| Metric | 12256513:solusd:triple_med_gx:lsma285_140 | 12256513:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 583.09% | 134.3% |
| Max Drawdown | -36.52% | -93.44% |
| Sharpe | 0.77 | 0.37 |
| Sortino | 1.34 | 0.54 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.8 | 1.07 |
| CPC Index | 0.87 | 0.63 |
| Tail Ratio | 1.34 | 1.01 |
| Outlier Win Ratio | 31.19 | 3.15 |
| Outlier Loss Ratio | 3.43 | 2.78 |
| Volatility (ann.) | 20.03% | 49.72% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.93 | 0.29 |
| Skew | 3.56 | 0.48 |
| Kurtosis | 65.43 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.46% | 1.95% |
| Expected Yearly % | 61.67% | 23.72% |
| Kelly Criterion | 12.08% | 8.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.23% |
| Expected Shortfall (cVaR) | -1.68% | -4.23% |
| Year | 12256513:SOLUSD | 12256513:solusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 28.41 | -0.32 | + |
| 2023 | 921.46 | 134.65 | 0.15 | - |
| 2024 | 85.41 | 71.06 | 0.83 | - |
| 2025 | 1.99 | 32.53 | 16.38 | + |
| Metric | 12256513:solusd:triple_med_gx:lsma285_140 | 12256513:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 3.02% | 17.41% |
| 6M | 22.92% | 52.72% |
| YTD | 32.53% | 1.99% |
| 1Y | 85.02% | 24.46% |
| 3Y (ann.) | 57.19% | 86.57% |
| 5Y (ann.) | 70.6% | 26.7% |
| Metric | 12256513:solusd:triple_med_gx:lsma285_140 | 12256513:SOLUSD |
|---|---|---|
| Max Drawdown | -36.52% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.77% | -10.49% |
| Avg. Drawdown Days | 22.0 | 42.0 |
| Recovery Factor | 15.96 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-01-29 | -36.52 | 103 |
| 2024-04-01 | 2024-11-06 | -34.06 | 219 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2024-11-29 | 2025-04-12 | -20.06 | 134 |
| 2025-05-14 | 2025-10-16 | -19.74 | 155 |
| 2023-01-29 | 2023-04-12 | -15.51 | 72 |
| 2022-08-08 | 2022-08-13 | -11.80 | 4 |
| 2023-07-27 | 2023-10-18 | -9.27 | 82 |
| 2023-11-29 | 2024-01-08 | -8.76 | 40 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12256513:solusd:triple_med_gx:lsma285_140 | 12256513: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 | 134.65% | 921.46% |
| Worst Year | 28.41% | -87.87% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.42% | -1.52% |
| Avg. Up Week | 11.47% | 12.52% |
| Avg. Down Week | -4.88% | -8.86% |
| Avg. Up Month | 18.89% | 37.25% |
| Avg. Down Month | -8.03% | -19.01% |
| Win Days % | 50.85% | 50.23% |
| Win Month % | 62.5% | 52.27% |
| Win Week % | 60.0% | 48.69% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |