| Metric | 12256508:solusd:triple_med_gx:lsma265_140 | 12256508:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 594.87% | 130.48% |
| Max Drawdown | -31.92% | -93.44% |
| Sharpe | 0.79 | 0.36 |
| Sortino | 1.4 | 0.54 |
| Payoff Ratio | 1.29 | 1.2 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 1.93 | 1.07 |
| CPC Index | 0.91 | 0.64 |
| Tail Ratio | 1.39 | 1.01 |
| Outlier Win Ratio | 33.81 | 3.1 |
| Outlier Loss Ratio | 3.45 | 2.73 |
| Volatility (ann.) | 19.27% | 49.7% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.23 | 0.28 |
| Skew | 3.91 | 0.48 |
| Kurtosis | 75.34 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.5% | 1.92% |
| Expected Yearly % | 62.36% | 23.21% |
| Kelly Criterion | 12.84% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.23% |
| Expected Shortfall (cVaR) | -1.62% | -4.23% |
| Year | 12256508:SOLUSD | 12256508:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 29.40 | -0.33 | + |
| 2023 | 921.46 | 120.17 | 0.13 | - |
| 2024 | 85.41 | 72.21 | 0.85 | - |
| 2025 | 1.99 | 41.63 | 20.96 | + |
| Metric | 12256508:solusd:triple_med_gx:lsma265_140 | 12256508:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 0.39% | 17.41% |
| 6M | 24.29% | 52.72% |
| YTD | 41.63% | 1.99% |
| 1Y | 92.48% | 24.46% |
| 3Y (ann.) | 61.41% | 86.57% |
| 5Y (ann.) | 71.06% | 26.02% |
| Metric | 12256508:solusd:triple_med_gx:lsma265_140 | 12256508:SOLUSD |
|---|---|---|
| Max Drawdown | -31.92% | -93.44% |
| Longest DD Days | 218.0 | 703.0 |
| Avg. Drawdown | -5.09% | -11.46% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 18.64 | 1.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-01-04 | -31.92 | 78 |
| 2024-04-01 | 2024-11-05 | -28.33 | 218 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2024-11-29 | 2025-04-11 | -17.29 | 133 |
| 2025-05-14 | 2025-10-16 | -16.72 | 155 |
| 2023-01-29 | 2023-04-14 | -16.20 | 74 |
| 2023-11-25 | 2024-01-08 | -8.75 | 44 |
| 2022-08-05 | 2022-10-17 | -8.24 | 73 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256508:solusd:triple_med_gx:lsma265_140 | 12256508: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 | 120.17% | 921.46% |
| Worst Year | 29.4% | -88.07% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.41% | -1.51% |
| Avg. Up Week | 10.97% | 12.37% |
| Avg. Down Week | -4.44% | -8.98% |
| Avg. Up Month | 18.27% | 37.09% |
| Avg. Down Month | -6.49% | -21.63% |
| Win Days % | 50.93% | 50.23% |
| Win Month % | 60.61% | 52.27% |
| Win Week % | 60.66% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |