| Metric | 12256067:solusd:triple_med_gx:lsma285_140 | 12256067:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 111.7% | 142.61% |
| Max Drawdown | -50.6% | -93.44% |
| Sharpe | 0.37 | 0.38 |
| Sortino | 0.61 | 0.56 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 33.36 | 3.17 |
| Outlier Loss Ratio | 3.37 | 2.82 |
| Volatility (ann.) | 19.76% | 50.11% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.48 | 0.31 |
| Skew | 3.01 | 0.49 |
| Kurtosis | 54.01 | 11.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.76% | 2.08% |
| Expected Yearly % | 20.62% | 24.8% |
| Kelly Criterion | 4.32% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12256067:SOLUSD | 12256067:solusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 65.03 | -0.74 | + |
| 2023 | 921.46 | 66.24 | 0.07 | - |
| 2024 | 85.41 | -21.73 | -0.25 | - |
| 2025 | 5.60 | -1.41 | -0.25 | - |
| Metric | 12256067:solusd:triple_med_gx:lsma285_140 | 12256067:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.37% | 26.39% |
| 6M | 13.49% | 38.87% |
| YTD | -1.41% | 5.6% |
| 1Y | 5.62% | 47.35% |
| 3Y (ann.) | 0.23% | 84.92% |
| 5Y (ann.) | 24.1% | 29.06% |
| Metric | 12256067:solusd:triple_med_gx:lsma285_140 | 12256067:SOLUSD |
|---|---|---|
| Max Drawdown | -50.6% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -7.17% | -10.49% |
| Avg. Drawdown Days | 34.0 | 40.0 |
| Recovery Factor | 2.21 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -50.60 | 518 |
| 2022-10-06 | 2023-01-04 | -33.07 | 89 |
| 2022-07-30 | 2022-10-04 | -17.13 | 65 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-04-12 | 2023-10-20 | -15.67 | 190 |
| 2023-01-29 | 2023-04-12 | -14.99 | 72 |
| 2023-11-25 | 2024-03-24 | -14.27 | 120 |
| 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 | 12256067:solusd:triple_med_gx:lsma285_140 | 12256067: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 | 66.24% | 921.46% |
| Worst Year | -21.73% | -87.87% |
| Avg. Up Day | 1.82% | 1.82% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 10.17% | 13.16% |
| Avg. Down Week | -4.42% | -8.73% |
| Avg. Up Month | 15.5% | 39.27% |
| Avg. Down Month | -8.19% | -22.32% |
| Win Days % | 47.72% | 50.25% |
| Win Month % | 48.48% | 51.16% |
| Win Week % | 45.45% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |