| Metric | 12256059:solusd:triple_med_gx:lsma260_140 | 12256059:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 140.27% | 135.78% |
| Max Drawdown | -39.01% | -93.44% |
| Sharpe | 0.42 | 0.37 |
| Sortino | 0.7 | 0.55 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.6 | 1.06 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 36.24 | 3.1 |
| Outlier Loss Ratio | 3.34 | 2.79 |
| Volatility (ann.) | 19.04% | 50.07% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.73 | 0.3 |
| Skew | 3.32 | 0.49 |
| Kurtosis | 61.75 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.06% | 2.01% |
| Expected Yearly % | 24.5% | 23.92% |
| Kelly Criterion | 5.05% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12256059:SOLUSD | 12256059:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 46.92 | -0.53 | + |
| 2023 | 921.46 | 78.69 | 0.09 | - |
| 2024 | 85.41 | -9.36 | -0.11 | - |
| 2025 | 5.60 | 0.97 | 0.17 | - |
| Metric | 12256059:solusd:triple_med_gx:lsma260_140 | 12256059:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.26% | 26.39% |
| 6M | 12.1% | 38.87% |
| YTD | 0.97% | 5.6% |
| 1Y | 11.46% | 47.35% |
| 3Y (ann.) | 9.35% | 84.92% |
| 5Y (ann.) | 28.55% | 27.86% |
| Metric | 12256059:solusd:triple_med_gx:lsma260_140 | 12256059:SOLUSD |
|---|---|---|
| Max Drawdown | -39.01% | -93.44% |
| Longest DD Days | 524.0 | 703.0 |
| Avg. Drawdown | -6.46% | -11.51% |
| Avg. Drawdown Days | 40.0 | 43.0 |
| Recovery Factor | 3.6 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-09-01 | -39.01 | 524 |
| 2022-07-30 | 2023-04-12 | -37.94 | 255 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-01-02 | 2024-03-24 | -15.22 | 81 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-04-12 | 2023-10-16 | -10.66 | 186 |
| 2023-10-20 | 2023-11-22 | -8.78 | 33 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2022-06-20 | 2022-07-04 | -5.69 | 14 |
| 2022-07-29 | 2022-07-30 | -4.49 | 1 |
| Metric | 12256059:solusd:triple_med_gx:lsma260_140 | 12256059:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 61.54% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 78.69% | 921.46% |
| Worst Year | -9.36% | -88.21% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.53% | -1.59% |
| Avg. Up Week | 9.83% | 13.51% |
| Avg. Down Week | -4.01% | -9.16% |
| Avg. Up Month | 15.38% | 38.94% |
| Avg. Down Month | -8.09% | -24.05% |
| Win Days % | 47.69% | 50.26% |
| Win Month % | 48.39% | 51.16% |
| Win Week % | 45.16% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |