| Metric | 12256520:solusd:triple_med_gx:lsma290_140 | 12256520:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 676.64% | 138.06% |
| Max Drawdown | -37.97% | -93.44% |
| Sharpe | 0.81 | 0.37 |
| Sortino | 1.42 | 0.55 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.86 | 1.07 |
| CPC Index | 0.88 | 0.64 |
| Tail Ratio | 1.37 | 1.01 |
| Outlier Win Ratio | 30.66 | 3.17 |
| Outlier Loss Ratio | 3.46 | 2.78 |
| Volatility (ann.) | 20.15% | 49.74% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.03 | 0.29 |
| Skew | 3.54 | 0.48 |
| Kurtosis | 64.02 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.77% | 1.99% |
| Expected Yearly % | 66.94% | 24.21% |
| Kelly Criterion | 12.37% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.23% |
| Expected Shortfall (cVaR) | -1.69% | -4.23% |
| Year | 12256520:SOLUSD | 12256520:solusd:triple_med_gx:lsma290_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 38.64 | -0.44 | + |
| 2023 | 921.46 | 134.70 | 0.15 | - |
| 2024 | 85.41 | 81.41 | 0.95 | - |
| 2025 | 1.99 | 31.57 | 15.90 | + |
| Metric | 12256520:solusd:triple_med_gx:lsma290_140 | 12256520:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 3.12% | 17.41% |
| 6M | 22.03% | 52.72% |
| YTD | 31.57% | 1.99% |
| 1Y | 83.9% | 24.46% |
| 3Y (ann.) | 58.7% | 86.57% |
| 5Y (ann.) | 76.95% | 27.31% |
| Metric | 12256520:solusd:triple_med_gx:lsma290_140 | 12256520:SOLUSD |
|---|---|---|
| Max Drawdown | -37.97% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -5.49% | -10.15% |
| Avg. Drawdown Days | 21.0 | 40.0 |
| Recovery Factor | 17.82 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-04-13 | -37.97 | 177 |
| 2024-04-01 | 2024-10-20 | -33.29 | 202 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2025-05-14 | 2025-10-16 | -20.40 | 155 |
| 2024-11-29 | 2025-04-12 | -19.96 | 134 |
| 2023-07-27 | 2023-10-18 | -9.19 | 82 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-29 | 2024-01-08 | -8.76 | 40 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-13 | 2022-10-17 | -8.35 | 65 |
| Metric | 12256520:solusd:triple_med_gx:lsma290_140 | 12256520: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 | 134.7% | 921.46% |
| Worst Year | 31.57% | -87.67% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.42% | -1.51% |
| Avg. Up Week | 11.59% | 12.35% |
| Avg. Down Week | -4.96% | -8.86% |
| Avg. Up Month | 19.25% | 37.41% |
| Avg. Down Month | -8.13% | -19.01% |
| Win Days % | 50.89% | 50.22% |
| Win Month % | 62.5% | 52.27% |
| Win Week % | 61.67% | 48.69% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |