| Metric | 12256867:solusd:triple_med_gx:lsma90_140 | 12256867:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 13.1% | 19.47% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.22 | 0.29 |
| Sortino | 0.33 | 0.44 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 16.61 | 3.02 |
| Outlier Loss Ratio | 3.64 | 3.17 |
| Volatility (ann.) | 21.56% | 42.69% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.35 | 0.24 |
| Skew | 0.67 | 0.62 |
| Kurtosis | 15.12 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.77% | 1.12% |
| Expected Yearly % | 6.35% | 9.3% |
| Kelly Criterion | 1.57% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -3.64% |
| Expected Shortfall (cVaR) | -1.84% | -3.64% |
| Year | 12256867:SOLUSD | 12256867:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -11.20 | -0.85 | - |
| 2025 | 5.60 | 27.36 | 4.88 | + |
| Metric | 12256867:solusd:triple_med_gx:lsma90_140 | 12256867:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 12.26% | 26.39% |
| 6M | 30.15% | 38.87% |
| YTD | 27.36% | 5.6% |
| 1Y | 21.11% | 47.35% |
| 3Y (ann.) | 10.33% | 15.27% |
| 5Y (ann.) | 10.33% | 15.27% |
| Metric | 12256867:solusd:triple_med_gx:lsma90_140 | 12256867:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 250.0 | 224.0 |
| Avg. Drawdown | -11.2% | -11.98% |
| Avg. Drawdown Days | 57.0 | 26.0 |
| Recovery Factor | 0.45 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -29.12 | 64 |
| 2024-12-05 | 2025-08-12 | -27.37 | 250 |
| 2024-08-09 | 2024-12-04 | -18.03 | 117 |
| 2025-08-14 | 2025-09-01 | -6.81 | 18 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-06-01 | 2024-06-04 | -3.21 | 3 |
| 2025-08-13 | 2025-08-13 | -0.95 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12256867:solusd:triple_med_gx:lsma90_140 | 12256867: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 | 19.6% | 41.15% |
| Worst Month | -15.13% | -36.08% |
| Best Year | 27.36% | 13.13% |
| Worst Year | -11.2% | 5.6% |
| Avg. Up Day | 1.53% | 1.53% |
| Avg. Down Day | -1.34% | -1.37% |
| Avg. Up Week | 6.3% | 8.15% |
| Avg. Down Week | -5.98% | -7.81% |
| Avg. Up Month | 10.1% | 19.21% |
| Avg. Down Month | -10.0% | -17.19% |
| Win Days % | 47.6% | 49.56% |
| Win Month % | 53.85% | 56.25% |
| Win Week % | 54.29% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |