| Metric | 12256453:solusd:triple_med_gx:lsma260_140 | 12256453:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 461.21% | 135.78% |
| Max Drawdown | -33.31% | -93.44% |
| Sharpe | 0.73 | 0.37 |
| Sortino | 1.26 | 0.55 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 2.24 | 1.06 |
| CPC Index | 0.89 | 0.65 |
| Tail Ratio | 1.64 | 1.0 |
| Outlier Win Ratio | 35.73 | 3.13 |
| Outlier Loss Ratio | 3.28 | 2.74 |
| Volatility (ann.) | 19.66% | 50.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.92 | 0.3 |
| Skew | 3.78 | 0.49 |
| Kurtosis | 75.02 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.09% | 2.01% |
| Expected Yearly % | 53.91% | 23.92% |
| Kelly Criterion | 12.4% | 9.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12256453:SOLUSD | 12256453:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 23.27 | -0.26 | + |
| 2023 | 921.46 | 98.67 | 0.11 | - |
| 2024 | 85.41 | 60.72 | 0.71 | - |
| 2025 | 5.60 | 42.59 | 7.60 | + |
| Metric | 12256453:solusd:triple_med_gx:lsma260_140 | 12256453:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.73% | 26.39% |
| 6M | 42.76% | 38.87% |
| YTD | 42.59% | 5.6% |
| 1Y | 110.51% | 47.35% |
| 3Y (ann.) | 56.63% | 84.92% |
| 5Y (ann.) | 63.92% | 27.86% |
| Metric | 12256453:solusd:triple_med_gx:lsma260_140 | 12256453:SOLUSD |
|---|---|---|
| Max Drawdown | -33.31% | -93.44% |
| Longest DD Days | 249.0 | 703.0 |
| Avg. Drawdown | -5.46% | -11.51% |
| Avg. Drawdown Days | 24.0 | 43.0 |
| Recovery Factor | 13.85 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-01 | 2024-11-06 | -33.31 | 249 |
| 2022-09-27 | 2023-01-03 | -27.99 | 98 |
| 2025-05-14 | 2025-09-01 | -15.89 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-14 | -13.71 | 74 |
| 2022-06-20 | 2022-07-15 | -12.87 | 24 |
| 2025-02-04 | 2025-04-09 | -10.56 | 64 |
| 2023-11-25 | 2024-02-26 | -10.35 | 92 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2023-07-27 | 2023-10-16 | -8.69 | 81 |
| Metric | 12256453:solusd:triple_med_gx:lsma260_140 | 12256453:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.35% | 140.02% |
| Worst Month | -18.69% | -56.44% |
| Best Year | 98.67% | 921.46% |
| Worst Year | 23.27% | -88.21% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.49% | -1.56% |
| Avg. Up Week | 10.51% | 13.98% |
| Avg. Down Week | -3.64% | -8.93% |
| Avg. Up Month | 17.2% | 36.36% |
| Avg. Down Month | -5.11% | -23.85% |
| Win Days % | 50.85% | 50.26% |
| Win Month % | 54.84% | 51.16% |
| Win Week % | 57.89% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |