| Metric | 12256862:solusd:triple_med_gx:lsma80_140 | 12256862:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 28.52% | 19.47% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.34 | 0.29 |
| Sortino | 0.51 | 0.44 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 17.9 | 3.06 |
| Outlier Loss Ratio | 3.58 | 3.16 |
| Volatility (ann.) | 21.19% | 42.69% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.76 | 0.24 |
| Skew | 0.73 | 0.62 |
| Kurtosis | 16.3 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.58% | 1.12% |
| Expected Yearly % | 13.37% | 9.3% |
| Kelly Criterion | 3.19% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.64% |
| Expected Shortfall (cVaR) | -1.8% | -3.64% |
| Year | 12256862:SOLUSD | 12256862:solusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -12.03 | -0.92 | - |
| 2025 | 5.60 | 46.10 | 8.23 | + |
| Metric | 12256862:solusd:triple_med_gx:lsma80_140 | 12256862:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 13.77% | 26.39% |
| 6M | 35.6% | 38.87% |
| YTD | 46.1% | 5.6% |
| 1Y | 35.92% | 47.35% |
| 3Y (ann.) | 22.19% | 15.27% |
| 5Y (ann.) | 22.19% | 15.27% |
| Metric | 12256862:solusd:triple_med_gx:lsma80_140 | 12256862:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 277.0 | 224.0 |
| Avg. Drawdown | -6.67% | -11.98% |
| Avg. Drawdown Days | 27.0 | 26.0 |
| Recovery Factor | 0.98 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -29.12 | 63 |
| 2024-08-09 | 2025-05-13 | -27.70 | 277 |
| 2025-06-11 | 2025-08-08 | -12.88 | 58 |
| 2025-06-03 | 2025-06-10 | -10.49 | 7 |
| 2025-08-14 | 2025-09-01 | -6.35 | 18 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 2024-06-01 | 2024-06-04 | -3.21 | 3 |
| 2025-06-01 | 2025-06-01 | -2.82 | 0 |
| 2025-06-02 | 2025-06-03 | -2.69 | 1 |
| 2025-08-08 | 2025-08-09 | -1.42 | 0 |
| Metric | 12256862:solusd:triple_med_gx:lsma80_140 | 12256862:SOLUSD |
|---|---|---|
| Best Day | 10.35% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 20.21% | 21.25% |
| Worst Week | -13.5% | -17.1% |
| Best Month | 19.26% | 41.15% |
| Worst Month | -13.42% | -36.08% |
| Best Year | 46.1% | 13.13% |
| Worst Year | -12.03% | 5.6% |
| Avg. Up Day | 1.58% | 1.58% |
| Avg. Down Day | -1.36% | -1.4% |
| Avg. Up Week | 6.34% | 8.28% |
| Avg. Down Week | -6.53% | -8.34% |
| Avg. Up Month | 9.65% | 19.21% |
| Avg. Down Month | -7.09% | -17.19% |
| Win Days % | 48.02% | 49.56% |
| Win Month % | 53.85% | 56.25% |
| Win Week % | 57.58% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |