| Metric | 12256719:solusd:triple_med_gx:lsma195_140 | 12256719:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 326.07% | 120.58% |
| Max Drawdown | -25.76% | -93.44% |
| Sharpe | 0.68 | 0.36 |
| Sortino | 1.14 | 0.54 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 4.29 | 1.05 |
| CPC Index | 0.84 | 0.58 |
| Tail Ratio | 3.15 | 1.0 |
| Outlier Win Ratio | 41.92 | 3.02 |
| Outlier Loss Ratio | 3.23 | 2.67 |
| Volatility (ann.) | 17.37% | 50.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.97 | 0.27 |
| Skew | 3.65 | 0.48 |
| Kurtosis | 96.03 | 11.21 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.35% | 1.81% |
| Expected Yearly % | 43.67% | 21.87% |
| Kelly Criterion | 12.29% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.27% |
| Expected Shortfall (cVaR) | -1.46% | -4.27% |
| Year | 12256719:SOLUSD | 12256719:solusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 39.46 | -0.44 | + |
| 2023 | 921.46 | 33.99 | 0.04 | - |
| 2024 | 85.41 | 76.97 | 0.90 | - |
| 2025 | 5.60 | 28.85 | 5.15 | + |
| Metric | 12256719:solusd:triple_med_gx:lsma195_140 | 12256719:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 1.48% | 26.39% |
| 6M | 28.85% | 38.87% |
| YTD | 28.85% | 5.6% |
| 1Y | 55.73% | 47.35% |
| 3Y (ann.) | 41.25% | 84.92% |
| 5Y (ann.) | 50.7% | 25.09% |
| Metric | 12256719:solusd:triple_med_gx:lsma195_140 | 12256719:SOLUSD |
|---|---|---|
| Max Drawdown | -25.76% | -93.44% |
| Longest DD Days | 268.0 | 703.0 |
| Avg. Drawdown | -5.98% | -12.52% |
| Avg. Drawdown Days | 36.0 | 45.0 |
| Recovery Factor | 12.66 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-14 | -25.76 | 268 |
| 2024-04-01 | 2024-11-10 | -25.39 | 223 |
| 2024-12-01 | 2025-04-17 | -21.70 | 136 |
| 2022-06-16 | 2022-07-14 | -15.70 | 28 |
| 2022-03-02 | 2022-06-14 | -15.69 | 103 |
| 2025-05-14 | 2025-09-01 | -9.77 | 110 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-01-09 | 2024-02-26 | -7.91 | 48 |
| 2023-04-14 | 2023-10-16 | -7.87 | 184 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12256719:solusd:triple_med_gx:lsma195_140 | 12256719:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 31.88% | 43.67% |
| Worst Week | -11.66% | -51.66% |
| Best Month | 28.13% | 140.02% |
| Worst Month | -14.43% | -56.44% |
| Best Year | 76.97% | 921.46% |
| Worst Year | 28.85% | -88.97% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.5% | -1.61% |
| Avg. Up Week | 7.56% | 13.71% |
| Avg. Down Week | -3.52% | -5.94% |
| Avg. Up Month | 13.23% | 26.83% |
| Avg. Down Month | -5.54% | -22.5% |
| Win Days % | 52.72% | 50.22% |
| Win Month % | 59.38% | 52.27% |
| Win Week % | 60.34% | 48.15% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |