| Metric | 12256460:solusd:triple_med_gx:lsma295_140 | 12256460:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 514.52% | 140.78% |
| Max Drawdown | -36.61% | -93.44% |
| Sharpe | 0.73 | 0.38 |
| Sortino | 1.27 | 0.56 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.78 | 1.07 |
| CPC Index | 0.85 | 0.65 |
| Tail Ratio | 1.34 | 1.01 |
| Outlier Win Ratio | 31.4 | 3.21 |
| Outlier Loss Ratio | 3.35 | 2.8 |
| Volatility (ann.) | 20.71% | 50.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.88 | 0.31 |
| Skew | 3.38 | 0.49 |
| Kurtosis | 62.02 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.31% | 2.06% |
| Expected Yearly % | 57.45% | 24.57% |
| Kelly Criterion | 11.78% | 9.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.26% |
| Expected Shortfall (cVaR) | -1.74% | -4.26% |
| Year | 12256460:SOLUSD | 12256460:solusd:triple_med_gx:lsma295_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 26.12 | -0.30 | + |
| 2023 | 921.46 | 113.94 | 0.12 | - |
| 2024 | 85.41 | 61.13 | 0.72 | - |
| 2025 | 5.60 | 41.35 | 7.38 | + |
| Metric | 12256460:solusd:triple_med_gx:lsma295_140 | 12256460:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.79% | 26.39% |
| 6M | 39.49% | 38.87% |
| YTD | 41.35% | 5.6% |
| 1Y | 112.2% | 47.35% |
| 3Y (ann.) | 53.55% | 84.92% |
| 5Y (ann.) | 68.86% | 28.86% |
| Metric | 12256460:solusd:triple_med_gx:lsma295_140 | 12256460:SOLUSD |
|---|---|---|
| Max Drawdown | -36.61% | -93.44% |
| Longest DD Days | 249.0 | 703.0 |
| Avg. Drawdown | -5.49% | -10.7% |
| Avg. Drawdown Days | 20.0 | 41.0 |
| Recovery Factor | 14.06 | 1.51 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-12 | -36.61 | 197 |
| 2024-03-01 | 2024-11-06 | -35.64 | 249 |
| 2025-05-14 | 2025-09-01 | -18.66 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 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 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-02 | 2022-08-08 | -8.17 | 5 |
| Metric | 12256460:solusd:triple_med_gx:lsma295_140 | 12256460: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 | 113.94% | 921.46% |
| Worst Year | 26.12% | -87.96% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.48% | -1.53% |
| Avg. Up Week | 10.87% | 13.54% |
| Avg. Down Week | -4.79% | -7.77% |
| Avg. Up Month | 17.93% | 39.54% |
| Avg. Down Month | -6.47% | -18.73% |
| Win Days % | 50.84% | 50.23% |
| Win Month % | 58.06% | 51.16% |
| Win Week % | 63.16% | 48.65% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |