| Metric | 12256402:solusd:triple_med_gx:lsma280_140 | 12256402:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 281.17% | 147.18% |
| Max Drawdown | -41.09% | -93.44% |
| Sharpe | 0.58 | 0.38 |
| Sortino | 0.99 | 0.56 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 34.35 | 3.15 |
| Outlier Loss Ratio | 3.37 | 2.8 |
| Volatility (ann.) | 20.0% | 50.09% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.14 | 0.32 |
| Skew | 3.5 | 0.49 |
| Kurtosis | 69.95 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.16% | 2.13% |
| Expected Yearly % | 39.73% | 25.39% |
| Kelly Criterion | 9.35% | 8.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12256402:SOLUSD | 12256402:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 16.65 | -0.19 | + |
| 2023 | 921.46 | 116.76 | 0.13 | - |
| 2024 | 85.41 | 17.59 | 0.21 | - |
| 2025 | 5.60 | 28.20 | 5.03 | + |
| Metric | 12256402:solusd:triple_med_gx:lsma280_140 | 12256402:SOLUSD |
|---|---|---|
| MTD | -0.18% | -0.61% |
| 3M | -7.6% | 26.39% |
| 6M | 32.25% | 38.87% |
| YTD | 28.2% | 5.6% |
| 1Y | 65.65% | 47.35% |
| 3Y (ann.) | 38.75% | 84.92% |
| 5Y (ann.) | 46.94% | 29.73% |
| Metric | 12256402:solusd:triple_med_gx:lsma280_140 | 12256402:SOLUSD |
|---|---|---|
| Max Drawdown | -41.09% | -93.44% |
| Longest DD Days | 272.0 | 703.0 |
| Avg. Drawdown | -6.28% | -9.92% |
| Avg. Drawdown Days | 28.0 | 38.0 |
| Recovery Factor | 6.84 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-01 | 2024-11-29 | -41.09 | 272 |
| 2022-10-14 | 2023-01-03 | -31.66 | 81 |
| 2022-03-19 | 2022-06-20 | -20.20 | 92 |
| 2025-05-14 | 2025-09-01 | -17.27 | 110 |
| 2024-11-29 | 2025-04-11 | -16.21 | 133 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-11-25 | 2024-02-28 | -12.18 | 94 |
| 2022-07-10 | 2022-07-14 | -11.68 | 4 |
| 2023-07-27 | 2023-10-17 | -9.02 | 81 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12256402:solusd:triple_med_gx:lsma280_140 | 12256402:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 34.67% | 140.02% |
| Worst Month | -19.22% | -56.44% |
| Best Year | 116.76% | 921.46% |
| Worst Year | 16.65% | -87.64% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 12.15% | 15.34% |
| Avg. Down Week | -4.51% | -8.08% |
| Avg. Up Month | 18.01% | 41.47% |
| Avg. Down Month | -6.62% | -19.85% |
| Win Days % | 49.64% | 50.26% |
| Win Month % | 48.39% | 51.16% |
| Win Week % | 53.45% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |