| Metric | 12256014:solusd:triple_med_gx:lsma295_140 | 12256014:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 139.33% | 140.78% |
| Max Drawdown | -48.34% | -93.44% |
| Sharpe | 0.41 | 0.38 |
| Sortino | 0.67 | 0.56 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 32.27 | 3.17 |
| Outlier Loss Ratio | 3.39 | 2.84 |
| Volatility (ann.) | 19.92% | 50.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.59 | 0.31 |
| Skew | 2.83 | 0.49 |
| Kurtosis | 52.96 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.05% | 2.06% |
| Expected Yearly % | 24.38% | 24.57% |
| Kelly Criterion | 5.76% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12256014:SOLUSD | 12256014:solusd:triple_med_gx:lsma295_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 85.17 | -0.97 | + |
| 2023 | 921.46 | 59.95 | 0.07 | - |
| 2024 | 85.41 | -13.39 | -0.16 | - |
| 2025 | 5.60 | -6.71 | -1.20 | - |
| Metric | 12256014:solusd:triple_med_gx:lsma295_140 | 12256014:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.96% | 26.39% |
| 6M | 7.84% | 38.87% |
| YTD | -6.71% | 5.6% |
| 1Y | 7.5% | 47.35% |
| 3Y (ann.) | 0.68% | 84.92% |
| 5Y (ann.) | 28.63% | 28.86% |
| Metric | 12256014:solusd:triple_med_gx:lsma295_140 | 12256014:SOLUSD |
|---|---|---|
| Max Drawdown | -48.34% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.53% | -10.7% |
| Avg. Drawdown Days | 31.0 | 41.0 |
| Recovery Factor | 2.88 | 1.51 |
| Ulcer Index | 1.06 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -48.34 | 518 |
| 2022-10-06 | 2023-01-25 | -33.87 | 111 |
| 2023-04-23 | 2023-10-20 | -19.11 | 179 |
| 2022-07-30 | 2022-09-27 | -17.13 | 58 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -15.60 | 72 |
| 2024-01-02 | 2024-03-25 | -14.23 | 83 |
| 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 | 12256014:solusd:triple_med_gx:lsma295_140 | 12256014: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 | -20.41% | -56.44% |
| Best Year | 85.17% | 921.46% |
| Worst Year | -13.39% | -87.96% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.48% | -1.55% |
| Avg. Up Week | 9.87% | 12.66% |
| Avg. Down Week | -4.69% | -7.61% |
| Avg. Up Month | 16.4% | 40.06% |
| Avg. Down Month | -8.04% | -19.02% |
| Win Days % | 48.44% | 50.23% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 49.21% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |