| Metric | 12256459:solusd:triple_med_gx:lsma275_140 | 12256459:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 536.55% | 142.43% |
| Max Drawdown | -32.89% | -93.44% |
| Sharpe | 0.76 | 0.38 |
| Sortino | 1.32 | 0.56 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 2.04 | 1.07 |
| CPC Index | 0.89 | 0.66 |
| Tail Ratio | 1.49 | 1.0 |
| Outlier Win Ratio | 33.26 | 3.16 |
| Outlier Loss Ratio | 3.35 | 2.76 |
| Volatility (ann.) | 20.15% | 50.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.14 | 0.31 |
| Skew | 3.61 | 0.49 |
| Kurtosis | 68.54 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.4% | 2.08% |
| Expected Yearly % | 58.84% | 24.78% |
| Kelly Criterion | 12.6% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12256459:SOLUSD | 12256459:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 24.36 | -0.28 | + |
| 2023 | 921.46 | 118.79 | 0.13 | - |
| 2024 | 85.41 | 55.84 | 0.65 | - |
| 2025 | 5.60 | 50.11 | 8.94 | + |
| Metric | 12256459:solusd:triple_med_gx:lsma275_140 | 12256459:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.7% | 26.39% |
| 6M | 47.12% | 38.87% |
| YTD | 50.11% | 5.6% |
| 1Y | 116.51% | 47.35% |
| 3Y (ann.) | 59.43% | 84.92% |
| 5Y (ann.) | 70.22% | 28.98% |
| Metric | 12256459:solusd:triple_med_gx:lsma275_140 | 12256459:SOLUSD |
|---|---|---|
| Max Drawdown | -32.89% | -93.44% |
| Longest DD Days | 251.0 | 703.0 |
| Avg. Drawdown | -5.56% | -10.56% |
| Avg. Drawdown Days | 21.0 | 40.0 |
| Recovery Factor | 16.31 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-01 | 2024-11-07 | -32.89 | 251 |
| 2022-09-27 | 2023-01-04 | -32.44 | 98 |
| 2025-05-14 | 2025-09-01 | -16.99 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2022-06-20 | 2022-07-15 | -12.87 | 24 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-02-04 | 2025-04-08 | -9.37 | 63 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| 2023-07-27 | 2023-10-16 | -8.49 | 81 |
| Metric | 12256459:solusd:triple_med_gx:lsma275_140 | 12256459: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 | 118.79% | 921.46% |
| Worst Year | 24.36% | -87.88% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 10.82% | 13.99% |
| Avg. Down Week | -3.8% | -7.77% |
| Avg. Up Month | 17.4% | 39.61% |
| Avg. Down Month | -5.14% | -18.73% |
| Win Days % | 50.84% | 50.25% |
| Win Month % | 58.06% | 51.16% |
| Win Week % | 61.4% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |