| Metric | 12256512:solusd:triple_med_gx:lsma270_140 | 12256512:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 661.37% | 118.13% |
| Max Drawdown | -34.89% | -93.44% |
| Sharpe | 0.82 | 0.36 |
| Sortino | 1.44 | 0.53 |
| Payoff Ratio | 1.29 | 1.2 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.02 | 1.07 |
| CPC Index | 0.92 | 0.64 |
| Tail Ratio | 1.45 | 1.01 |
| Outlier Win Ratio | 32.83 | 3.12 |
| Outlier Loss Ratio | 3.46 | 2.75 |
| Volatility (ann.) | 19.49% | 49.7% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.17 | 0.26 |
| Skew | 3.79 | 0.48 |
| Kurtosis | 72.23 | 11.46 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.72% | 1.79% |
| Expected Yearly % | 66.11% | 21.53% |
| Kelly Criterion | 13.52% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.23% |
| Expected Shortfall (cVaR) | -1.63% | -4.23% |
| Year | 12256512:SOLUSD | 12256512:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 24.81 | -0.28 | + |
| 2023 | 921.46 | 139.64 | 0.15 | - |
| 2024 | 85.41 | 83.21 | 0.97 | - |
| 2025 | 1.99 | 38.94 | 19.61 | + |
| Metric | 12256512:solusd:triple_med_gx:lsma270_140 | 12256512:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 3.81% | 17.41% |
| 6M | 28.52% | 52.72% |
| YTD | 38.94% | 1.99% |
| 1Y | 90.12% | 24.46% |
| 3Y (ann.) | 65.92% | 86.57% |
| 5Y (ann.) | 75.6% | 24.15% |
| Metric | 12256512:solusd:triple_med_gx:lsma270_140 | 12256512:SOLUSD |
|---|---|---|
| Max Drawdown | -34.89% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -5.21% | -11.8% |
| Avg. Drawdown Days | 20.0 | 46.0 |
| Recovery Factor | 18.96 | 1.26 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-01-29 | -34.89 | 103 |
| 2024-04-01 | 2024-10-20 | -28.80 | 202 |
| 2024-11-29 | 2025-04-12 | -21.43 | 134 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2025-05-14 | 2025-10-16 | -16.72 | 155 |
| 2023-01-29 | 2023-04-12 | -15.39 | 72 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-01-06 | 2024-01-08 | -7.91 | 2 |
| Metric | 12256512:solusd:triple_med_gx:lsma270_140 | 12256512: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 | 139.64% | 921.46% |
| Worst Year | 24.81% | -88.71% |
| Avg. Up Day | 1.81% | 1.81% |
| Avg. Down Day | -1.4% | -1.5% |
| Avg. Up Week | 11.12% | 12.36% |
| Avg. Down Week | -4.31% | -8.51% |
| Avg. Up Month | 19.63% | 36.56% |
| Avg. Down Month | -6.58% | -19.67% |
| Win Days % | 51.25% | 50.22% |
| Win Month % | 57.58% | 52.27% |
| Win Week % | 59.02% | 48.44% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |