| Metric | 12256015:solusd:triple_med_gx:lsma285_140 | 12256015:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 128.97% | 142.61% |
| Max Drawdown | -46.37% | -93.44% |
| Sharpe | 0.4 | 0.38 |
| Sortino | 0.65 | 0.56 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 33.26 | 3.16 |
| Outlier Loss Ratio | 3.38 | 2.82 |
| Volatility (ann.) | 19.7% | 50.11% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.58 | 0.31 |
| Skew | 2.94 | 0.49 |
| Kurtosis | 55.07 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.95% | 2.08% |
| Expected Yearly % | 23.01% | 24.8% |
| Kelly Criterion | 5.33% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12256015:SOLUSD | 12256015:solusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 69.58 | -0.79 | + |
| 2023 | 921.46 | 52.47 | 0.06 | - |
| 2024 | 85.41 | -8.52 | -0.10 | - |
| 2025 | 5.60 | -3.20 | -0.57 | - |
| Metric | 12256015:solusd:triple_med_gx:lsma285_140 | 12256015:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.43% | 26.39% |
| 6M | 11.89% | 38.87% |
| YTD | -3.2% | 5.6% |
| 1Y | 9.5% | 47.35% |
| 3Y (ann.) | 2.05% | 84.92% |
| 5Y (ann.) | 26.93% | 29.06% |
| Metric | 12256015:solusd:triple_med_gx:lsma285_140 | 12256015:SOLUSD |
|---|---|---|
| Max Drawdown | -46.37% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.93% | -10.49% |
| Avg. Drawdown Days | 38.0 | 40.0 |
| Recovery Factor | 2.78 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -46.37 | 518 |
| 2022-07-30 | 2023-01-25 | -35.66 | 179 |
| 2023-04-23 | 2024-01-01 | -20.30 | 253 |
| 2023-01-29 | 2023-04-12 | -17.00 | 72 |
| 2024-01-02 | 2024-03-25 | -16.51 | 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 | 12256015:solusd:triple_med_gx:lsma285_140 | 12256015: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 | 69.58% | 921.46% |
| Worst Year | -8.52% | -87.87% |
| Avg. Up Day | 1.82% | 1.82% |
| Avg. Down Day | -1.49% | -1.55% |
| Avg. Up Week | 9.46% | 13.56% |
| Avg. Down Week | -4.95% | -7.58% |
| Avg. Up Month | 16.4% | 38.26% |
| Avg. Down Month | -6.95% | -18.36% |
| Win Days % | 47.94% | 50.25% |
| Win Month % | 42.42% | 51.16% |
| Win Week % | 50.0% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |