| Metric | 12255219:solusd:triple_med_gx:lsma140_135 | 12255219:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 60.73% | 67.43% |
| Max Drawdown | -5.86% | -93.44% |
| Sharpe | 0.67 | 0.33 |
| Sortino | 1.52 | 0.48 |
| Payoff Ratio | 2.41 | 1.59 |
| Profit Factor | 2.41 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 2.44 | 0.84 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 226.17 | 2.15 |
| Outlier Loss Ratio | 4.83 | 1.91 |
| Volatility (ann.) | 5.42% | 50.49% |
| R^2 | 0.01 | 0.01 |
| Calmar | 2.54 | 0.17 |
| Skew | 12.91 | 0.48 |
| Kurtosis | 410.38 | 11.24 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.14% | 1.23% |
| Expected Yearly % | 12.6% | 13.75% |
| Kelly Criterion | 17.96% | 18.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -4.3% |
| Expected Shortfall (cVaR) | -0.46% | -4.3% |
| Year | 12255219:SOLUSD | 12255219:solusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.30 | 21.62 | -0.24 | + |
| 2023 | 921.46 | 34.89 | 0.04 | - |
| 2024 | 85.41 | -0.46 | -0.01 | - |
| 2025 | -8.87 | -1.58 | 0.18 | + |
| Metric | 12255219:solusd:triple_med_gx:lsma140_135 | 12255219:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.58% | 36.47% |
| 6M | -1.58% | -8.22% |
| YTD | -1.58% | -8.87% |
| 1Y | -0.59% | 7.09% |
| 3Y (ann.) | 13.66% | 63.14% |
| 5Y (ann.) | 14.9% | 16.28% |
| Metric | 12255219:solusd:triple_med_gx:lsma140_135 | 12255219:SOLUSD |
|---|---|---|
| Max Drawdown | -5.86% | -93.44% |
| Longest DD Days | 499.0 | 703.0 |
| Avg. Drawdown | -1.66% | -13.91% |
| Avg. Drawdown Days | 49.0 | 49.0 |
| Recovery Factor | 10.37 | 0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2022-11-04 | -5.86 | 97 |
| 2024-03-05 | 2025-07-17 | -5.55 | 499 |
| 2022-12-07 | 2023-03-10 | -4.77 | 93 |
| 2024-03-04 | 2024-03-04 | -3.55 | 0 |
| 2023-04-24 | 2023-04-25 | -1.95 | 1 |
| 2022-06-02 | 2022-07-30 | -1.79 | 58 |
| 2024-02-04 | 2024-03-04 | -1.44 | 29 |
| 2023-06-01 | 2023-06-02 | -1.05 | 0 |
| 2023-06-03 | 2023-06-04 | -0.94 | 1 |
| 2022-11-11 | 2022-12-06 | -0.72 | 25 |
| Metric | 12255219:solusd:triple_med_gx:lsma140_135 | 12255219:SOLUSD |
|---|---|---|
| Best Day | 9.38% | 30.09% |
| Worst Day | -5.69% | -26.94% |
| Best Week | 9.77% | 43.67% |
| Worst Week | -2.38% | -51.66% |
| Best Month | 9.77% | 140.02% |
| Worst Month | -2.38% | -56.44% |
| Best Year | 34.89% | 921.46% |
| Worst Year | -1.58% | -90.3% |
| Avg. Up Day | 2.28% | 2.34% |
| Avg. Down Day | -0.95% | -1.47% |
| Avg. Up Week | 3.57% | 12.24% |
| Avg. Down Week | -0.93% | -17.26% |
| Avg. Up Month | 4.09% | 39.21% |
| Avg. Down Month | -1.42% | -17.32% |
| Win Days % | 42.05% | 50.1% |
| Win Month % | 61.9% | 50.0% |
| Win Week % | 61.54% | 47.25% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 50.0% | 50.0% |