| Metric | 12255321:solusd:triple_med_gx:lsma140_135 | 12255321:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 25.29% | 88.4% |
| Max Drawdown | -8.88% | -93.44% |
| Sharpe | 0.31 | 0.34 |
| Sortino | 0.57 | 0.51 |
| Payoff Ratio | 1.53 | 1.26 |
| Profit Factor | 1.53 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.03 | 0.67 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 265.37 | 2.15 |
| Outlier Loss Ratio | 3.72 | 1.94 |
| Volatility (ann.) | 5.78% | 50.51% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.77 | 0.22 |
| Skew | 10.97 | 0.48 |
| Kurtosis | 492.7 | 11.26 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.54% | 1.52% |
| Expected Yearly % | 5.8% | 17.16% |
| Kelly Criterion | 7.45% | 10.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -4.3% |
| Expected Shortfall (cVaR) | -0.49% | -4.3% |
| Year | 12255321:SOLUSD | 12255321:solusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 19.57 | -0.22 | + |
| 2023 | 921.46 | 8.29 | 0.01 | - |
| 2024 | 85.41 | -0.76 | -0.01 | - |
| 2025 | -8.87 | -2.50 | 0.28 | + |
| Metric | 12255321:solusd:triple_med_gx:lsma140_135 | 12255321:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.28% | 36.47% |
| 6M | -2.5% | -8.22% |
| YTD | -2.5% | -8.87% |
| 1Y | -0.48% | 7.09% |
| 3Y (ann.) | 5.67% | 63.14% |
| 5Y (ann.) | 6.84% | 20.44% |
| Metric | 12255321:solusd:triple_med_gx:lsma140_135 | 12255321:SOLUSD |
|---|---|---|
| Max Drawdown | -8.88% | -93.44% |
| Longest DD Days | 526.0 | 703.0 |
| Avg. Drawdown | -3.8% | -12.93% |
| Avg. Drawdown Days | 155.0 | 45.0 |
| Recovery Factor | 2.85 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-10 | 2023-12-22 | -8.88 | 406 |
| 2022-07-30 | 2022-11-05 | -6.03 | 97 |
| 2024-02-06 | 2025-07-17 | -5.96 | 526 |
| 2022-07-29 | 2022-07-30 | -4.49 | 1 |
| 2022-06-03 | 2022-07-27 | -0.86 | 54 |
| 2022-07-28 | 2022-07-28 | -0.18 | 0 |
| 2022-03-18 | 2022-03-18 | -0.18 | 0 |
| Metric | 12255321:solusd:triple_med_gx:lsma140_135 | 12255321:SOLUSD |
|---|---|---|
| Best Day | 9.38% | 30.09% |
| Worst Day | -6.26% | -26.94% |
| Best Week | 6.48% | 43.67% |
| Worst Week | -2.28% | -51.66% |
| Best Month | 10.77% | 140.02% |
| Worst Month | -2.28% | -56.44% |
| Best Year | 19.57% | 921.46% |
| Worst Year | -2.5% | -89.08% |
| Avg. Up Day | 1.75% | 1.81% |
| Avg. Down Day | -1.15% | -1.43% |
| Avg. Up Week | 3.97% | 8.62% |
| Avg. Down Week | -0.64% | -13.65% |
| Avg. Up Month | 4.77% | 21.7% |
| Avg. Down Month | -1.03% | -25.88% |
| Win Days % | 44.09% | 50.15% |
| Win Month % | 42.11% | 52.38% |
| Win Week % | 39.13% | 47.51% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 50.0% |