| Metric | 12256061:solusd:triple_med_gx:lsma265_140 | 12256061:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 159.94% | 138.66% |
| Max Drawdown | -38.46% | -93.44% |
| Sharpe | 0.45 | 0.37 |
| Sortino | 0.74 | 0.55 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 35.23 | 3.15 |
| Outlier Loss Ratio | 3.36 | 2.8 |
| Volatility (ann.) | 19.3% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.82 | 0.3 |
| Skew | 3.24 | 0.49 |
| Kurtosis | 58.88 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.25% | 2.04% |
| Expected Yearly % | 26.97% | 24.29% |
| Kelly Criterion | 5.26% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.26% |
| Expected Shortfall (cVaR) | -1.64% | -4.26% |
| Year | 12256061:SOLUSD | 12256061:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 57.11 | -0.65 | + |
| 2023 | 921.46 | 76.76 | 0.08 | - |
| 2024 | 85.41 | -6.45 | -0.08 | - |
| 2025 | 5.60 | 0.06 | 0.01 | - |
| Metric | 12256061:solusd:triple_med_gx:lsma265_140 | 12256061:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.34% | 26.39% |
| 6M | 11.09% | 38.87% |
| YTD | 0.06% | 5.6% |
| 1Y | 12.51% | 47.35% |
| 3Y (ann.) | 10.63% | 84.92% |
| 5Y (ann.) | 31.51% | 28.33% |
| Metric | 12256061:solusd:triple_med_gx:lsma265_140 | 12256061:SOLUSD |
|---|---|---|
| Max Drawdown | -38.46% | -93.44% |
| Longest DD Days | 422.0 | 703.0 |
| Avg. Drawdown | -7.13% | -11.46% |
| Avg. Drawdown Days | 34.0 | 43.0 |
| Recovery Factor | 4.16 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-05-22 | -38.46 | 422 |
| 2022-10-06 | 2023-01-26 | -33.85 | 111 |
| 2025-05-23 | 2025-09-01 | -20.66 | 101 |
| 2022-07-30 | 2022-10-06 | -17.13 | 67 |
| 2023-11-24 | 2024-03-01 | -16.31 | 97 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -14.18 | 72 |
| 2023-04-12 | 2023-10-16 | -13.13 | 186 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-10-20 | 2023-11-22 | -8.78 | 33 |
| Metric | 12256061:solusd:triple_med_gx:lsma265_140 | 12256061:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 61.54% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 76.76% | 921.46% |
| Worst Year | -6.45% | -88.07% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.53% | -1.59% |
| Avg. Up Week | 10.08% | 13.08% |
| Avg. Down Week | -4.47% | -9.42% |
| Avg. Up Month | 14.89% | 38.13% |
| Avg. Down Month | -7.35% | -22.74% |
| Win Days % | 48.09% | 50.25% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 49.21% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |