| Metric | 12256753:solusd:triple_med_gx:lsma75_140 | 12256753:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 361.94% | 76.94% |
| Max Drawdown | -42.71% | -93.44% |
| Sharpe | 0.55 | 0.33 |
| Sortino | 0.89 | 0.49 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.23 | 1.05 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 19.76 | 3.38 |
| Outlier Loss Ratio | 3.36 | 2.97 |
| Volatility (ann.) | 25.25% | 50.1% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.25 | 0.19 |
| Skew | 2.18 | 0.47 |
| Kurtosis | 31.78 | 11.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.54% | 1.31% |
| Expected Yearly % | 46.6% | 15.33% |
| Kelly Criterion | 6.06% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -4.27% |
| Expected Shortfall (cVaR) | -2.14% | -4.27% |
| Year | 12256753:SOLUSD | 12256753:solusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 10.29 | -0.11 | + |
| 2023 | 921.46 | 106.20 | 0.12 | - |
| 2024 | 85.41 | 34.51 | 0.40 | - |
| 2025 | 5.60 | 51.02 | 9.10 | + |
| Metric | 12256753:solusd:triple_med_gx:lsma75_140 | 12256753:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 19.2% | 26.39% |
| 6M | 52.45% | 38.87% |
| YTD | 51.02% | 5.6% |
| 1Y | 57.26% | 47.35% |
| 3Y (ann.) | 44.53% | 84.92% |
| 5Y (ann.) | 53.47% | 17.32% |
| Metric | 12256753:solusd:triple_med_gx:lsma75_140 | 12256753:SOLUSD |
|---|---|---|
| Max Drawdown | -42.71% | -93.44% |
| Longest DD Days | 248.0 | 703.0 |
| Avg. Drawdown | -7.74% | -14.41% |
| Avg. Drawdown Days | 28.0 | 56.0 |
| Recovery Factor | 8.47 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-03-12 | -42.71 | 199 |
| 2024-04-01 | 2024-12-05 | -41.47 | 248 |
| 2024-12-05 | 2025-05-08 | -19.75 | 154 |
| 2022-05-16 | 2022-06-15 | -16.70 | 30 |
| 2022-06-16 | 2022-07-14 | -15.70 | 28 |
| 2023-06-22 | 2023-12-02 | -15.38 | 163 |
| 2023-04-30 | 2023-06-20 | -13.15 | 51 |
| 2025-06-11 | 2025-08-07 | -12.88 | 57 |
| 2022-04-20 | 2022-05-13 | -12.75 | 22 |
| 2024-01-11 | 2024-02-26 | -12.59 | 46 |
| Metric | 12256753:solusd:triple_med_gx:lsma75_140 | 12256753:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.54% | 43.67% |
| Worst Week | -18.76% | -51.66% |
| Best Month | 33.65% | 140.02% |
| Worst Month | -21.45% | -56.44% |
| Best Year | 106.2% | 921.46% |
| Worst Year | 10.29% | -91.15% |
| Avg. Up Day | 1.79% | 1.79% |
| Avg. Down Day | -1.58% | -1.63% |
| Avg. Up Week | 8.72% | 11.07% |
| Avg. Down Week | -5.19% | -8.89% |
| Avg. Up Month | 11.3% | 39.84% |
| Avg. Down Month | -8.59% | -24.97% |
| Win Days % | 50.03% | 50.12% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 52.63% | 47.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |