| Metric | 12256452:solusd:triple_med_gx:lsma255_140 | 12256452:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 361.89% | 121.6% |
| Max Drawdown | -34.75% | -93.44% |
| Sharpe | 0.66 | 0.36 |
| Sortino | 1.14 | 0.54 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 2.09 | 1.06 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 36.71 | 3.11 |
| Outlier Loss Ratio | 3.25 | 2.74 |
| Volatility (ann.) | 19.42% | 50.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.58 | 0.27 |
| Skew | 3.73 | 0.49 |
| Kurtosis | 76.99 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.62% | 1.87% |
| Expected Yearly % | 46.6% | 22.01% |
| Kelly Criterion | 11.06% | 9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.26% |
| Expected Shortfall (cVaR) | -1.64% | -4.26% |
| Year | 12256452:SOLUSD | 12256452:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 20.00 | -0.22 | + |
| 2023 | 921.46 | 96.78 | 0.11 | - |
| 2024 | 85.41 | 37.19 | 0.44 | - |
| 2025 | 5.60 | 42.58 | 7.60 | + |
| Metric | 12256452:solusd:triple_med_gx:lsma255_140 | 12256452:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.8% | 26.39% |
| 6M | 42.75% | 38.87% |
| YTD | 42.58% | 5.6% |
| 1Y | 102.66% | 47.35% |
| 3Y (ann.) | 46.68% | 84.92% |
| 5Y (ann.) | 54.97% | 25.58% |
| Metric | 12256452:solusd:triple_med_gx:lsma255_140 | 12256452:SOLUSD |
|---|---|---|
| Max Drawdown | -34.75% | -93.44% |
| Longest DD Days | 253.0 | 703.0 |
| Avg. Drawdown | -5.92% | -12.1% |
| Avg. Drawdown Days | 26.0 | 46.0 |
| Recovery Factor | 10.41 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-01 | 2024-11-10 | -34.75 | 253 |
| 2022-09-27 | 2023-01-03 | -30.06 | 98 |
| 2025-05-14 | 2025-09-01 | -15.84 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-14 | -13.71 | 74 |
| 2022-06-20 | 2022-07-15 | -12.87 | 24 |
| 2025-02-04 | 2025-04-09 | -10.56 | 64 |
| 2023-11-25 | 2024-02-26 | -10.35 | 92 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2022-08-02 | 2022-09-26 | -8.17 | 55 |
| Metric | 12256452:solusd:triple_med_gx:lsma255_140 | 12256452:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.35% | 140.02% |
| Worst Month | -18.69% | -56.44% |
| Best Year | 96.78% | 921.46% |
| Worst Year | 20.0% | -88.92% |
| Avg. Up Day | 1.91% | 1.91% |
| Avg. Down Day | -1.51% | -1.58% |
| Avg. Up Week | 10.9% | 14.36% |
| Avg. Down Week | -3.84% | -8.44% |
| Avg. Up Month | 16.93% | 35.74% |
| Avg. Down Month | -5.37% | -20.84% |
| Win Days % | 50.4% | 50.23% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 56.14% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |