| Metric | 12256004:solusd:triple_med_gx:lsma260_140 | 12256004:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 175.33% | 135.78% |
| Max Drawdown | -36.79% | -93.44% |
| Sharpe | 0.47 | 0.37 |
| Sortino | 0.78 | 0.55 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 34.82 | 3.1 |
| Outlier Loss Ratio | 3.35 | 2.79 |
| Volatility (ann.) | 19.27% | 50.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.92 | 0.3 |
| Skew | 3.11 | 0.49 |
| Kurtosis | 59.69 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.38% | 2.01% |
| Expected Yearly % | 28.81% | 23.92% |
| Kelly Criterion | 6.27% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.26% |
| Expected Shortfall (cVaR) | -1.63% | -4.26% |
| Year | 12256004:SOLUSD | 12256004:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 76.63 | -0.87 | + |
| 2023 | 921.46 | 51.56 | 0.06 | - |
| 2024 | 85.41 | 3.87 | 0.05 | - |
| 2025 | 5.60 | -0.98 | -0.17 | - |
| Metric | 12256004:solusd:triple_med_gx:lsma260_140 | 12256004:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.98% | 26.39% |
| 6M | 9.38% | 38.87% |
| YTD | -0.98% | 5.6% |
| 1Y | 13.56% | 47.35% |
| 3Y (ann.) | 7.81% | 84.92% |
| 5Y (ann.) | 33.66% | 27.86% |
| Metric | 12256004:solusd:triple_med_gx:lsma260_140 | 12256004:SOLUSD |
|---|---|---|
| Max Drawdown | -36.79% | -93.44% |
| Longest DD Days | 415.0 | 703.0 |
| Avg. Drawdown | -6.83% | -11.51% |
| Avg. Drawdown Days | 37.0 | 43.0 |
| Recovery Factor | 4.77 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-21 | -36.79 | 415 |
| 2022-07-30 | 2023-01-25 | -33.49 | 179 |
| 2023-04-23 | 2024-01-01 | -22.09 | 253 |
| 2024-01-02 | 2024-03-24 | -18.29 | 82 |
| 2023-01-29 | 2023-04-12 | -15.86 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-05-21 | 2025-09-01 | -14.66 | 103 |
| 2022-04-10 | 2022-06-15 | -11.03 | 66 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12256004:solusd:triple_med_gx:lsma260_140 | 12256004: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 | 76.63% | 921.46% |
| Worst Year | -0.98% | -88.21% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.51% | -1.61% |
| Avg. Up Week | 11.0% | 14.69% |
| Avg. Down Week | -4.27% | -9.2% |
| Avg. Up Month | 16.19% | 37.93% |
| Avg. Down Month | -6.26% | -21.24% |
| Win Days % | 47.87% | 50.26% |
| Win Month % | 43.75% | 51.16% |
| Win Week % | 45.16% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |