| Metric | 12256009:solusd:triple_med_gx:lsma280_140 | 12256009:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 159.62% | 147.18% |
| Max Drawdown | -43.23% | -93.44% |
| Sharpe | 0.45 | 0.38 |
| Sortino | 0.73 | 0.56 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 33.36 | 3.16 |
| Outlier Loss Ratio | 3.39 | 2.8 |
| Volatility (ann.) | 19.63% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.73 | 0.32 |
| Skew | 2.99 | 0.49 |
| Kurtosis | 55.72 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 2.13% |
| Expected Yearly % | 26.94% | 25.39% |
| Kelly Criterion | 6.0% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12256009:SOLUSD | 12256009:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 89.86 | -1.03 | + |
| 2023 | 921.46 | 43.99 | 0.05 | - |
| 2024 | 85.41 | -5.07 | -0.06 | - |
| 2025 | 5.60 | 0.04 | 0.01 | - |
| Metric | 12256009:solusd:triple_med_gx:lsma280_140 | 12256009:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.51% | 26.39% |
| 6M | 11.97% | 38.87% |
| YTD | 0.04% | 5.6% |
| 1Y | 11.36% | 47.35% |
| 3Y (ann.) | 3.67% | 84.92% |
| 5Y (ann.) | 31.58% | 29.73% |
| Metric | 12256009:solusd:triple_med_gx:lsma280_140 | 12256009:SOLUSD |
|---|---|---|
| Max Drawdown | -43.23% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.45% | -9.92% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 3.69 | 1.58 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -43.23 | 518 |
| 2022-10-06 | 2023-01-03 | -30.82 | 89 |
| 2023-01-29 | 2024-01-02 | -23.34 | 337 |
| 2022-07-30 | 2022-10-04 | -17.13 | 65 |
| 2024-01-02 | 2024-03-24 | -17.13 | 82 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2022-07-29 | 2022-07-30 | -4.49 | 1 |
| Metric | 12256009:solusd:triple_med_gx:lsma280_140 | 12256009: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 | 89.86% | 921.46% |
| Worst Year | -5.07% | -87.64% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.48% | -1.53% |
| Avg. Up Week | 10.46% | 12.99% |
| Avg. Down Week | -4.78% | -7.58% |
| Avg. Up Month | 16.69% | 38.47% |
| Avg. Down Month | -7.61% | -17.57% |
| Win Days % | 47.87% | 50.26% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 49.18% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |