| Metric | 12256125:solusd:triple_med_gx:lsma290_140 | 12256125:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 126.08% | 146.51% |
| Max Drawdown | -44.1% | -93.44% |
| Sharpe | 0.4 | 0.38 |
| Sortino | 0.65 | 0.56 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 33.96 | 3.17 |
| Outlier Loss Ratio | 3.37 | 2.8 |
| Volatility (ann.) | 19.47% | 50.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.6 | 0.32 |
| Skew | 3.1 | 0.49 |
| Kurtosis | 55.96 | 11.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.92% | 2.12% |
| Expected Yearly % | 22.62% | 25.3% |
| Kelly Criterion | 5.61% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.26% |
| Expected Shortfall (cVaR) | -1.66% | -4.26% |
| Year | 12256125:SOLUSD | 12256125:solusd:triple_med_gx:lsma290_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 54.80 | -0.63 | + |
| 2023 | 921.46 | 81.16 | 0.09 | - |
| 2024 | 85.41 | -24.40 | -0.29 | - |
| 2025 | 5.60 | 6.64 | 1.18 | + |
| Metric | 12256125:solusd:triple_med_gx:lsma290_140 | 12256125:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.99% | 26.39% |
| 6M | 17.9% | 38.87% |
| YTD | 6.64% | 5.6% |
| 1Y | 8.43% | 47.35% |
| 3Y (ann.) | 3.84% | 84.92% |
| 5Y (ann.) | 26.49% | 29.68% |
| Metric | 12256125:solusd:triple_med_gx:lsma290_140 | 12256125:SOLUSD |
|---|---|---|
| Max Drawdown | -44.1% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -7.35% | -10.15% |
| Avg. Drawdown Days | 39.0 | 39.0 |
| Recovery Factor | 2.86 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -44.10 | 518 |
| 2022-08-13 | 2023-01-04 | -31.99 | 143 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-11-25 | 2024-03-30 | -14.94 | 125 |
| 2023-04-24 | 2023-10-19 | -14.49 | 178 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2022-03-17 | 2022-06-14 | -13.24 | 88 |
| 2022-06-20 | 2022-07-14 | -12.81 | 24 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256125:solusd:triple_med_gx:lsma290_140 | 12256125: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 | 81.16% | 921.46% |
| Worst Year | -24.4% | -87.67% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 10.22% | 13.83% |
| Avg. Down Week | -4.97% | -7.76% |
| Avg. Up Month | 16.91% | 43.41% |
| Avg. Down Month | -7.24% | -19.02% |
| Win Days % | 48.32% | 50.24% |
| Win Month % | 42.42% | 51.16% |
| Win Week % | 50.79% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |