| Metric | 12256233:solusd:triple_med_gx:lsma280_140 | 12256233:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 76.83% | 147.18% |
| Max Drawdown | -57.51% | -93.44% |
| Sharpe | 0.31 | 0.38 |
| Sortino | 0.49 | 0.56 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 35.47 | 3.13 |
| Outlier Loss Ratio | 3.29 | 2.82 |
| Volatility (ann.) | 19.62% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.31 | 0.32 |
| Skew | 2.45 | 0.49 |
| Kurtosis | 62.17 | 11.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.13% |
| Expected Yearly % | 15.32% | 25.39% |
| Kelly Criterion | 3.36% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12256233:SOLUSD | 12256233:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 35.26 | -0.40 | + |
| 2023 | 921.46 | 111.49 | 0.12 | - |
| 2024 | 85.41 | -43.00 | -0.50 | - |
| 2025 | 5.60 | 8.45 | 1.51 | + |
| Metric | 12256233:solusd:triple_med_gx:lsma280_140 | 12256233:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.26% | 26.39% |
| 6M | 8.87% | 38.87% |
| YTD | 8.45% | 5.6% |
| 1Y | 0.65% | 47.35% |
| 3Y (ann.) | 1.5% | 84.92% |
| 5Y (ann.) | 17.82% | 29.73% |
| Metric | 12256233:solusd:triple_med_gx:lsma280_140 | 12256233:SOLUSD |
|---|---|---|
| Max Drawdown | -57.51% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.25% | -9.92% |
| Avg. Drawdown Days | 32.0 | 38.0 |
| Recovery Factor | 1.34 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -57.51 | 518 |
| 2022-07-30 | 2023-01-03 | -31.70 | 157 |
| 2023-01-29 | 2023-04-25 | -17.63 | 86 |
| 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 | 2023-10-14 | -9.16 | 170 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12256233:solusd:triple_med_gx:lsma280_140 | 12256233: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 | 111.49% | 921.46% |
| Worst Year | -43.0% | -87.64% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.55% | -1.57% |
| Avg. Up Week | 10.29% | 15.22% |
| Avg. Down Week | -4.85% | -8.1% |
| Avg. Up Month | 12.66% | 40.71% |
| Avg. Down Month | -10.34% | -20.31% |
| Win Days % | 47.55% | 50.26% |
| Win Month % | 53.33% | 51.16% |
| Win Week % | 50.0% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |