| Metric | 12256025:solusd:triple_med_gx:lsma80_140 | 12256025:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 66.3% | 76.94% |
| Max Drawdown | -47.32% | -93.44% |
| Sharpe | 0.3 | 0.33 |
| Sortino | 0.47 | 0.49 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.36 | 1.05 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 42.3 | 3.03 |
| Outlier Loss Ratio | 3.47 | 2.75 |
| Volatility (ann.) | 15.96% | 50.1% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.32 | 0.19 |
| Skew | 1.69 | 0.47 |
| Kurtosis | 45.02 | 11.14 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.16% | 1.31% |
| Expected Yearly % | 13.56% | 15.33% |
| Kelly Criterion | 2.64% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.27% |
| Expected Shortfall (cVaR) | -1.36% | -4.27% |
| Year | 12256025:SOLUSD | 12256025:solusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 64.04 | -0.70 | + |
| 2023 | 921.46 | 77.17 | 0.08 | - |
| 2024 | 85.41 | -19.44 | -0.23 | - |
| 2025 | 5.60 | -28.97 | -5.17 | - |
| Metric | 12256025:solusd:triple_med_gx:lsma80_140 | 12256025:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 1.85% | 26.39% |
| 6M | -15.79% | 38.87% |
| YTD | -28.97% | 5.6% |
| 1Y | -34.08% | 47.35% |
| 3Y (ann.) | 12.75% | 84.92% |
| 5Y (ann.) | 15.3% | 17.32% |
| Metric | 12256025:solusd:triple_med_gx:lsma80_140 | 12256025:SOLUSD |
|---|---|---|
| Max Drawdown | -47.32% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -6.74% | -14.41% |
| Avg. Drawdown Days | 37.0 | 56.0 |
| Recovery Factor | 1.4 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -47.32 | 592 |
| 2022-04-20 | 2022-08-08 | -18.47 | 109 |
| 2022-10-25 | 2022-11-23 | -16.68 | 28 |
| 2023-04-12 | 2023-12-02 | -16.16 | 233 |
| 2022-02-23 | 2022-02-25 | -12.36 | 2 |
| 2023-03-14 | 2023-04-11 | -12.29 | 27 |
| 2022-08-08 | 2022-09-27 | -11.50 | 49 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2024-01-12 | 2024-01-14 | -7.65 | 2 |
| 2023-12-04 | 2023-12-07 | -7.19 | 3 |
| Metric | 12256025:solusd:triple_med_gx:lsma80_140 | 12256025:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.18% | -26.94% |
| Best Week | 24.15% | 43.67% |
| Worst Week | -13.72% | -51.66% |
| Best Month | 24.15% | 140.02% |
| Worst Month | -15.65% | -56.44% |
| Best Year | 77.17% | 921.46% |
| Worst Year | -28.97% | -91.15% |
| Avg. Up Day | 1.69% | 1.7% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 7.33% | 12.58% |
| Avg. Down Week | -5.35% | -7.99% |
| Avg. Up Month | 9.46% | 38.27% |
| Avg. Down Month | -6.43% | -19.98% |
| Win Days % | 47.79% | 50.12% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 49.25% | 47.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |