| Metric | 12256249:solusd:triple_med_gx:lsma85_140 | 12256249:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 234.3% | 70.88% |
| Max Drawdown | -41.76% | -93.44% |
| Sharpe | 0.59 | 0.32 |
| Sortino | 1.0 | 0.47 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.77 | 1.05 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.39 | 1.0 |
| Outlier Win Ratio | 41.53 | 3.0 |
| Outlier Loss Ratio | 3.6 | 2.67 |
| Volatility (ann.) | 15.9% | 49.73% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.92 | 0.17 |
| Skew | 2.99 | 0.46 |
| Kurtosis | 52.61 | 11.16 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.72% | 1.2% |
| Expected Yearly % | 35.22% | 14.33% |
| Kelly Criterion | 7.98% | 9.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.24% |
| Expected Shortfall (cVaR) | -1.34% | -4.24% |
| Year | 12256249:SOLUSD | 12256249:solusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 113.82 | -1.25 | + |
| 2023 | 921.46 | 123.09 | 0.13 | - |
| 2024 | 85.41 | -17.11 | -0.20 | - |
| 2025 | 1.99 | -15.45 | -7.78 | - |
| Metric | 12256249:solusd:triple_med_gx:lsma85_140 | 12256249:SOLUSD |
|---|---|---|
| MTD | -6.1% | -7.75% |
| 3M | 3.06% | 17.41% |
| 6M | -8.22% | 52.72% |
| YTD | -15.45% | 1.99% |
| 1Y | -25.54% | 24.46% |
| 3Y (ann.) | 25.02% | 86.57% |
| 5Y (ann.) | 38.62% | 15.6% |
| Metric | 12256249:solusd:triple_med_gx:lsma85_140 | 12256249:SOLUSD |
|---|---|---|
| Max Drawdown | -41.76% | -93.44% |
| Longest DD Days | 635.0 | 703.0 |
| Avg. Drawdown | -5.44% | -14.41% |
| Avg. Drawdown Days | 30.0 | 58.0 |
| Recovery Factor | 5.61 | 0.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-19 | 2025-10-16 | -41.76 | 635 |
| 2022-03-02 | 2022-06-18 | -16.64 | 108 |
| 2023-05-06 | 2023-08-09 | -15.73 | 95 |
| 2022-09-06 | 2022-10-25 | -12.41 | 49 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2023-08-09 | 2023-10-21 | -9.31 | 72 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2022-06-19 | 2022-06-19 | -8.56 | 0 |
| 2023-03-18 | 2023-04-11 | -8.33 | 23 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12256249:solusd:triple_med_gx:lsma85_140 | 12256249:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 21.61% | 43.67% |
| Worst Week | -14.5% | -51.66% |
| Best Month | 22.39% | 140.02% |
| Worst Month | -16.18% | -56.44% |
| Best Year | 123.09% | 921.46% |
| Worst Year | -17.11% | -91.15% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.36% | -1.44% |
| Avg. Up Week | 7.83% | 12.27% |
| Avg. Down Week | -4.21% | -7.04% |
| Avg. Up Month | 10.43% | 42.8% |
| Avg. Down Month | -8.45% | -21.47% |
| Win Days % | 48.02% | 50.1% |
| Win Month % | 58.97% | 51.11% |
| Win Week % | 52.63% | 47.96% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |