| Metric | 12256227:solusd:triple_med_gx:lsma245_140 | 12256227:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 185.5% | 101.31% |
| Max Drawdown | -35.05% | -93.44% |
| Sharpe | 0.5 | 0.35 |
| Sortino | 0.85 | 0.52 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.74 | 1.05 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.4 | 1.0 |
| Outlier Win Ratio | 40.11 | 3.07 |
| Outlier Loss Ratio | 3.27 | 2.69 |
| Volatility (ann.) | 18.18% | 50.05% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.0 | 0.24 |
| Skew | 3.8 | 0.49 |
| Kurtosis | 72.65 | 11.41 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.47% | 1.64% |
| Expected Yearly % | 29.99% | 19.12% |
| Kelly Criterion | 7.1% | 10.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.26% |
| Expected Shortfall (cVaR) | -1.54% | -4.26% |
| Year | 12256227:SOLUSD | 12256227:solusd:triple_med_gx:lsma245_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 17.94 | -0.20 | + |
| 2023 | 921.46 | 144.82 | 0.16 | - |
| 2024 | 85.41 | -18.56 | -0.22 | - |
| 2025 | 5.60 | 21.41 | 3.82 | + |
| Metric | 12256227:solusd:triple_med_gx:lsma245_140 | 12256227:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.63% | 26.39% |
| 6M | 12.06% | 38.87% |
| YTD | 21.41% | 5.6% |
| 1Y | 19.28% | 47.35% |
| 3Y (ann.) | 24.91% | 84.92% |
| 5Y (ann.) | 34.93% | 22.12% |
| Metric | 12256227:solusd:triple_med_gx:lsma245_140 | 12256227:SOLUSD |
|---|---|---|
| Max Drawdown | -35.05% | -93.44% |
| Longest DD Days | 337.0 | 703.0 |
| Avg. Drawdown | -5.39% | -13.15% |
| Avg. Drawdown Days | 28.0 | 50.0 |
| Recovery Factor | 5.29 | 1.08 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-29 | -35.05 | 182 |
| 2024-06-05 | 2025-05-09 | -33.51 | 337 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2023-01-29 | 2023-04-11 | -13.71 | 71 |
| 2024-01-05 | 2024-06-05 | -13.63 | 152 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2025-05-11 | 2025-09-01 | -12.43 | 113 |
| 2023-07-24 | 2023-07-26 | -5.41 | 2 |
| 2022-03-16 | 2022-03-18 | -4.66 | 2 |
| Metric | 12256227:solusd:triple_med_gx:lsma245_140 | 12256227:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.5% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 144.82% | 921.46% |
| Worst Year | -18.56% | -89.93% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.51% | -1.54% |
| Avg. Up Week | 9.26% | 14.3% |
| Avg. Down Week | -4.33% | -7.53% |
| Avg. Up Month | 13.14% | 37.48% |
| Avg. Down Month | -7.93% | -20.31% |
| Win Days % | 48.16% | 50.23% |
| Win Month % | 54.84% | 51.16% |
| Win Week % | 56.72% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |