| Metric | 12256007:solusd:triple_med_gx:lsma265_140 | 12256007:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 196.72% | 138.66% |
| Max Drawdown | -37.41% | -93.44% |
| Sharpe | 0.5 | 0.37 |
| Sortino | 0.82 | 0.55 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 34.06 | 3.11 |
| Outlier Loss Ratio | 3.39 | 2.8 |
| Volatility (ann.) | 19.36% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.98 | 0.3 |
| Skew | 3.1 | 0.49 |
| Kurtosis | 58.58 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.56% | 2.04% |
| Expected Yearly % | 31.25% | 24.29% |
| Kelly Criterion | 6.56% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.26% |
| Expected Shortfall (cVaR) | -1.64% | -4.26% |
| Year | 12256007:SOLUSD | 12256007:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 80.40 | -0.91 | + |
| 2023 | 921.46 | 54.01 | 0.06 | - |
| 2024 | 85.41 | 7.09 | 0.08 | - |
| 2025 | 5.60 | -0.28 | -0.05 | - |
| Metric | 12256007:solusd:triple_med_gx:lsma265_140 | 12256007:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.98% | 26.39% |
| 6M | 10.16% | 38.87% |
| YTD | -0.28% | 5.6% |
| 1Y | 14.42% | 47.35% |
| 3Y (ann.) | 11.86% | 84.92% |
| 5Y (ann.) | 36.59% | 28.33% |
| Metric | 12256007:solusd:triple_med_gx:lsma265_140 | 12256007:SOLUSD |
|---|---|---|
| Max Drawdown | -37.41% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.42% | -11.46% |
| Avg. Drawdown Days | 36.0 | 43.0 |
| Recovery Factor | 5.26 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -37.41 | 518 |
| 2022-07-30 | 2023-01-03 | -29.91 | 157 |
| 2023-01-29 | 2023-10-20 | -20.74 | 263 |
| 2024-01-02 | 2024-03-01 | -18.58 | 58 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 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 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2022-03-11 | 2022-03-16 | -5.45 | 4 |
| Metric | 12256007:solusd:triple_med_gx:lsma265_140 | 12256007: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 | 80.4% | 921.46% |
| Worst Year | -0.28% | -88.07% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.49% | -1.56% |
| Avg. Up Week | 10.33% | 13.58% |
| Avg. Down Week | -4.25% | -7.41% |
| Avg. Up Month | 16.9% | 38.07% |
| Avg. Down Month | -7.26% | -18.31% |
| Win Days % | 47.99% | 50.25% |
| Win Month % | 45.16% | 51.16% |
| Win Week % | 49.21% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |