| Metric | 12256462:solusd:triple_med_gx:lsma285_140 | 12256462:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 587.76% | 142.61% |
| Max Drawdown | -37.85% | -93.44% |
| Sharpe | 0.78 | 0.38 |
| Sortino | 1.35 | 0.56 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.85 | 1.07 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 31.9 | 3.19 |
| Outlier Loss Ratio | 3.35 | 2.79 |
| Volatility (ann.) | 20.51% | 50.11% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.96 | 0.31 |
| Skew | 3.46 | 0.49 |
| Kurtosis | 64.16 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.59% | 2.08% |
| Expected Yearly % | 61.94% | 24.8% |
| Kelly Criterion | 12.65% | 9.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.26% |
| Expected Shortfall (cVaR) | -1.72% | -4.26% |
| Year | 12256462:SOLUSD | 12256462:solusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 28.65 | -0.33 | + |
| 2023 | 921.46 | 123.94 | 0.13 | - |
| 2024 | 85.41 | 57.23 | 0.67 | - |
| 2025 | 5.60 | 51.84 | 9.25 | + |
| Metric | 12256462:solusd:triple_med_gx:lsma285_140 | 12256462:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.97% | 26.39% |
| 6M | 48.8% | 38.87% |
| YTD | 51.84% | 5.6% |
| 1Y | 129.15% | 47.35% |
| 3Y (ann.) | 59.41% | 84.92% |
| 5Y (ann.) | 74.21% | 29.06% |
| Metric | 12256462:solusd:triple_med_gx:lsma285_140 | 12256462:SOLUSD |
|---|---|---|
| Max Drawdown | -37.85% | -93.44% |
| Longest DD Days | 251.0 | 703.0 |
| Avg. Drawdown | -5.68% | -10.49% |
| Avg. Drawdown Days | 19.0 | 40.0 |
| Recovery Factor | 15.53 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-01 | 2024-11-07 | -37.85 | 251 |
| 2022-09-27 | 2023-01-29 | -35.34 | 124 |
| 2025-05-14 | 2025-09-01 | -16.68 | 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 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12256462:solusd:triple_med_gx:lsma285_140 | 12256462: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 | 123.94% | 921.46% |
| Worst Year | 28.65% | -87.87% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 10.97% | 13.58% |
| Avg. Down Week | -4.38% | -7.77% |
| Avg. Up Month | 17.96% | 39.62% |
| Avg. Down Month | -5.88% | -18.73% |
| Win Days % | 51.2% | 50.25% |
| Win Month % | 58.06% | 51.16% |
| Win Week % | 63.16% | 48.65% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |