| Metric | 12256063:solusd:triple_med_gx:lsma270_140 | 12256063:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 161.3% | 125.87% |
| Max Drawdown | -43.14% | -93.44% |
| Sharpe | 0.45 | 0.37 |
| Sortino | 0.74 | 0.54 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 34.11 | 3.15 |
| Outlier Loss Ratio | 3.36 | 2.8 |
| Volatility (ann.) | 19.51% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.74 | 0.28 |
| Skew | 3.11 | 0.48 |
| Kurtosis | 56.51 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.26% | 1.91% |
| Expected Yearly % | 27.14% | 22.59% |
| Kelly Criterion | 5.48% | 7.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.26% |
| Expected Shortfall (cVaR) | -1.66% | -4.26% |
| Year | 12256063:SOLUSD | 12256063:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 56.35 | -0.64 | + |
| 2023 | 921.46 | 73.87 | 0.08 | - |
| 2024 | 85.41 | -9.26 | -0.11 | - |
| 2025 | 5.60 | 5.94 | 1.06 | + |
| Metric | 12256063:solusd:triple_med_gx:lsma270_140 | 12256063:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.34% | 26.39% |
| 6M | 16.47% | 38.87% |
| YTD | 5.94% | 5.6% |
| 1Y | 14.14% | 47.35% |
| 3Y (ann.) | 8.02% | 84.92% |
| 5Y (ann.) | 31.73% | 26.34% |
| Metric | 12256063:solusd:triple_med_gx:lsma270_140 | 12256063:SOLUSD |
|---|---|---|
| Max Drawdown | -43.14% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.65% | -11.8% |
| Avg. Drawdown Days | 35.0 | 45.0 |
| Recovery Factor | 3.74 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -43.14 | 518 |
| 2022-07-30 | 2023-01-29 | -35.68 | 182 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-01-02 | 2024-03-01 | -15.22 | 58 |
| 2023-01-29 | 2023-04-12 | -14.33 | 72 |
| 2023-04-12 | 2023-10-19 | -13.14 | 189 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-10-20 | 2023-11-22 | -8.78 | 33 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12256063:solusd:triple_med_gx:lsma270_140 | 12256063: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 | -20.72% | -56.44% |
| Best Year | 73.87% | 921.46% |
| Worst Year | -9.26% | -88.71% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.52% | -1.58% |
| Avg. Up Week | 10.11% | 13.11% |
| Avg. Down Week | -4.05% | -8.74% |
| Avg. Up Month | 18.07% | 41.21% |
| Avg. Down Month | -7.89% | -22.48% |
| Win Days % | 48.09% | 50.24% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 47.69% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |