| Metric | 12256006:solusd:triple_med_gx:lsma270_140 | 12256006:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 204.52% | 125.87% |
| Max Drawdown | -37.56% | -93.44% |
| Sharpe | 0.51 | 0.37 |
| Sortino | 0.84 | 0.54 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.57 | 1.06 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 33.85 | 3.14 |
| Outlier Loss Ratio | 3.42 | 2.8 |
| Volatility (ann.) | 19.42% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.0 | 0.28 |
| Skew | 3.08 | 0.48 |
| Kurtosis | 57.9 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.62% | 1.91% |
| Expected Yearly % | 32.1% | 22.59% |
| Kelly Criterion | 6.79% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12256006:SOLUSD | 12256006:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 78.44 | -0.88 | + |
| 2023 | 921.46 | 55.14 | 0.06 | - |
| 2024 | 85.41 | 9.97 | 0.12 | - |
| 2025 | 5.60 | 0.03 | 0.01 | - |
| Metric | 12256006:solusd:triple_med_gx:lsma270_140 | 12256006:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.41% | 26.39% |
| 6M | 13.46% | 38.87% |
| YTD | 0.03% | 5.6% |
| 1Y | 15.56% | 47.35% |
| 3Y (ann.) | 12.19% | 84.92% |
| 5Y (ann.) | 37.65% | 26.34% |
| Metric | 12256006:solusd:triple_med_gx:lsma270_140 | 12256006:SOLUSD |
|---|---|---|
| Max Drawdown | -37.56% | -93.44% |
| Longest DD Days | 415.0 | 703.0 |
| Avg. Drawdown | -6.66% | -11.8% |
| Avg. Drawdown Days | 33.0 | 45.0 |
| Recovery Factor | 5.44 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-21 | -37.56 | 415 |
| 2022-07-30 | 2023-01-03 | -30.68 | 157 |
| 2023-01-29 | 2023-04-23 | -18.31 | 83 |
| 2024-01-02 | 2024-03-01 | -16.83 | 58 |
| 2023-04-23 | 2023-10-20 | -16.17 | 179 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-05-23 | 2025-09-01 | -14.46 | 101 |
| 2022-04-10 | 2022-06-15 | -13.77 | 66 |
| 2023-11-20 | 2024-01-01 | -11.59 | 42 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| Metric | 12256006:solusd:triple_med_gx:lsma270_140 | 12256006: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 | 78.44% | 921.46% |
| Worst Year | 0.03% | -88.71% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.48% | -1.54% |
| Avg. Up Week | 10.89% | 13.38% |
| Avg. Down Week | -3.98% | -7.61% |
| Avg. Up Month | 17.1% | 37.46% |
| Avg. Down Month | -7.26% | -17.64% |
| Win Days % | 48.21% | 50.24% |
| Win Month % | 48.39% | 51.16% |
| Win Week % | 46.03% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |