| Metric | 12256008:solusd:triple_med_gx:lsma275_140 | 12256008:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 194.66% | 142.43% |
| Max Drawdown | -40.55% | -93.44% |
| Sharpe | 0.49 | 0.38 |
| Sortino | 0.81 | 0.56 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 33.27 | 3.15 |
| Outlier Loss Ratio | 3.41 | 2.8 |
| Volatility (ann.) | 19.54% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.9 | 0.31 |
| Skew | 3.03 | 0.49 |
| Kurtosis | 56.58 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.54% | 2.08% |
| Expected Yearly % | 31.02% | 24.78% |
| Kelly Criterion | 6.75% | 8.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.26% |
| Expected Shortfall (cVaR) | -1.66% | -4.26% |
| Year | 12256008:SOLUSD | 12256008:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 74.23 | -0.84 | + |
| 2023 | 921.46 | 59.94 | 0.07 | - |
| 2024 | 85.41 | 4.57 | 0.05 | - |
| 2025 | 5.60 | 1.12 | 0.20 | - |
| Metric | 12256008:solusd:triple_med_gx:lsma275_140 | 12256008:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.51% | 26.39% |
| 6M | 14.7% | 38.87% |
| YTD | 1.12% | 5.6% |
| 1Y | 17.28% | 47.35% |
| 3Y (ann.) | 11.27% | 84.92% |
| 5Y (ann.) | 36.42% | 28.98% |
| Metric | 12256008:solusd:triple_med_gx:lsma275_140 | 12256008:SOLUSD |
|---|---|---|
| Max Drawdown | -40.55% | -93.44% |
| Longest DD Days | 417.0 | 703.0 |
| Avg. Drawdown | -6.71% | -10.56% |
| Avg. Drawdown Days | 31.0 | 40.0 |
| Recovery Factor | 4.8 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-23 | -40.55 | 417 |
| 2022-07-30 | 2023-01-25 | -32.31 | 178 |
| 2023-04-23 | 2023-10-20 | -18.42 | 179 |
| 2024-01-02 | 2024-03-01 | -16.83 | 58 |
| 2023-01-29 | 2023-04-12 | -16.47 | 72 |
| 2025-05-23 | 2025-09-01 | -16.02 | 101 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-04-10 | 2022-06-15 | -13.77 | 66 |
| 2023-11-20 | 2023-11-25 | -11.59 | 4 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| Metric | 12256008:solusd:triple_med_gx:lsma275_140 | 12256008:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 72.26% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 74.23% | 921.46% |
| Worst Year | 1.12% | -87.88% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 10.64% | 12.99% |
| Avg. Down Week | -4.36% | -7.38% |
| Avg. Up Month | 16.21% | 39.39% |
| Avg. Down Month | -6.55% | -18.19% |
| Win Days % | 48.25% | 50.25% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 47.62% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |