| Metric | 12256455:solusd:triple_med_gx:lsma265_140 | 12256455:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 461.74% | 138.66% |
| Max Drawdown | -32.8% | -93.44% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 1.26 | 0.55 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 2.14 | 1.07 |
| CPC Index | 0.88 | 0.66 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 34.99 | 3.14 |
| Outlier Loss Ratio | 3.33 | 2.74 |
| Volatility (ann.) | 19.81% | 50.09% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.95 | 0.3 |
| Skew | 3.73 | 0.49 |
| Kurtosis | 72.96 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.1% | 2.04% |
| Expected Yearly % | 53.95% | 24.29% |
| Kelly Criterion | 11.9% | 9.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12256455:SOLUSD | 12256455:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 14.30 | -0.16 | + |
| 2023 | 921.46 | 124.12 | 0.13 | - |
| 2024 | 85.41 | 58.12 | 0.68 | - |
| 2025 | 5.60 | 38.68 | 6.90 | + |
| Metric | 12256455:solusd:triple_med_gx:lsma265_140 | 12256455:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.73% | 26.39% |
| 6M | 39.76% | 38.87% |
| YTD | 38.68% | 5.6% |
| 1Y | 99.9% | 47.35% |
| 3Y (ann.) | 58.84% | 84.92% |
| 5Y (ann.) | 64.02% | 28.33% |
| Metric | 12256455:solusd:triple_med_gx:lsma265_140 | 12256455:SOLUSD |
|---|---|---|
| Max Drawdown | -32.8% | -93.44% |
| Longest DD Days | 249.0 | 703.0 |
| Avg. Drawdown | -5.25% | -11.46% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 14.08 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-01 | 2024-11-06 | -32.80 | 249 |
| 2022-08-02 | 2023-01-03 | -30.76 | 154 |
| 2025-05-14 | 2025-09-01 | -17.66 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -14.12 | 72 |
| 2022-06-20 | 2022-07-15 | -12.87 | 24 |
| 2025-02-04 | 2025-04-09 | -11.14 | 64 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2023-07-27 | 2023-10-16 | -8.69 | 81 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| Metric | 12256455:solusd:triple_med_gx:lsma265_140 | 12256455: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 | 124.12% | 921.46% |
| Worst Year | 14.3% | -88.07% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 10.52% | 13.58% |
| Avg. Down Week | -3.99% | -9.35% |
| Avg. Up Month | 16.71% | 37.67% |
| Avg. Down Month | -5.36% | -21.88% |
| Win Days % | 50.44% | 50.25% |
| Win Month % | 54.84% | 51.16% |
| Win Week % | 59.65% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |