| Metric | 12256119:solusd:triple_med_gx:lsma270_140 | 12256119:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 174.21% | 125.87% |
| Max Drawdown | -38.37% | -93.44% |
| Sharpe | 0.47 | 0.37 |
| Sortino | 0.78 | 0.54 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.69 | 1.06 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.4 | 1.0 |
| Outlier Win Ratio | 35.99 | 3.15 |
| Outlier Loss Ratio | 3.35 | 2.8 |
| Volatility (ann.) | 19.13% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.87 | 0.28 |
| Skew | 3.22 | 0.48 |
| Kurtosis | 59.9 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.37% | 1.91% |
| Expected Yearly % | 28.68% | 22.59% |
| Kelly Criterion | 6.85% | 8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12256119:SOLUSD | 12256119:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 34.46 | -0.39 | + |
| 2023 | 921.46 | 100.40 | 0.11 | - |
| 2024 | 85.41 | -13.08 | -0.15 | - |
| 2025 | 5.60 | 17.08 | 3.05 | + |
| Metric | 12256119:solusd:triple_med_gx:lsma270_140 | 12256119:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.72% | 26.39% |
| 6M | 25.57% | 38.87% |
| YTD | 17.08% | 5.6% |
| 1Y | 22.19% | 47.35% |
| 3Y (ann.) | 17.28% | 84.92% |
| 5Y (ann.) | 33.57% | 26.34% |
| Metric | 12256119:solusd:triple_med_gx:lsma270_140 | 12256119:SOLUSD |
|---|---|---|
| Max Drawdown | -38.37% | -93.44% |
| Longest DD Days | 421.0 | 703.0 |
| Avg. Drawdown | -6.94% | -11.8% |
| Avg. Drawdown Days | 37.0 | 45.0 |
| Recovery Factor | 4.54 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-05-21 | -38.37 | 421 |
| 2022-07-30 | 2023-01-29 | -37.54 | 182 |
| 2025-05-23 | 2025-09-01 | -16.71 | 101 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-11 | -13.71 | 71 |
| 2022-03-17 | 2022-06-14 | -13.24 | 88 |
| 2022-06-20 | 2022-07-14 | -12.81 | 24 |
| 2023-04-24 | 2023-10-16 | -11.03 | 174 |
| 2024-01-03 | 2024-02-29 | -9.83 | 57 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256119:solusd:triple_med_gx:lsma270_140 | 12256119: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 | 42.5% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 100.4% | 921.46% |
| Worst Year | -13.08% | -88.71% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.49% | -1.57% |
| Avg. Up Week | 8.97% | 12.37% |
| Avg. Down Week | -4.63% | -8.23% |
| Avg. Up Month | 15.71% | 38.47% |
| Avg. Down Month | -8.04% | -20.79% |
| Win Days % | 48.47% | 50.24% |
| Win Month % | 48.39% | 51.16% |
| Win Week % | 52.38% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |