| Metric | 12256226:solusd:triple_med_gx:lsma250_140 | 12256226:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 159.51% | 113.95% |
| Max Drawdown | -37.87% | -93.44% |
| Sharpe | 0.46 | 0.36 |
| Sortino | 0.78 | 0.53 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.74 | 0.67 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 39.61 | 3.09 |
| Outlier Loss Ratio | 3.33 | 2.73 |
| Volatility (ann.) | 18.35% | 50.05% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.83 | 0.26 |
| Skew | 3.71 | 0.49 |
| Kurtosis | 70.27 | 11.42 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.24% | 1.78% |
| Expected Yearly % | 26.92% | 20.94% |
| Kelly Criterion | 6.37% | 10.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.26% |
| Expected Shortfall (cVaR) | -1.56% | -4.26% |
| Year | 12256226:SOLUSD | 12256226:solusd:triple_med_gx:lsma250_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 16.69 | -0.19 | + |
| 2023 | 921.46 | 145.10 | 0.16 | - |
| 2024 | 85.41 | -24.87 | -0.29 | - |
| 2025 | 5.60 | 20.77 | 3.71 | + |
| Metric | 12256226:solusd:triple_med_gx:lsma250_140 | 12256226:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.63% | 26.39% |
| 6M | 11.47% | 38.87% |
| YTD | 20.77% | 5.6% |
| 1Y | 15.04% | 47.35% |
| 3Y (ann.) | 21.09% | 84.92% |
| 5Y (ann.) | 31.33% | 24.28% |
| Metric | 12256226:solusd:triple_med_gx:lsma250_140 | 12256226:SOLUSD |
|---|---|---|
| Max Drawdown | -37.87% | -93.44% |
| Longest DD Days | 605.0 | 703.0 |
| Avg. Drawdown | -4.8% | -12.93% |
| Avg. Drawdown Days | 31.0 | 50.0 |
| Recovery Factor | 4.21 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-11 | -37.87 | 254 |
| 2024-01-05 | 2025-09-01 | -37.74 | 605 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-07-24 | 2023-07-26 | -5.41 | 2 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2022-07-17 | 2022-07-18 | -3.83 | 0 |
| 2022-07-08 | 2022-07-08 | -3.25 | 0 |
| 2023-10-18 | 2023-10-19 | -3.22 | 1 |
| Metric | 12256226:solusd:triple_med_gx:lsma250_140 | 12256226:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.5% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 145.1% | 921.46% |
| Worst Year | -24.87% | -89.3% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.5% | -1.52% |
| Avg. Up Week | 9.89% | 14.44% |
| Avg. Down Week | -4.54% | -7.47% |
| Avg. Up Month | 14.74% | 39.98% |
| Avg. Down Month | -9.05% | -20.31% |
| Win Days % | 47.59% | 50.22% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 53.03% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |