| Metric | 12256228:solusd:triple_med_gx:lsma265_140 | 12256228:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 121.19% | 138.66% |
| Max Drawdown | -48.1% | -93.44% |
| Sharpe | 0.39 | 0.37 |
| Sortino | 0.63 | 0.55 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 36.56 | 3.11 |
| Outlier Loss Ratio | 3.32 | 2.81 |
| Volatility (ann.) | 19.41% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.53 | 0.3 |
| Skew | 2.63 | 0.49 |
| Kurtosis | 65.43 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.86% | 2.04% |
| Expected Yearly % | 21.95% | 24.29% |
| Kelly Criterion | 5.17% | 8.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12256228:SOLUSD | 12256228:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 35.59 | -0.40 | + |
| 2023 | 921.46 | 117.88 | 0.13 | - |
| 2024 | 85.41 | -29.99 | -0.35 | - |
| 2025 | 5.60 | 6.94 | 1.24 | + |
| Metric | 12256228:solusd:triple_med_gx:lsma265_140 | 12256228:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.95% | 26.39% |
| 6M | 4.42% | 38.87% |
| YTD | 6.94% | 5.6% |
| 1Y | 0.52% | 47.35% |
| 3Y (ann.) | 10.44% | 84.92% |
| 5Y (ann.) | 25.56% | 28.33% |
| Metric | 12256228:solusd:triple_med_gx:lsma265_140 | 12256228:SOLUSD |
|---|---|---|
| Max Drawdown | -48.1% | -93.44% |
| Longest DD Days | 452.0 | 703.0 |
| Avg. Drawdown | -5.69% | -11.46% |
| Avg. Drawdown Days | 30.0 | 43.0 |
| Recovery Factor | 2.52 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -48.10 | 452 |
| 2022-07-30 | 2023-01-03 | -30.44 | 157 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2023-01-29 | 2023-04-12 | -14.65 | 72 |
| 2024-01-05 | 2024-03-01 | -13.63 | 56 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-04-26 | 2023-10-16 | -11.48 | 172 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12256228:solusd:triple_med_gx:lsma265_140 | 12256228:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 37.5% | 140.02% |
| Worst Month | -27.19% | -56.44% |
| Best Year | 117.88% | 921.46% |
| Worst Year | -29.99% | -88.07% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.53% | -1.56% |
| Avg. Up Week | 10.5% | 14.82% |
| Avg. Down Week | -4.43% | -8.22% |
| Avg. Up Month | 13.6% | 40.27% |
| Avg. Down Month | -9.11% | -18.41% |
| Win Days % | 47.93% | 50.25% |
| Win Month % | 51.72% | 51.16% |
| Win Week % | 50.77% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |