| Metric | 12256618:solusd:triple_med_gx:lsma260_140 | 12256618:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 484.6% | 135.78% |
| Max Drawdown | -31.11% | -93.44% |
| Sharpe | 0.77 | 0.37 |
| Sortino | 1.32 | 0.55 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.99 | 1.06 |
| CPC Index | 0.88 | 0.66 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 35.18 | 3.13 |
| Outlier Loss Ratio | 3.46 | 2.73 |
| Volatility (ann.) | 18.76% | 50.07% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.12 | 0.3 |
| Skew | 3.6 | 0.49 |
| Kurtosis | 78.06 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.19% | 2.01% |
| Expected Yearly % | 55.49% | 23.92% |
| Kelly Criterion | 11.75% | 10.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.26% |
| Expected Shortfall (cVaR) | -1.58% | -4.26% |
| Year | 12256618:SOLUSD | 12256618:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 24.07 | -0.27 | + |
| 2023 | 921.46 | 69.04 | 0.07 | - |
| 2024 | 85.41 | 101.74 | 1.19 | + |
| 2025 | 5.60 | 38.17 | 6.81 | + |
| Metric | 12256618:solusd:triple_med_gx:lsma260_140 | 12256618:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 1.06% | 26.39% |
| 6M | 45.62% | 38.87% |
| YTD | 38.17% | 5.6% |
| 1Y | 118.28% | 47.35% |
| 3Y (ann.) | 57.15% | 84.92% |
| 5Y (ann.) | 65.85% | 27.86% |
| Metric | 12256618:solusd:triple_med_gx:lsma260_140 | 12256618:SOLUSD |
|---|---|---|
| Max Drawdown | -31.11% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -5.47% | -11.51% |
| Avg. Drawdown Days | 25.0 | 43.0 |
| Recovery Factor | 15.57 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-03 | -31.11 | 168 |
| 2024-04-01 | 2024-09-20 | -27.09 | 172 |
| 2023-01-04 | 2023-04-13 | -18.00 | 99 |
| 2024-11-10 | 2025-04-12 | -15.86 | 152 |
| 2022-06-16 | 2022-07-16 | -15.28 | 30 |
| 2025-05-14 | 2025-09-01 | -12.62 | 110 |
| 2023-07-27 | 2023-10-19 | -9.19 | 84 |
| 2024-03-01 | 2024-03-31 | -8.86 | 30 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12256618:solusd:triple_med_gx:lsma260_140 | 12256618:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 28.29% | 140.02% |
| Worst Month | -19.22% | -56.44% |
| Best Year | 101.74% | 921.46% |
| Worst Year | 24.07% | -88.21% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.43% | -1.46% |
| Avg. Up Week | 9.92% | 11.85% |
| Avg. Down Week | -3.42% | -7.71% |
| Avg. Up Month | 14.05% | 36.24% |
| Avg. Down Month | -4.42% | -20.22% |
| Win Days % | 50.8% | 50.26% |
| Win Month % | 64.52% | 51.16% |
| Win Week % | 55.36% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |