| Metric | 12256503:solusd:triple_med_gx:lsma230_140 | 12256503:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 396.92% | 119.48% |
| Max Drawdown | -31.64% | -93.44% |
| Sharpe | 0.7 | 0.36 |
| Sortino | 1.22 | 0.54 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 2.84 | 1.07 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 2.08 | 1.01 |
| Outlier Win Ratio | 38.48 | 3.07 |
| Outlier Loss Ratio | 3.18 | 2.71 |
| Volatility (ann.) | 18.69% | 50.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.83 | 0.27 |
| Skew | 3.95 | 0.49 |
| Kurtosis | 83.31 | 11.35 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.71% | 1.8% |
| Expected Yearly % | 49.3% | 21.72% |
| Kelly Criterion | 12.37% | 8.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.26% |
| Expected Shortfall (cVaR) | -1.57% | -4.26% |
| Year | 12256503:SOLUSD | 12256503:solusd:triple_med_gx:lsma230_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 21.78 | -0.24 | + |
| 2023 | 921.46 | 97.95 | 0.11 | - |
| 2024 | 85.41 | 56.00 | 0.66 | - |
| 2025 | 5.60 | 32.13 | 5.74 | + |
| Metric | 12256503:solusd:triple_med_gx:lsma230_140 | 12256503:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -6.26% | 26.39% |
| 6M | 45.38% | 38.87% |
| YTD | 32.13% | 5.6% |
| 1Y | 65.15% | 47.35% |
| 3Y (ann.) | 48.08% | 84.92% |
| 5Y (ann.) | 57.85% | 25.08% |
| Metric | 12256503:solusd:triple_med_gx:lsma230_140 | 12256503:SOLUSD |
|---|---|---|
| Max Drawdown | -31.64% | -93.44% |
| Longest DD Days | 220.0 | 703.0 |
| Avg. Drawdown | -5.52% | -12.91% |
| Avg. Drawdown Days | 25.0 | 49.0 |
| Recovery Factor | 12.54 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-14 | -31.64 | 198 |
| 2024-04-01 | 2024-11-07 | -24.47 | 220 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2024-11-29 | 2025-04-12 | -18.33 | 133 |
| 2023-11-25 | 2024-02-26 | -15.89 | 92 |
| 2022-03-02 | 2022-06-13 | -15.85 | 103 |
| 2025-05-14 | 2025-09-01 | -15.58 | 110 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| Metric | 12256503:solusd:triple_med_gx:lsma230_140 | 12256503:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.62% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 45.12% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 97.95% | 921.46% |
| Worst Year | 21.78% | -89.03% |
| Avg. Up Day | 1.94% | 1.94% |
| Avg. Down Day | -1.53% | -1.64% |
| Avg. Up Week | 13.01% | 14.23% |
| Avg. Down Week | -4.5% | -9.07% |
| Avg. Up Month | 19.26% | 35.44% |
| Avg. Down Month | -8.32% | -25.71% |
| Win Days % | 51.09% | 50.24% |
| Win Month % | 59.38% | 52.27% |
| Win Week % | 54.9% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |