| Metric | 12256454:solusd:triple_med_gx:lsma280_140 | 12256454:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 547.96% | 147.18% |
| Max Drawdown | -35.05% | -93.44% |
| Sharpe | 0.76 | 0.38 |
| Sortino | 1.32 | 0.56 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.87 | 1.07 |
| CPC Index | 0.88 | 0.66 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 32.37 | 3.18 |
| Outlier Loss Ratio | 3.37 | 2.78 |
| Volatility (ann.) | 20.38% | 50.09% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.03 | 0.32 |
| Skew | 3.51 | 0.49 |
| Kurtosis | 65.69 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.44% | 2.13% |
| Expected Yearly % | 59.55% | 25.39% |
| Kelly Criterion | 12.28% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.26% |
| Expected Shortfall (cVaR) | -1.71% | -4.26% |
| Year | 12256454:SOLUSD | 12256454:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 24.17 | -0.28 | + |
| 2023 | 921.46 | 122.54 | 0.13 | - |
| 2024 | 85.41 | 57.48 | 0.67 | - |
| 2025 | 5.60 | 48.90 | 8.73 | + |
| Metric | 12256454:solusd:triple_med_gx:lsma280_140 | 12256454:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -5.37% | 26.39% |
| 6M | 45.92% | 38.87% |
| YTD | 48.9% | 5.6% |
| 1Y | 115.34% | 47.35% |
| 3Y (ann.) | 59.53% | 84.92% |
| 5Y (ann.) | 71.17% | 29.73% |
| Metric | 12256454:solusd:triple_med_gx:lsma280_140 | 12256454:SOLUSD |
|---|---|---|
| Max Drawdown | -35.05% | -93.44% |
| Longest DD Days | 250.0 | 703.0 |
| Avg. Drawdown | -5.63% | -9.92% |
| Avg. Drawdown Days | 20.0 | 38.0 |
| Recovery Factor | 15.64 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-01 | 2024-11-07 | -35.05 | 250 |
| 2022-09-27 | 2023-01-29 | -33.61 | 124 |
| 2025-05-14 | 2025-09-01 | -17.09 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2022-06-20 | 2022-07-15 | -12.87 | 24 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-02-04 | 2025-04-08 | -9.37 | 63 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| 2022-08-02 | 2022-08-08 | -8.17 | 5 |
| Metric | 12256454:solusd:triple_med_gx:lsma280_140 | 12256454: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 | 122.54% | 921.46% |
| Worst Year | 24.17% | -87.64% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 10.92% | 13.99% |
| Avg. Down Week | -3.81% | -7.43% |
| Avg. Up Month | 17.46% | 39.82% |
| Avg. Down Month | -5.88% | -18.94% |
| Win Days % | 50.7% | 50.26% |
| Win Month % | 61.29% | 51.16% |
| Win Week % | 59.65% | 48.65% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |