| Metric | 12256084:solusd:triple_med_gx:lsma95_140 | 12256084:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 130.01% | 76.94% |
| Max Drawdown | -37.24% | -93.44% |
| Sharpe | 0.5 | 0.33 |
| Sortino | 0.86 | 0.49 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 0.68 | 1.05 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 0.54 | 1.0 |
| Outlier Win Ratio | 54.18 | 2.82 |
| Outlier Loss Ratio | 3.56 | 2.52 |
| Volatility (ann.) | 13.54% | 50.1% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.71 | 0.19 |
| Skew | 4.05 | 0.47 |
| Kurtosis | 75.98 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.91% | 1.31% |
| Expected Yearly % | 23.15% | 15.33% |
| Kelly Criterion | 6.71% | 9.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -4.27% |
| Expected Shortfall (cVaR) | -1.15% | -4.27% |
| Year | 12256084:SOLUSD | 12256084:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 79.92 | -0.88 | + |
| 2023 | 921.46 | 69.71 | 0.08 | - |
| 2024 | 85.41 | -16.75 | -0.20 | - |
| 2025 | 5.60 | -9.51 | -1.70 | - |
| Metric | 12256084:solusd:triple_med_gx:lsma95_140 | 12256084:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.68% | 26.39% |
| 6M | 3.49% | 38.87% |
| YTD | -9.51% | 5.6% |
| 1Y | -11.31% | 47.35% |
| 3Y (ann.) | 20.57% | 84.92% |
| 5Y (ann.) | 26.26% | 17.32% |
| Metric | 12256084:solusd:triple_med_gx:lsma95_140 | 12256084:SOLUSD |
|---|---|---|
| Max Drawdown | -37.24% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -5.8% | -14.41% |
| Avg. Drawdown Days | 38.0 | 56.0 |
| Recovery Factor | 3.49 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -37.24 | 592 |
| 2022-03-02 | 2022-07-18 | -18.44 | 137 |
| 2023-08-09 | 2023-12-08 | -16.46 | 120 |
| 2023-05-06 | 2023-08-08 | -13.31 | 94 |
| 2022-10-25 | 2022-11-23 | -12.85 | 28 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-08-08 | 2022-08-13 | -10.95 | 4 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2022-08-13 | 2022-09-06 | -5.02 | 23 |
| 2023-04-12 | 2023-05-05 | -4.84 | 22 |
| Metric | 12256084:solusd:triple_med_gx:lsma95_140 | 12256084:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 17.15% | 43.67% |
| Worst Week | -13.72% | -51.66% |
| Best Month | 28.43% | 140.02% |
| Worst Month | -12.56% | -56.44% |
| Best Year | 79.92% | 921.46% |
| Worst Year | -16.75% | -91.15% |
| Avg. Up Day | 1.7% | 1.72% |
| Avg. Down Day | -1.33% | -1.4% |
| Avg. Up Week | 7.41% | 11.32% |
| Avg. Down Week | -5.27% | -6.26% |
| Avg. Up Month | 8.57% | 31.57% |
| Avg. Down Month | -5.94% | -20.26% |
| Win Days % | 47.71% | 50.12% |
| Win Month % | 57.14% | 50.0% |
| Win Week % | 58.62% | 47.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |