| Metric | 12256250:solusd:triple_med_gx:lsma95_140 | 12256250:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 142.6% | 76.94% |
| Max Drawdown | -39.55% | -93.44% |
| Sharpe | 0.52 | 0.33 |
| Sortino | 0.86 | 0.49 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.92 | 1.05 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.53 | 1.0 |
| Outlier Win Ratio | 50.38 | 2.91 |
| Outlier Loss Ratio | 3.55 | 2.61 |
| Volatility (ann.) | 13.63% | 50.1% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.71 | 0.19 |
| Skew | 2.36 | 0.47 |
| Kurtosis | 42.16 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.03% | 1.31% |
| Expected Yearly % | 24.8% | 15.33% |
| Kelly Criterion | 6.95% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -4.27% |
| Expected Shortfall (cVaR) | -1.15% | -4.27% |
| Year | 12256250:SOLUSD | 12256250:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 65.27 | -0.72 | + |
| 2023 | 921.46 | 89.57 | 0.10 | - |
| 2024 | 85.41 | -22.95 | -0.27 | - |
| 2025 | 5.60 | 0.50 | 0.09 | - |
| Metric | 12256250:solusd:triple_med_gx:lsma95_140 | 12256250:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 7.41% | 26.39% |
| 6M | 13.39% | 38.87% |
| YTD | 0.5% | 5.6% |
| 1Y | -5.44% | 47.35% |
| 3Y (ann.) | 17.25% | 84.92% |
| 5Y (ann.) | 28.16% | 17.32% |
| Metric | 12256250:solusd:triple_med_gx:lsma95_140 | 12256250:SOLUSD |
|---|---|---|
| Max Drawdown | -39.55% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -6.31% | -14.41% |
| Avg. Drawdown Days | 50.0 | 56.0 |
| Recovery Factor | 3.61 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -39.55 | 592 |
| 2023-05-06 | 2023-12-07 | -17.32 | 215 |
| 2022-09-06 | 2022-11-23 | -12.92 | 78 |
| 2022-03-02 | 2022-06-14 | -12.64 | 103 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-07-17 | 2022-08-11 | -10.74 | 24 |
| 2023-03-18 | 2023-04-11 | -6.23 | 23 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| 2022-06-14 | 2022-07-14 | -4.51 | 30 |
| Metric | 12256250:solusd:triple_med_gx:lsma95_140 | 12256250:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 20.54% | 43.67% |
| Worst Week | -14.5% | -51.66% |
| Best Month | 20.54% | 140.02% |
| Worst Month | -13.51% | -56.44% |
| Best Year | 89.57% | 921.46% |
| Worst Year | -22.95% | -91.15% |
| Avg. Up Day | 1.7% | 1.72% |
| Avg. Down Day | -1.37% | -1.42% |
| Avg. Up Week | 6.72% | 11.96% |
| Avg. Down Week | -4.3% | -7.21% |
| Avg. Up Month | 9.3% | 37.4% |
| Avg. Down Month | -5.44% | -18.16% |
| Win Days % | 48.38% | 50.12% |
| Win Month % | 56.76% | 50.0% |
| Win Week % | 55.74% | 47.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |