| Metric | 12256230:solusd:triple_med_gx:lsma260_140 | 12256230:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 158.84% | 135.78% |
| Max Drawdown | -37.99% | -93.44% |
| Sharpe | 0.46 | 0.37 |
| Sortino | 0.77 | 0.55 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.47 | 1.06 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 37.55 | 3.09 |
| Outlier Loss Ratio | 3.39 | 2.77 |
| Volatility (ann.) | 18.71% | 50.07% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.82 | 0.3 |
| Skew | 3.59 | 0.49 |
| Kurtosis | 66.22 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 2.01% |
| Expected Yearly % | 26.84% | 23.92% |
| Kelly Criterion | 6.16% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.26% |
| Expected Shortfall (cVaR) | -1.59% | -4.26% |
| Year | 12256230:SOLUSD | 12256230:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 25.43 | -0.29 | + |
| 2023 | 921.46 | 131.33 | 0.14 | - |
| 2024 | 85.41 | -16.16 | -0.19 | - |
| 2025 | 5.60 | 6.40 | 1.14 | + |
| Metric | 12256230:solusd:triple_med_gx:lsma260_140 | 12256230:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.51% | 26.39% |
| 6M | 5.54% | 38.87% |
| YTD | 6.4% | 5.6% |
| 1Y | 2.37% | 47.35% |
| 3Y (ann.) | 18.51% | 84.92% |
| 5Y (ann.) | 31.32% | 27.86% |
| Metric | 12256230:solusd:triple_med_gx:lsma260_140 | 12256230:SOLUSD |
|---|---|---|
| Max Drawdown | -37.99% | -93.44% |
| Longest DD Days | 452.0 | 703.0 |
| Avg. Drawdown | -5.31% | -11.51% |
| Avg. Drawdown Days | 27.0 | 43.0 |
| Recovery Factor | 4.18 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -37.99 | 452 |
| 2022-07-30 | 2023-01-29 | -35.08 | 182 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2023-01-29 | 2023-04-12 | -15.05 | 72 |
| 2024-01-05 | 2024-03-26 | -13.63 | 81 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2023-07-24 | 2023-07-26 | -5.41 | 2 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12256230:solusd:triple_med_gx:lsma260_140 | 12256230: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 | 131.33% | 921.46% |
| Worst Year | -16.16% | -88.21% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.49% | -1.51% |
| Avg. Up Week | 10.3% | 14.71% |
| Avg. Down Week | -4.34% | -7.65% |
| Avg. Up Month | 13.09% | 40.2% |
| Avg. Down Month | -7.2% | -19.13% |
| Win Days % | 47.81% | 50.26% |
| Win Month % | 51.72% | 51.16% |
| Win Week % | 52.31% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |