| Metric | 12256065:solusd:triple_med_gx:lsma280_140 | 12256065:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 121.92% | 147.18% |
| Max Drawdown | -47.77% | -93.44% |
| Sharpe | 0.39 | 0.38 |
| Sortino | 0.64 | 0.56 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 33.54 | 3.17 |
| Outlier Loss Ratio | 3.38 | 2.82 |
| Volatility (ann.) | 19.72% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.54 | 0.32 |
| Skew | 3.04 | 0.49 |
| Kurtosis | 54.42 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.13% |
| Expected Yearly % | 22.05% | 25.39% |
| Kelly Criterion | 4.35% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12256065:SOLUSD | 12256065:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 64.12 | -0.73 | + |
| 2023 | 921.46 | 59.62 | 0.06 | - |
| 2024 | 85.41 | -14.08 | -0.16 | - |
| 2025 | 5.60 | -1.41 | -0.25 | - |
| Metric | 12256065:solusd:triple_med_gx:lsma280_140 | 12256065:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.37% | 26.39% |
| 6M | 13.49% | 38.87% |
| YTD | -1.41% | 5.6% |
| 1Y | 7.2% | 47.35% |
| 3Y (ann.) | 0.97% | 84.92% |
| 5Y (ann.) | 25.77% | 29.73% |
| Metric | 12256065:solusd:triple_med_gx:lsma280_140 | 12256065:SOLUSD |
|---|---|---|
| Max Drawdown | -47.77% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.66% | -9.92% |
| Avg. Drawdown Days | 31.0 | 38.0 |
| Recovery Factor | 2.55 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.77 | 518 |
| 2022-10-06 | 2023-01-04 | -33.07 | 89 |
| 2023-04-12 | 2023-10-20 | -17.83 | 190 |
| 2022-07-30 | 2022-10-04 | -17.13 | 66 |
| 2023-01-29 | 2023-04-12 | -16.72 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-01-02 | 2024-03-01 | -14.07 | 58 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-10-20 | 2023-11-22 | -8.78 | 33 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| Metric | 12256065:solusd:triple_med_gx:lsma280_140 | 12256065: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 | 64.12% | 921.46% |
| Worst Year | -14.08% | -87.64% |
| Avg. Up Day | 1.84% | 1.84% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 10.05% | 13.59% |
| Avg. Down Week | -4.52% | -8.49% |
| Avg. Up Month | 17.09% | 42.3% |
| Avg. Down Month | -8.44% | -22.32% |
| Win Days % | 47.53% | 50.26% |
| Win Month % | 45.45% | 51.16% |
| Win Week % | 46.15% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |