| Metric | 12256884:solusd:triple_med_gx:lsma175_140 | 12256884:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 189.01% | 113.24% |
| Max Drawdown | -20.42% | -93.44% |
| Sharpe | 0.6 | 0.36 |
| Sortino | 1.02 | 0.53 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 56.84 | 2.83 |
| Outlier Loss Ratio | 3.46 | 2.56 |
| Volatility (ann.) | 14.07% | 50.12% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.71 | 0.25 |
| Skew | 4.21 | 0.48 |
| Kurtosis | 112.79 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.44% | 1.74% |
| Expected Yearly % | 30.38% | 20.84% |
| Kelly Criterion | 9.67% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.27% |
| Expected Shortfall (cVaR) | -1.19% | -4.27% |
| Year | 12256884:SOLUSD | 12256884:solusd:triple_med_gx:lsma175_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.34 | 51.93 | -0.58 | + |
| 2023 | 921.46 | 23.67 | 0.03 | - |
| 2024 | 85.41 | 45.58 | 0.53 | - |
| 2025 | 5.60 | 5.66 | 1.01 | + |
| Metric | 12256884:solusd:triple_med_gx:lsma175_140 | 12256884:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 4.32% | 26.39% |
| 6M | 2.97% | 38.87% |
| YTD | 5.66% | 5.6% |
| 1Y | 10.79% | 47.35% |
| 3Y (ann.) | 22.69% | 84.92% |
| 5Y (ann.) | 34.87% | 23.79% |
| Metric | 12256884:solusd:triple_med_gx:lsma175_140 | 12256884:SOLUSD |
|---|---|---|
| Max Drawdown | -20.42% | -93.44% |
| Longest DD Days | 265.0 | 703.0 |
| Avg. Drawdown | -4.6% | -12.19% |
| Avg. Drawdown Days | 33.0 | 47.0 |
| Recovery Factor | 9.26 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-10 | -20.42 | 157 |
| 2022-07-19 | 2023-04-11 | -15.68 | 265 |
| 2022-06-16 | 2022-07-18 | -14.98 | 32 |
| 2022-04-14 | 2022-06-15 | -12.62 | 62 |
| 2023-04-30 | 2024-01-07 | -11.66 | 251 |
| 2024-11-12 | 2024-12-03 | -7.92 | 21 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2024-08-06 | 2024-09-09 | -7.25 | 34 |
| 2024-05-21 | 2024-06-05 | -6.65 | 15 |
| 2025-05-14 | 2025-09-01 | -6.14 | 110 |
| Metric | 12256884:solusd:triple_med_gx:lsma175_140 | 12256884:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 19.47% | 43.67% |
| Worst Week | -10.67% | -51.66% |
| Best Month | 19.14% | 140.02% |
| Worst Month | -14.49% | -56.44% |
| Best Year | 51.93% | 921.46% |
| Worst Year | 5.66% | -89.34% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.42% | -1.47% |
| Avg. Up Week | 5.83% | 15.1% |
| Avg. Down Week | -2.93% | -6.33% |
| Avg. Up Month | 8.94% | 24.9% |
| Avg. Down Month | -5.01% | -21.24% |
| Win Days % | 49.6% | 50.18% |
| Win Month % | 68.57% | 52.27% |
| Win Week % | 64.81% | 48.15% |
| Win Quarter % | 86.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |