| Metric | 12256567:solusd:triple_med_gx:lsma270_140 | 12256567:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 761.1% | 128.68% |
| Max Drawdown | -37.4% | -93.44% |
| Sharpe | 0.88 | 0.36 |
| Sortino | 1.55 | 0.54 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 1.42 | 1.06 |
| Common Sense Ratio | 2.04 | 1.07 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | 1.44 | 1.01 |
| Outlier Win Ratio | 32.7 | 3.13 |
| Outlier Loss Ratio | 3.54 | 2.74 |
| Volatility (ann.) | 19.08% | 49.72% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.19 | 0.28 |
| Skew | 3.75 | 0.48 |
| Kurtosis | 73.33 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.01% | 1.9% |
| Expected Yearly % | 71.3% | 22.97% |
| Kelly Criterion | 14.26% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.23% |
| Expected Shortfall (cVaR) | -1.6% | -4.23% |
| Year | 12256567:SOLUSD | 12256567:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 26.76 | -0.30 | + |
| 2023 | 921.46 | 110.07 | 0.12 | - |
| 2024 | 85.41 | 122.60 | 1.44 | + |
| 2025 | 6.92 | 45.27 | 6.54 | + |
| Metric | 12256567:solusd:triple_med_gx:lsma270_140 | 12256567:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 5.55% | 24.43% |
| 6M | 21.93% | 56.02% |
| YTD | 45.27% | 6.92% |
| 1Y | 124.47% | 36.69% |
| 3Y (ann.) | 74.46% | 87.68% |
| 5Y (ann.) | 81.78% | 25.81% |
| Metric | 12256567:solusd:triple_med_gx:lsma270_140 | 12256567:SOLUSD |
|---|---|---|
| Max Drawdown | -37.4% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -4.96% | -11.8% |
| Avg. Drawdown Days | 21.0 | 46.0 |
| Recovery Factor | 20.35 | 1.38 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-04-28 | -37.40 | 263 |
| 2024-04-01 | 2024-09-19 | -27.78 | 171 |
| 2025-05-14 | 2025-10-14 | -18.01 | 153 |
| 2022-06-16 | 2022-07-16 | -16.97 | 30 |
| 2024-11-29 | 2025-04-09 | -11.92 | 131 |
| 2024-01-09 | 2024-02-27 | -9.75 | 49 |
| 2023-07-27 | 2023-10-18 | -9.19 | 82 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256567:solusd:triple_med_gx:lsma270_140 | 12256567:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.09% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.69% | -56.44% |
| Best Year | 122.6% | 921.46% |
| Worst Year | 26.76% | -88.71% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.36% | -1.44% |
| Avg. Up Week | 11.77% | 12.59% |
| Avg. Down Week | -4.06% | -8.62% |
| Avg. Up Month | 19.06% | 37.04% |
| Avg. Down Month | -5.0% | -19.67% |
| Win Days % | 51.34% | 50.24% |
| Win Month % | 59.38% | 52.27% |
| Win Week % | 58.33% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |