| Metric | 12256509:solusd:triple_med_gx:lsma255_140 | 12256509:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 528.33% | 121.6% |
| Max Drawdown | -30.66% | -93.44% |
| Sharpe | 0.78 | 0.36 |
| Sortino | 1.38 | 0.54 |
| Payoff Ratio | 1.31 | 1.21 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 2.19 | 1.06 |
| CPC Index | 0.93 | 0.65 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 35.77 | 3.11 |
| Outlier Loss Ratio | 3.36 | 2.71 |
| Volatility (ann.) | 19.23% | 50.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.26 | 0.27 |
| Skew | 4.05 | 0.49 |
| Kurtosis | 78.23 | 11.43 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.37% | 1.87% |
| Expected Yearly % | 58.32% | 22.01% |
| Kelly Criterion | 12.99% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.26% |
| Expected Shortfall (cVaR) | -1.61% | -4.26% |
| Year | 12256509:SOLUSD | 12256509:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 36.08 | -0.41 | + |
| 2023 | 921.46 | 101.57 | 0.11 | - |
| 2024 | 85.41 | 69.15 | 0.81 | - |
| 2025 | 5.60 | 35.42 | 6.32 | + |
| Metric | 12256509:solusd:triple_med_gx:lsma255_140 | 12256509:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -2.86% | 26.39% |
| 6M | 46.86% | 38.87% |
| YTD | 35.42% | 5.6% |
| 1Y | 88.6% | 47.35% |
| 3Y (ann.) | 55.04% | 84.92% |
| 5Y (ann.) | 69.24% | 25.58% |
| Metric | 12256509:solusd:triple_med_gx:lsma255_140 | 12256509:SOLUSD |
|---|---|---|
| Max Drawdown | -30.66% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.24% | -12.1% |
| Avg. Drawdown Days | 22.0 | 46.0 |
| Recovery Factor | 17.23 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-01-03 | -30.66 | 98 |
| 2024-04-01 | 2024-11-06 | -27.52 | 219 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2025-05-14 | 2025-09-01 | -17.70 | 110 |
| 2023-01-29 | 2023-04-28 | -16.78 | 89 |
| 2024-11-29 | 2025-04-09 | -16.00 | 131 |
| 2023-11-25 | 2024-01-09 | -9.37 | 44 |
| 2023-07-27 | 2023-10-16 | -8.28 | 81 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| Metric | 12256509:solusd:triple_med_gx:lsma255_140 | 12256509:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 45.12% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 101.57% | 921.46% |
| Worst Year | 35.42% | -88.92% |
| Avg. Up Day | 1.9% | 1.9% |
| Avg. Down Day | -1.45% | -1.57% |
| Avg. Up Week | 11.09% | 12.51% |
| Avg. Down Week | -3.85% | -8.89% |
| Avg. Up Month | 19.98% | 37.5% |
| Avg. Down Month | -5.95% | -21.25% |
| Win Days % | 50.65% | 50.23% |
| Win Month % | 56.25% | 51.16% |
| Win Week % | 56.9% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |