| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 651.2% | 138.06% |
| Max Drawdown | -36.78% | -93.44% |
| Sharpe | 0.79 | 0.37 |
| Sortino | 1.37 | 0.55 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.89 | 1.07 |
| CPC Index | 0.88 | 0.64 |
| Tail Ratio | 1.39 | 1.01 |
| Outlier Win Ratio | 31.01 | 3.17 |
| Outlier Loss Ratio | 3.38 | 2.8 |
| Volatility (ann.) | 20.41% | 49.74% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.05 | 0.29 |
| Skew | 3.41 | 0.48 |
| Kurtosis | 63.45 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.69% | 1.99% |
| Expected Yearly % | 65.55% | 24.21% |
| Kelly Criterion | 12.82% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.23% |
| Expected Shortfall (cVaR) | -1.71% | -4.23% |
| Year | 12256458:SOLUSD | 12256458:solusd:triple_med_gx:lsma290_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 29.07 | -0.33 | + |
| 2023 | 921.46 | 123.18 | 0.13 | - |
| 2024 | 85.41 | 56.56 | 0.66 | - |
| 2025 | 1.99 | 66.57 | 33.52 | + |
| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 5.35% | 17.41% |
| 6M | 32.12% | 52.72% |
| YTD | 66.57% | 1.99% |
| 1Y | 143.52% | 24.46% |
| 3Y (ann.) | 64.87% | 86.57% |
| 5Y (ann.) | 75.32% | 27.31% |
| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458:SOLUSD |
|---|---|---|
| Max Drawdown | -36.78% | -93.44% |
| Longest DD Days | 251.0 | 703.0 |
| Avg. Drawdown | -5.78% | -10.15% |
| Avg. Drawdown Days | 20.0 | 40.0 |
| Recovery Factor | 17.7 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-01 | 2024-11-07 | -36.78 | 251 |
| 2022-09-27 | 2023-01-29 | -35.13 | 124 |
| 2025-05-14 | 2025-09-12 | -16.68 | 121 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -13.75 | 72 |
| 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 |
| 2025-09-24 | 2025-10-16 | -9.10 | 21 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12256458:solusd:triple_med_gx:lsma290_140 | 12256458: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 | 123.18% | 921.46% |
| Worst Year | 29.07% | -87.67% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 11.04% | 13.88% |
| Avg. Down Week | -4.39% | -8.09% |
| Avg. Up Month | 17.62% | 37.41% |
| Avg. Down Month | -5.86% | -18.73% |
| Win Days % | 51.55% | 50.22% |
| Win Month % | 59.38% | 52.27% |
| Win Week % | 63.33% | 48.69% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |