| Metric | 12256510:solusd:triple_med_gx:lsma275_140 | 12256510:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 841.71% | 134.13% |
| Max Drawdown | -33.75% | -93.44% |
| Sharpe | 0.89 | 0.37 |
| Sortino | 1.57 | 0.54 |
| Payoff Ratio | 1.3 | 1.21 |
| Profit Factor | 1.42 | 1.06 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.95 | 0.64 |
| Tail Ratio | 1.47 | 1.01 |
| Outlier Win Ratio | 31.81 | 3.14 |
| Outlier Loss Ratio | 3.45 | 2.75 |
| Volatility (ann.) | 19.75% | 49.69% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.56 | 0.29 |
| Skew | 3.71 | 0.48 |
| Kurtosis | 68.86 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.23% | 1.95% |
| Expected Yearly % | 75.18% | 23.7% |
| Kelly Criterion | 14.37% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.23% |
| Expected Shortfall (cVaR) | -1.65% | -4.23% |
| Year | 12256510:SOLUSD | 12256510:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 46.94 | -0.53 | + |
| 2023 | 921.46 | 142.63 | 0.15 | - |
| 2024 | 85.41 | 91.93 | 1.08 | + |
| 2025 | 1.99 | 37.63 | 18.95 | + |
| Metric | 12256510:solusd:triple_med_gx:lsma275_140 | 12256510:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 5.34% | 17.41% |
| 6M | 27.31% | 52.72% |
| YTD | 37.63% | 1.99% |
| 1Y | 96.23% | 24.46% |
| 3Y (ann.) | 69.65% | 86.57% |
| 5Y (ann.) | 86.35% | 26.63% |
| Metric | 12256510:solusd:triple_med_gx:lsma275_140 | 12256510:SOLUSD |
|---|---|---|
| Max Drawdown | -33.75% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -5.03% | -10.56% |
| Avg. Drawdown Days | 20.0 | 42.0 |
| Recovery Factor | 24.94 | 1.44 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-01-29 | -33.75 | 103 |
| 2024-04-01 | 2024-10-20 | -28.39 | 202 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2025-05-14 | 2025-10-16 | -18.70 | 155 |
| 2024-11-29 | 2025-04-12 | -18.13 | 133 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-11-29 | 2024-01-09 | -9.27 | 40 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-13 | 2022-10-17 | -8.35 | 65 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| Metric | 12256510:solusd:triple_med_gx:lsma275_140 | 12256510: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 | 142.63% | 921.46% |
| Worst Year | 37.63% | -87.88% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.4% | -1.51% |
| Avg. Up Week | 11.58% | 12.36% |
| Avg. Down Week | -4.09% | -8.86% |
| Avg. Up Month | 19.35% | 37.24% |
| Avg. Down Month | -6.02% | -19.01% |
| Win Days % | 51.66% | 50.23% |
| Win Month % | 62.5% | 52.27% |
| Win Week % | 61.67% | 48.44% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |