| Metric | 12256120:solusd:triple_med_gx:lsma275_140 | 12256120:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 163.12% | 142.43% |
| Max Drawdown | -37.7% | -93.44% |
| Sharpe | 0.46 | 0.38 |
| Sortino | 0.75 | 0.56 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 35.31 | 3.16 |
| Outlier Loss Ratio | 3.38 | 2.8 |
| Volatility (ann.) | 19.26% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.85 | 0.31 |
| Skew | 3.16 | 0.49 |
| Kurtosis | 58.34 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.28% | 2.08% |
| Expected Yearly % | 27.36% | 24.78% |
| Kelly Criterion | 6.2% | 7.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.26% |
| Expected Shortfall (cVaR) | -1.63% | -4.26% |
| Year | 12256120:SOLUSD | 12256120:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 34.12 | -0.39 | + |
| 2023 | 921.46 | 93.80 | 0.10 | - |
| 2024 | 85.41 | -9.99 | -0.12 | - |
| 2025 | 5.60 | 12.46 | 2.22 | + |
| Metric | 12256120:solusd:triple_med_gx:lsma275_140 | 12256120:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.56% | 26.39% |
| 6M | 19.54% | 38.87% |
| YTD | 12.46% | 5.6% |
| 1Y | 22.11% | 47.35% |
| 3Y (ann.) | 16.71% | 84.92% |
| 5Y (ann.) | 32.05% | 28.98% |
| Metric | 12256120:solusd:triple_med_gx:lsma275_140 | 12256120:SOLUSD |
|---|---|---|
| Max Drawdown | -37.7% | -93.44% |
| Longest DD Days | 404.0 | 703.0 |
| Avg. Drawdown | -6.82% | -10.56% |
| Avg. Drawdown Days | 34.0 | 40.0 |
| Recovery Factor | 4.33 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-29 | -37.70 | 182 |
| 2024-04-01 | 2025-05-10 | -36.60 | 404 |
| 2025-05-23 | 2025-09-01 | -19.98 | 101 |
| 2023-01-29 | 2023-04-12 | -15.78 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-03-17 | 2022-06-14 | -13.24 | 88 |
| 2023-04-24 | 2023-10-16 | -12.98 | 174 |
| 2022-06-20 | 2022-07-14 | -12.81 | 24 |
| 2024-01-03 | 2024-03-01 | -9.83 | 58 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256120:solusd:triple_med_gx:lsma275_140 | 12256120: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 | 93.8% | 921.46% |
| Worst Year | -9.99% | -87.88% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.49% | -1.57% |
| Avg. Up Week | 10.07% | 13.09% |
| Avg. Down Week | -4.95% | -8.06% |
| Avg. Up Month | 16.29% | 39.26% |
| Avg. Down Month | -8.2% | -19.75% |
| Win Days % | 48.21% | 50.25% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 50.0% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |