| Metric | 12256568:solusd:triple_med_gx:lsma285_140 | 12256568:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 516.78% | 142.61% |
| Max Drawdown | -39.43% | -93.44% |
| Sharpe | 0.76 | 0.38 |
| Sortino | 1.33 | 0.56 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 31.95 | 3.17 |
| Outlier Loss Ratio | 3.46 | 2.77 |
| Volatility (ann.) | 19.71% | 50.11% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.75 | 0.31 |
| Skew | 3.53 | 0.49 |
| Kurtosis | 67.11 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.32% | 2.08% |
| Expected Yearly % | 57.59% | 24.8% |
| Kelly Criterion | 11.93% | 9.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.26% |
| Expected Shortfall (cVaR) | -1.66% | -4.26% |
| Year | 12256568:SOLUSD | 12256568:solusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 29.46 | -0.34 | + |
| 2023 | 921.46 | 101.63 | 0.11 | - |
| 2024 | 85.41 | 73.91 | 0.87 | - |
| 2025 | 5.60 | 35.87 | 6.40 | + |
| Metric | 12256568:solusd:triple_med_gx:lsma285_140 | 12256568:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.27% | 26.39% |
| 6M | 42.73% | 38.87% |
| YTD | 35.87% | 5.6% |
| 1Y | 109.13% | 47.35% |
| 3Y (ann.) | 51.2% | 84.92% |
| 5Y (ann.) | 68.83% | 29.06% |
| Metric | 12256568:solusd:triple_med_gx:lsma285_140 | 12256568:SOLUSD |
|---|---|---|
| Max Drawdown | -39.43% | -93.44% |
| Longest DD Days | 432.0 | 703.0 |
| Avg. Drawdown | -5.55% | -10.49% |
| Avg. Drawdown Days | 24.0 | 40.0 |
| Recovery Factor | 13.11 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-10-19 | -39.43 | 432 |
| 2024-04-01 | 2024-11-05 | -34.92 | 218 |
| 2025-05-14 | 2025-09-01 | -18.72 | 110 |
| 2022-06-16 | 2022-07-16 | -16.97 | 30 |
| 2024-11-29 | 2025-04-09 | -15.12 | 131 |
| 2024-01-09 | 2024-02-27 | -9.75 | 49 |
| 2022-08-08 | 2022-08-12 | -8.98 | 4 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| Metric | 12256568:solusd:triple_med_gx:lsma285_140 | 12256568: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 | 101.63% | 921.46% |
| Worst Year | 29.46% | -87.87% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.41% | -1.48% |
| Avg. Up Week | 12.17% | 12.61% |
| Avg. Down Week | -4.78% | -8.02% |
| Avg. Up Month | 20.67% | 42.24% |
| Avg. Down Month | -7.25% | -19.01% |
| Win Days % | 50.72% | 50.25% |
| Win Month % | 60.0% | 51.16% |
| Win Week % | 55.36% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |