up Week | 8.0% | 7.18% |
| Avg. Down Week | -4.61% | -7.66% |
| Avg. Up Month | 11.79% | 19.21% |
| Avg. Down Month | -6.59% | -17.19% |
| Win Days % | 48.12% | 49.56% |
| Win Month % | 53.85% | 56.25% |
| Win Week % | 54.29% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |