| Metric | 12256235:solusd:triple_med_gx:lsma285_140 | 12256235:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 70.22% | 142.61% |
| Max Drawdown | -60.54% | -93.44% |
| Sharpe | 0.29 | 0.38 |
| Sortino | 0.46 | 0.56 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 34.96 | 3.12 |
| Outlier Loss Ratio | 3.3 | 2.82 |
| Volatility (ann.) | 19.66% | 50.11% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.27 | 0.31 |
| Skew | 2.44 | 0.49 |
| Kurtosis | 61.32 | 11.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.08% |
| Expected Yearly % | 14.22% | 24.8% |
| Kelly Criterion | 3.18% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12256235:SOLUSD | 12256235:solusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 39.48 | -0.45 | + |
| 2023 | 921.46 | 117.65 | 0.13 | - |
| 2024 | 85.41 | -45.30 | -0.53 | - |
| 2025 | 5.60 | 2.52 | 0.45 | - |
| Metric | 12256235:solusd:triple_med_gx:lsma285_140 | 12256235:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.26% | 26.39% |
| 6M | 8.69% | 38.87% |
| YTD | 2.52% | 5.6% |
| 1Y | -4.76% | 47.35% |
| 3Y (ann.) | -0.75% | 84.92% |
| 5Y (ann.) | 16.55% | 29.06% |
| Metric | 12256235:solusd:triple_med_gx:lsma285_140 | 12256235:SOLUSD |
|---|---|---|
| Max Drawdown | -60.54% | -93.44% |
| Longest DD Days | 605.0 | 703.0 |
| Avg. Drawdown | -6.37% | -10.49% |
| Avg. Drawdown Days | 31.0 | 40.0 |
| Recovery Factor | 1.16 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-09-01 | -60.54 | 605 |
| 2022-09-27 | 2023-01-03 | -31.55 | 98 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2023-01-29 | 2023-04-12 | -15.92 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-04-26 | 2023-10-14 | -9.16 | 170 |
| 2022-08-13 | 2022-09-24 | -6.90 | 42 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| Metric | 12256235:solusd:triple_med_gx:lsma285_140 | 12256235:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 37.5% | 140.02% |
| Worst Month | -28.79% | -56.44% |
| Best Year | 117.65% | 921.46% |
| Worst Year | -45.3% | -87.87% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.54% | -1.57% |
| Avg. Up Week | 9.51% | 14.67% |
| Avg. Down Week | -4.85% | -7.55% |
| Avg. Up Month | 13.36% | 41.34% |
| Avg. Down Month | -10.5% | -20.31% |
| Win Days % | 47.47% | 50.25% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 53.12% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |