| Metric | 12256505:solusd:triple_med_gx:lsma260_140 | 12256505:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 559.47% | 127.7% |
| Max Drawdown | -31.03% | -93.44% |
| Sharpe | 0.78 | 0.36 |
| Sortino | 1.37 | 0.54 |
| Payoff Ratio | 1.3 | 1.22 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.03 | 1.07 |
| CPC Index | 0.91 | 0.65 |
| Tail Ratio | 1.46 | 1.01 |
| Outlier Win Ratio | 34.76 | 3.09 |
| Outlier Loss Ratio | 3.43 | 2.73 |
| Volatility (ann.) | 19.14% | 49.69% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.21 | 0.27 |
| Skew | 3.98 | 0.48 |
| Kurtosis | 77.29 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.38% | 1.89% |
| Expected Yearly % | 60.25% | 22.84% |
| Kelly Criterion | 12.6% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.23% |
| Expected Shortfall (cVaR) | -1.61% | -4.23% |
| Year | 12256505:SOLUSD | 12256505:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 30.29 | -0.34 | + |
| 2023 | 921.46 | 113.93 | 0.12 | - |
| 2024 | 85.41 | 67.93 | 0.80 | - |
| 2025 | 1.99 | 40.90 | 20.59 | + |
| Metric | 12256505:solusd:triple_med_gx:lsma260_140 | 12256505:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 0.26% | 17.41% |
| 6M | 23.65% | 52.72% |
| YTD | 40.9% | 1.99% |
| 1Y | 92.9% | 24.46% |
| 3Y (ann.) | 59.45% | 86.57% |
| 5Y (ann.) | 68.54% | 25.57% |
| Metric | 12256505:solusd:triple_med_gx:lsma260_140 | 12256505:SOLUSD |
|---|---|---|
| Max Drawdown | -31.03% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.22% | -11.51% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 18.03 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-05 | 2023-01-03 | -31.03 | 151 |
| 2024-04-01 | 2024-11-06 | -28.12 | 219 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2025-05-14 | 2025-10-16 | -17.03 | 155 |
| 2024-11-29 | 2025-04-11 | -16.97 | 133 |
| 2023-01-29 | 2023-04-27 | -15.54 | 88 |
| 2023-11-25 | 2024-01-09 | -9.37 | 44 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2023-04-30 | 2023-07-26 | -6.40 | 87 |
| Metric | 12256505:solusd:triple_med_gx:lsma260_140 | 12256505:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 45.12% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 113.93% | 921.46% |
| Worst Year | 30.29% | -88.21% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.42% | -1.53% |
| Avg. Up Week | 11.05% | 12.8% |
| Avg. Down Week | -4.13% | -8.61% |
| Avg. Up Month | 19.14% | 35.73% |
| Avg. Down Month | -6.71% | -22.11% |
| Win Days % | 50.55% | 50.24% |
| Win Month % | 57.58% | 52.27% |
| Win Week % | 57.38% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |