| Metric | 12256231:solusd:triple_med_gx:lsma270_140 | 12256231:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 96.97% | 125.87% |
| Max Drawdown | -53.99% | -93.44% |
| Sharpe | 0.35 | 0.37 |
| Sortino | 0.55 | 0.54 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 36.17 | 3.12 |
| Outlier Loss Ratio | 3.31 | 2.81 |
| Volatility (ann.) | 19.42% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.4 | 0.28 |
| Skew | 2.51 | 0.48 |
| Kurtosis | 64.5 | 11.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.59% | 1.91% |
| Expected Yearly % | 18.47% | 22.59% |
| Kelly Criterion | 4.24% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12256231:SOLUSD | 12256231:solusd:triple_med_gx:lsma270_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 35.49 | -0.40 | + |
| 2023 | 921.46 | 115.45 | 0.13 | - |
| 2024 | 85.41 | -37.16 | -0.44 | - |
| 2025 | 5.60 | 7.38 | 1.32 | + |
| Metric | 12256231:solusd:triple_med_gx:lsma270_140 | 12256231:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.91% | 26.39% |
| 6M | 8.63% | 38.87% |
| YTD | 7.38% | 5.6% |
| 1Y | -1.64% | 47.35% |
| 3Y (ann.) | 6.27% | 84.92% |
| 5Y (ann.) | 21.47% | 26.34% |
| Metric | 12256231:solusd:triple_med_gx:lsma270_140 | 12256231:SOLUSD |
|---|---|---|
| Max Drawdown | -53.99% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.17% | -11.8% |
| Avg. Drawdown Days | 32.0 | 45.0 |
| Recovery Factor | 1.8 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -53.99 | 518 |
| 2022-07-30 | 2023-01-03 | -31.58 | 157 |
| 2023-01-29 | 2023-04-12 | -15.89 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2024-01-05 | 2024-03-30 | -13.63 | 85 |
| 2022-04-10 | 2022-06-14 | -13.12 | 64 |
| 2023-04-26 | 2023-10-16 | -11.48 | 172 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12256231:solusd:triple_med_gx:lsma270_140 | 12256231:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 37.5% | 140.02% |
| Worst Month | -27.19% | -56.44% |
| Best Year | 115.45% | 921.46% |
| Worst Year | -37.16% | -88.71% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.54% | -1.56% |
| Avg. Up Week | 10.15% | 14.82% |
| Avg. Down Week | -4.56% | -8.17% |
| Avg. Up Month | 13.68% | 39.66% |
| Avg. Down Month | -8.36% | -20.79% |
| Win Days % | 47.73% | 50.24% |
| Win Month % | 46.67% | 51.16% |
| Win Week % | 50.77% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |