| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 176.81% | 76.94% |
| Max Drawdown | -42.38% | -93.44% |
| Sharpe | 0.59 | 0.33 |
| Sortino | 0.99 | 0.49 |
| Payoff Ratio | 1.31 | 1.2 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 2.08 | 1.05 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 1.61 | 1.0 |
| Outlier Win Ratio | 50.89 | 2.91 |
| Outlier Loss Ratio | 3.61 | 2.56 |
| Volatility (ann.) | 13.64% | 50.1% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.78 | 0.19 |
| Skew | 2.72 | 0.47 |
| Kurtosis | 45.97 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.34% | 1.31% |
| Expected Yearly % | 28.99% | 15.33% |
| Kelly Criterion | 9.23% | 8.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -4.27% |
| Expected Shortfall (cVaR) | -1.15% | -4.27% |
| Year | 12256196:SOLUSD | 12256196:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 104.92 | -1.15 | + |
| 2023 | 921.46 | 90.35 | 0.10 | - |
| 2024 | 85.41 | -18.27 | -0.21 | - |
| 2025 | 5.60 | -13.17 | -2.35 | - |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.93% | 26.39% |
| 6M | 1.13% | 38.87% |
| YTD | -13.17% | 5.6% |
| 1Y | -20.56% | 47.35% |
| 3Y (ann.) | 20.32% | 84.92% |
| 5Y (ann.) | 32.97% | 17.32% |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Max Drawdown | -42.38% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -5.8% | -14.41% |
| Avg. Drawdown Days | 45.0 | 56.0 |
| Recovery Factor | 4.17 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -42.38 | 592 |
| 2023-05-06 | 2023-12-07 | -15.25 | 215 |
| 2022-09-06 | 2022-11-22 | -12.41 | 77 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-03-02 | 2022-07-13 | -11.09 | 133 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2022-08-14 | 2022-09-06 | -5.20 | 23 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| 2023-03-18 | 2023-04-11 | -4.24 | 23 |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 31.2% | 43.67% |
| Worst Week | -15.45% | -51.66% |
| Best Month | 31.2% | 140.02% |
| Worst Month | -14.96% | -56.44% |
| Best Year | 104.92% | 921.46% |
| Worst Year | -18.27% | -91.15% |
| Avg. Up Day | 1.7% | 1.71% |
| Avg. Down Day | -1.29% | -1.43% |
| Avg. Up Week | 9.11% | 12.66% |
| Avg. Down Week | -3.67% | -6.61% |
| Avg. Up Month | 10.24% | 41.44% |
| Avg. Down Month | -6.03% | -18.59% |
| Win Days % | 48.45% | 50.12% |
| Win Month % | 54.05% | 50.0% |
| Win Week % | 46.67% | 47.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |