| Metric | 12256507:solusd:triple_med_gx:lsma245_140 | 12256507:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 420.45% | 101.31% |
| Max Drawdown | -32.78% | -93.44% |
| Sharpe | 0.71 | 0.35 |
| Sortino | 1.24 | 0.52 |
| Payoff Ratio | 1.29 | 1.21 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 2.12 | 1.05 |
| CPC Index | 0.88 | 0.64 |
| Tail Ratio | 1.56 | 1.0 |
| Outlier Win Ratio | 36.4 | 3.11 |
| Outlier Loss Ratio | 3.28 | 2.73 |
| Volatility (ann.) | 19.27% | 50.05% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.84 | 0.24 |
| Skew | 3.95 | 0.49 |
| Kurtosis | 77.51 | 11.41 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.91% | 1.64% |
| Expected Yearly % | 51.04% | 19.12% |
| Kelly Criterion | 11.66% | 8.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12256507:SOLUSD | 12256507:solusd:triple_med_gx:lsma245_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 14.36 | -0.16 | + |
| 2023 | 921.46 | 100.27 | 0.11 | - |
| 2024 | 85.41 | 67.93 | 0.80 | - |
| 2025 | 5.60 | 35.32 | 6.30 | + |
| Metric | 12256507:solusd:triple_med_gx:lsma245_140 | 12256507:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -6.03% | 26.39% |
| 6M | 45.73% | 38.87% |
| YTD | 35.32% | 5.6% |
| 1Y | 78.98% | 47.35% |
| 3Y (ann.) | 52.71% | 84.92% |
| 5Y (ann.) | 60.18% | 22.12% |
| Metric | 12256507:solusd:triple_med_gx:lsma245_140 | 12256507:SOLUSD |
|---|---|---|
| Max Drawdown | -32.78% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.81% | -13.15% |
| Avg. Drawdown Days | 25.0 | 50.0 |
| Recovery Factor | 12.83 | 1.08 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-01-04 | -32.78 | 98 |
| 2024-04-01 | 2024-11-06 | -26.22 | 219 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2024-11-29 | 2025-04-12 | -18.83 | 133 |
| 2023-01-29 | 2023-07-26 | -17.08 | 177 |
| 2025-05-14 | 2025-09-01 | -15.58 | 110 |
| 2022-03-03 | 2022-03-24 | -14.65 | 20 |
| 2023-11-25 | 2024-01-09 | -9.52 | 44 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2023-07-27 | 2023-10-16 | -7.70 | 81 |
| Metric | 12256507:solusd:triple_med_gx:lsma245_140 | 12256507: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 | 100.27% | 921.46% |
| Worst Year | 14.36% | -89.93% |
| Avg. Up Day | 1.94% | 1.94% |
| Avg. Down Day | -1.5% | -1.61% |
| Avg. Up Week | 11.34% | 12.5% |
| Avg. Down Week | -4.56% | -8.64% |
| Avg. Up Month | 19.23% | 36.54% |
| Avg. Down Month | -5.79% | -19.78% |
| Win Days % | 50.27% | 50.23% |
| Win Month % | 53.12% | 51.16% |
| Win Week % | 55.36% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |