| Metric | 12256003:solusd:triple_med_gx:lsma245_140 | 12256003:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 196.47% | 101.31% |
| Max Drawdown | -39.79% | -93.44% |
| Sharpe | 0.5 | 0.35 |
| Sortino | 0.84 | 0.52 |
| Payoff Ratio | 1.3 | 1.22 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.73 | 1.05 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.4 | 1.0 |
| Outlier Win Ratio | 37.04 | 3.07 |
| Outlier Loss Ratio | 3.33 | 2.77 |
| Volatility (ann.) | 18.87% | 50.05% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.91 | 0.24 |
| Skew | 3.3 | 0.49 |
| Kurtosis | 64.83 | 11.41 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.56% | 1.64% |
| Expected Yearly % | 31.22% | 19.12% |
| Kelly Criterion | 7.03% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.26% |
| Expected Shortfall (cVaR) | -1.6% | -4.26% |
| Year | 12256003:SOLUSD | 12256003:solusd:triple_med_gx:lsma245_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 89.57 | -1.00 | + |
| 2023 | 921.46 | 63.37 | 0.07 | - |
| 2024 | 85.41 | -13.46 | -0.16 | - |
| 2025 | 5.60 | 10.62 | 1.89 | + |
| Metric | 12256003:solusd:triple_med_gx:lsma245_140 | 12256003:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -6.31% | 26.39% |
| 6M | 17.94% | 38.87% |
| YTD | 10.62% | 5.6% |
| 1Y | 25.82% | 47.35% |
| 3Y (ann.) | 11.54% | 84.92% |
| 5Y (ann.) | 36.4% | 22.12% |
| Metric | 12256003:solusd:triple_med_gx:lsma245_140 | 12256003:SOLUSD |
|---|---|---|
| Max Drawdown | -39.79% | -93.44% |
| Longest DD Days | 607.0 | 703.0 |
| Avg. Drawdown | -6.12% | -13.15% |
| Avg. Drawdown Days | 39.0 | 50.0 |
| Recovery Factor | 4.94 | 1.08 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-02 | 2025-09-01 | -39.79 | 607 |
| 2022-07-30 | 2023-01-03 | -29.40 | 157 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-04-23 | 2023-10-20 | -15.12 | 179 |
| 2023-01-29 | 2023-04-12 | -14.81 | 72 |
| 2023-11-20 | 2024-01-01 | -11.59 | 42 |
| 2022-04-10 | 2022-06-15 | -10.04 | 66 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2022-03-11 | 2022-03-16 | -5.45 | 4 |
| 2022-07-29 | 2022-07-30 | -4.49 | 1 |
| Metric | 12256003:solusd:triple_med_gx:lsma245_140 | 12256003:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 72.26% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 89.57% | 921.46% |
| Worst Year | -13.46% | -89.93% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.51% | -1.63% |
| Avg. Up Week | 10.37% | 13.96% |
| Avg. Down Week | -4.24% | -9.75% |
| Avg. Up Month | 18.16% | 36.85% |
| Avg. Down Month | -7.84% | -25.72% |
| Win Days % | 47.39% | 50.23% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 50.0% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |