| Metric | 12256062:solusd:triple_med_gx:lsma275_140 | 12256062:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 155.37% | 142.43% |
| Max Drawdown | -47.51% | -93.44% |
| Sharpe | 0.44 | 0.38 |
| Sortino | 0.73 | 0.56 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 33.69 | 3.17 |
| Outlier Loss Ratio | 3.37 | 2.81 |
| Volatility (ann.) | 19.63% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.65 | 0.31 |
| Skew | 3.09 | 0.49 |
| Kurtosis | 55.26 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.2% | 2.08% |
| Expected Yearly % | 26.41% | 24.78% |
| Kelly Criterion | 5.6% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12256062:SOLUSD | 12256062:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 73.14 | -0.83 | + |
| 2023 | 921.46 | 72.66 | 0.08 | - |
| 2024 | 85.41 | -15.72 | -0.18 | - |
| 2025 | 5.60 | 1.36 | 0.24 | - |
| Metric | 12256062:solusd:triple_med_gx:lsma275_140 | 12256062:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.26% | 26.39% |
| 6M | 15.09% | 38.87% |
| YTD | 1.36% | 5.6% |
| 1Y | 8.88% | 47.35% |
| 3Y (ann.) | 4.4% | 84.92% |
| 5Y (ann.) | 30.93% | 28.98% |
| Metric | 12256062:solusd:triple_med_gx:lsma275_140 | 12256062:SOLUSD |
|---|---|---|
| Max Drawdown | -47.51% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.55% | -10.56% |
| Avg. Drawdown Days | 29.0 | 40.0 |
| Recovery Factor | 3.27 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.51 | 518 |
| 2022-10-06 | 2023-01-04 | -33.32 | 89 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-04-12 | 2023-10-19 | -14.82 | 189 |
| 2023-01-29 | 2023-04-12 | -14.33 | 72 |
| 2024-01-02 | 2024-03-01 | -14.12 | 58 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-10-20 | 2023-11-22 | -8.78 | 33 |
| 2022-08-13 | 2022-10-04 | -8.05 | 52 |
| Metric | 12256062:solusd:triple_med_gx:lsma275_140 | 12256062: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 | -20.72% | -56.44% |
| Best Year | 73.14% | 921.46% |
| Worst Year | -15.72% | -87.88% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 9.9% | 12.92% |
| Avg. Down Week | -4.19% | -8.49% |
| Avg. Up Month | 17.64% | 42.06% |
| Avg. Down Month | -8.86% | -22.48% |
| Win Days % | 48.01% | 50.25% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 47.69% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |