| Metric | 12256123:solusd:triple_med_gx:lsma285_140 | 12256123:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 131.31% | 142.61% |
| Max Drawdown | -45.74% | -93.44% |
| Sharpe | 0.41 | 0.38 |
| Sortino | 0.67 | 0.56 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 34.4 | 3.16 |
| Outlier Loss Ratio | 3.39 | 2.8 |
| Volatility (ann.) | 19.39% | 50.11% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.6 | 0.31 |
| Skew | 3.13 | 0.49 |
| Kurtosis | 56.84 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.97% | 2.08% |
| Expected Yearly % | 23.32% | 24.8% |
| Kelly Criterion | 5.72% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12256123:SOLUSD | 12256123:solusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 45.11 | -0.51 | + |
| 2023 | 921.46 | 93.48 | 0.10 | - |
| 2024 | 85.41 | -24.13 | -0.28 | - |
| 2025 | 5.60 | 8.60 | 1.53 | + |
| Metric | 12256123:solusd:triple_med_gx:lsma285_140 | 12256123:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.99% | 26.39% |
| 6M | 18.87% | 38.87% |
| YTD | 8.6% | 5.6% |
| 1Y | 8.94% | 47.35% |
| 3Y (ann.) | 7.25% | 84.92% |
| 5Y (ann.) | 27.3% | 29.06% |
| Metric | 12256123:solusd:triple_med_gx:lsma285_140 | 12256123:SOLUSD |
|---|---|---|
| Max Drawdown | -45.74% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.41% | -10.49% |
| Avg. Drawdown Days | 36.0 | 40.0 |
| Recovery Factor | 2.87 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -45.74 | 518 |
| 2022-07-30 | 2023-01-04 | -32.96 | 157 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2022-03-17 | 2022-06-14 | -13.24 | 88 |
| 2022-06-20 | 2022-07-14 | -12.81 | 24 |
| 2023-11-25 | 2024-03-25 | -11.85 | 120 |
| 2023-04-24 | 2023-10-16 | -9.31 | 175 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12256123:solusd:triple_med_gx:lsma285_140 | 12256123: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 | 42.5% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 93.48% | 921.46% |
| Worst Year | -24.13% | -87.87% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.47% | -1.55% |
| Avg. Up Week | 9.35% | 13.39% |
| Avg. Down Week | -5.04% | -7.76% |
| Avg. Up Month | 16.16% | 42.07% |
| Avg. Down Month | -8.98% | -20.31% |
| Win Days % | 48.3% | 50.25% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 53.12% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |