| Metric | 12256571:solusd:triple_med_gx:lsma290_140 | 12256571:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 503.99% | 146.51% |
| Max Drawdown | -39.43% | -93.44% |
| Sharpe | 0.75 | 0.38 |
| Sortino | 1.3 | 0.56 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.78 | 1.07 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 31.41 | 3.17 |
| Outlier Loss Ratio | 3.48 | 2.8 |
| Volatility (ann.) | 19.86% | 50.12% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.72 | 0.32 |
| Skew | 3.47 | 0.49 |
| Kurtosis | 65.31 | 11.43 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.27% | 2.12% |
| Expected Yearly % | 56.77% | 25.3% |
| Kelly Criterion | 11.79% | 9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12256571:SOLUSD | 12256571:solusd:triple_med_gx:lsma290_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 28.97 | -0.33 | + |
| 2023 | 921.46 | 97.41 | 0.11 | - |
| 2024 | 85.41 | 76.92 | 0.90 | - |
| 2025 | 5.60 | 34.10 | 6.09 | + |
| Metric | 12256571:solusd:triple_med_gx:lsma290_140 | 12256571:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.35% | 26.39% |
| 6M | 42.31% | 38.87% |
| YTD | 34.1% | 5.6% |
| 1Y | 106.41% | 47.35% |
| 3Y (ann.) | 50.34% | 84.92% |
| 5Y (ann.) | 67.88% | 29.68% |
| Metric | 12256571:solusd:triple_med_gx:lsma290_140 | 12256571:SOLUSD |
|---|---|---|
| Max Drawdown | -39.43% | -93.44% |
| Longest DD Days | 432.0 | 703.0 |
| Avg. Drawdown | -5.63% | -10.15% |
| Avg. Drawdown Days | 23.0 | 39.0 |
| Recovery Factor | 12.78 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-10-20 | -39.43 | 432 |
| 2024-04-01 | 2024-11-05 | -33.79 | 218 |
| 2025-05-14 | 2025-09-01 | -21.33 | 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 |
| 2022-04-14 | 2022-06-14 | -9.41 | 60 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256571:solusd:triple_med_gx:lsma290_140 | 12256571: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 | 97.41% | 921.46% |
| Worst Year | 28.97% | -87.67% |
| Avg. Up Day | 1.79% | 1.79% |
| Avg. Down Day | -1.42% | -1.49% |
| Avg. Up Week | 12.45% | 12.61% |
| Avg. Down Week | -5.12% | -8.02% |
| Avg. Up Month | 20.38% | 42.42% |
| Avg. Down Month | -6.97% | -20.22% |
| Win Days % | 50.76% | 50.24% |
| Win Month % | 56.67% | 51.16% |
| Win Week % | 55.36% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |