| Metric | 12257228:solusd:triple_med_gx:lsma60_140 | 12257228:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 303.87% | 107.41% |
| Max Drawdown | -38.67% | -93.44% |
| Sharpe | 0.56 | 0.35 |
| Sortino | 0.96 | 0.52 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 2.2 | 1.07 |
| CPC Index | 0.77 | 0.58 |
| Tail Ratio | 1.72 | 1.01 |
| Outlier Win Ratio | 34.99 | 3.21 |
| Outlier Loss Ratio | 2.96 | 2.82 |
| Volatility (ann.) | 21.59% | 50.11% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.24 | 0.24 |
| Skew | 4.17 | 0.48 |
| Kurtosis | 80.66 | 11.18 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.22% | 1.67% |
| Expected Yearly % | 41.76% | 20.01% |
| Kelly Criterion | 8.95% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.27% |
| Expected Shortfall (cVaR) | -1.83% | -4.27% |
| Year | 12257228:SOLUSD | 12257228:solusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.63 | 68.24 | -0.76 | + |
| 2023 | 921.46 | 54.75 | 0.06 | - |
| 2024 | 85.41 | 33.03 | 0.39 | - |
| 2025 | 5.60 | 16.61 | 2.96 | + |
| Metric | 12257228:solusd:triple_med_gx:lsma60_140 | 12257228:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.52% | 26.39% |
| 6M | 33.75% | 38.87% |
| YTD | 16.61% | 5.6% |
| 1Y | 41.34% | 47.35% |
| 3Y (ann.) | 29.04% | 84.92% |
| 5Y (ann.) | 48.12% | 22.79% |
| Metric | 12257228:solusd:triple_med_gx:lsma60_140 | 12257228:SOLUSD |
|---|---|---|
| Max Drawdown | -38.67% | -93.44% |
| Longest DD Days | 342.0 | 703.0 |
| Avg. Drawdown | -6.91% | -12.81% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 7.86 | 1.15 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-10-20 | -38.67 | 342 |
| 2024-04-01 | 2024-11-06 | -30.83 | 219 |
| 2025-03-03 | 2025-05-08 | -27.46 | 66 |
| 2024-11-29 | 2025-03-02 | -20.08 | 93 |
| 2022-07-30 | 2022-11-10 | -18.89 | 103 |
| 2023-11-25 | 2024-02-26 | -15.38 | 92 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2025-05-11 | 2025-09-01 | -10.49 | 113 |
| 2022-04-11 | 2022-05-13 | -10.12 | 32 |
| 2022-05-13 | 2022-05-15 | -9.83 | 1 |
| Metric | 12257228:solusd:triple_med_gx:lsma60_140 | 12257228:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 23.97% | 43.67% |
| Worst Week | -14.89% | -51.66% |
| Best Month | 35.94% | 140.02% |
| Worst Month | -10.46% | -56.44% |
| Best Year | 68.24% | 921.46% |
| Worst Year | 16.61% | -89.63% |
| Avg. Up Day | 2.07% | 2.07% |
| Avg. Down Day | -1.74% | -1.9% |
| Avg. Up Week | 8.54% | 12.95% |
| Avg. Down Week | -4.44% | -8.87% |
| Avg. Up Month | 13.27% | 29.73% |
| Avg. Down Month | -5.5% | -20.3% |
| Win Days % | 50.53% | 50.17% |
| Win Month % | 57.89% | 52.27% |
| Win Week % | 59.68% | 48.15% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |