| Metric | 12256504:solusd:triple_med_gx:lsma235_140 | 12256504:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 402.17% | 107.06% |
| Max Drawdown | -32.99% | -93.44% |
| Sharpe | 0.7 | 0.35 |
| Sortino | 1.23 | 0.52 |
| Payoff Ratio | 1.3 | 1.22 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 2.5 | 1.05 |
| CPC Index | 0.89 | 0.65 |
| Tail Ratio | 1.83 | 1.0 |
| Outlier Win Ratio | 38.09 | 3.1 |
| Outlier Loss Ratio | 3.26 | 2.73 |
| Volatility (ann.) | 18.9% | 50.05% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.77 | 0.25 |
| Skew | 3.96 | 0.48 |
| Kurtosis | 81.04 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.74% | 1.67% |
| Expected Yearly % | 49.7% | 19.96% |
| Kelly Criterion | 11.65% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.26% |
| Expected Shortfall (cVaR) | -1.59% | -4.26% |
| Year | 12256504:SOLUSD | 12256504:solusd:triple_med_gx:lsma235_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 15.02 | -0.17 | + |
| 2023 | 921.46 | 106.91 | 0.12 | - |
| 2024 | 85.41 | 59.68 | 0.70 | - |
| 2025 | 5.60 | 32.13 | 5.74 | + |
| Metric | 12256504:solusd:triple_med_gx:lsma235_140 | 12256504:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -6.26% | 26.39% |
| 6M | 45.38% | 38.87% |
| YTD | 32.13% | 5.6% |
| 1Y | 72.31% | 47.35% |
| 3Y (ann.) | 51.45% | 84.92% |
| 5Y (ann.) | 58.44% | 23.07% |
| Metric | 12256504:solusd:triple_med_gx:lsma235_140 | 12256504:SOLUSD |
|---|---|---|
| Max Drawdown | -32.99% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.73% | -13.19% |
| Avg. Drawdown Days | 25.0 | 50.0 |
| Recovery Factor | 12.19 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-05 | 2023-01-04 | -32.99 | 151 |
| 2024-04-01 | 2024-11-06 | -25.66 | 219 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2022-03-02 | 2022-04-12 | -18.64 | 40 |
| 2024-11-29 | 2025-04-12 | -18.33 | 133 |
| 2023-11-25 | 2024-02-26 | -15.89 | 92 |
| 2025-05-14 | 2025-09-01 | -15.58 | 110 |
| 2023-01-29 | 2023-04-14 | -13.71 | 74 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| Metric | 12256504:solusd:triple_med_gx:lsma235_140 | 12256504:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 45.12% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 106.91% | 921.46% |
| Worst Year | 15.02% | -89.65% |
| Avg. Up Day | 1.97% | 1.97% |
| Avg. Down Day | -1.51% | -1.62% |
| Avg. Up Week | 12.34% | 13.42% |
| Avg. Down Week | -4.57% | -8.69% |
| Avg. Up Month | 19.63% | 34.96% |
| Avg. Down Month | -9.12% | -25.71% |
| Win Days % | 50.07% | 50.23% |
| Win Month % | 59.38% | 52.27% |
| Win Week % | 54.72% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |