| Metric | 12256010:solusd:triple_med_gx:lsma290_140 | 12256010:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 146.31% | 146.51% |
| Max Drawdown | -47.52% | -93.44% |
| Sharpe | 0.43 | 0.38 |
| Sortino | 0.7 | 0.56 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 32.52 | 3.17 |
| Outlier Loss Ratio | 3.38 | 2.82 |
| Volatility (ann.) | 19.83% | 50.12% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.62 | 0.32 |
| Skew | 2.91 | 0.49 |
| Kurtosis | 53.74 | 11.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.12% | 2.12% |
| Expected Yearly % | 25.28% | 25.3% |
| Kelly Criterion | 5.78% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12256010:SOLUSD | 12256010:solusd:triple_med_gx:lsma290_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 79.25 | -0.90 | + |
| 2023 | 921.46 | 67.90 | 0.07 | - |
| 2024 | 85.41 | -12.73 | -0.15 | - |
| 2025 | 5.60 | -6.22 | -1.11 | - |
| Metric | 12256010:solusd:triple_med_gx:lsma290_140 | 12256010:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.5% | 26.39% |
| 6M | 8.4% | 38.87% |
| YTD | -6.22% | 5.6% |
| 1Y | 2.6% | 47.35% |
| 3Y (ann.) | 1.36% | 84.92% |
| 5Y (ann.) | 29.65% | 29.68% |
| Metric | 12256010:solusd:triple_med_gx:lsma290_140 | 12256010:SOLUSD |
|---|---|---|
| Max Drawdown | -47.52% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.52% | -10.15% |
| Avg. Drawdown Days | 30.0 | 39.0 |
| Recovery Factor | 3.08 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.52 | 518 |
| 2022-10-06 | 2023-01-25 | -34.56 | 111 |
| 2022-07-30 | 2022-10-04 | -17.13 | 65 |
| 2024-01-02 | 2024-03-25 | -16.51 | 83 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -15.60 | 72 |
| 2023-04-23 | 2023-10-20 | -15.41 | 179 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-11-20 | 2023-11-25 | -11.59 | 4 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| Metric | 12256010:solusd:triple_med_gx:lsma290_140 | 12256010: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 | 79.25% | 921.46% |
| Worst Year | -12.73% | -87.67% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.48% | -1.54% |
| Avg. Up Week | 10.3% | 13.31% |
| Avg. Down Week | -4.6% | -7.61% |
| Avg. Up Month | 14.95% | 39.57% |
| Avg. Down Month | -8.35% | -19.22% |
| Win Days % | 48.2% | 50.24% |
| Win Month % | 53.12% | 51.16% |
| Win Week % | 47.62% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |