| Metric | 12256812:solusd:triple_med_gx:lsma90_140 | 12256812:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 445.38% | 76.94% |
| Max Drawdown | -46.63% | -93.44% |
| Sharpe | 0.59 | 0.33 |
| Sortino | 0.95 | 0.49 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.26 | 1.05 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 18.55 | 3.44 |
| Outlier Loss Ratio | 3.48 | 2.98 |
| Volatility (ann.) | 25.49% | 50.1% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.3 | 0.19 |
| Skew | 1.8 | 0.47 |
| Kurtosis | 25.34 | 11.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.93% | 1.31% |
| Expected Yearly % | 52.82% | 15.33% |
| Kelly Criterion | 6.26% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -4.27% |
| Expected Shortfall (cVaR) | -2.15% | -4.27% |
| Year | 12256812:SOLUSD | 12256812:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 24.26 | -0.27 | + |
| 2023 | 921.46 | 158.14 | 0.17 | - |
| 2024 | 85.41 | 14.54 | 0.17 | - |
| 2025 | 5.60 | 48.44 | 8.64 | + |
| Metric | 12256812:solusd:triple_med_gx:lsma90_140 | 12256812:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 10.51% | 26.39% |
| 6M | 42.81% | 38.87% |
| YTD | 48.44% | 5.6% |
| 1Y | 61.12% | 47.35% |
| 3Y (ann.) | 49.51% | 84.92% |
| 5Y (ann.) | 60.77% | 17.32% |
| Metric | 12256812:solusd:triple_med_gx:lsma90_140 | 12256812:SOLUSD |
|---|---|---|
| Max Drawdown | -46.63% | -93.44% |
| Longest DD Days | 402.0 | 703.0 |
| Avg. Drawdown | -6.62% | -14.41% |
| Avg. Drawdown Days | 28.0 | 56.0 |
| Recovery Factor | 9.55 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-08 | -46.63 | 402 |
| 2022-08-25 | 2023-03-12 | -39.47 | 199 |
| 2023-04-30 | 2023-12-07 | -21.09 | 220 |
| 2022-05-16 | 2022-08-05 | -16.80 | 81 |
| 2025-05-14 | 2025-08-12 | -15.54 | 90 |
| 2024-01-11 | 2024-02-28 | -14.50 | 48 |
| 2022-04-20 | 2022-05-13 | -13.34 | 22 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-05-13 | 2022-05-15 | -9.83 | 1 |
| 2022-04-14 | 2022-04-19 | -9.18 | 5 |
| Metric | 12256812:solusd:triple_med_gx:lsma90_140 | 12256812:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 35.3% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 31.48% | 140.02% |
| Worst Month | -28.56% | -56.44% |
| Best Year | 158.14% | 921.46% |
| Worst Year | 14.54% | -91.15% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.53% | -1.57% |
| Avg. Up Week | 9.49% | 9.95% |
| Avg. Down Week | -5.28% | -7.59% |
| Avg. Up Month | 12.66% | 38.51% |
| Avg. Down Month | -8.76% | -22.49% |
| Win Days % | 49.64% | 50.12% |
| Win Month % | 60.98% | 50.0% |
| Win Week % | 55.1% | 47.89% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |