| Metric | 12256515:solusd:triple_med_gx:lsma280_140 | 12256515:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 660.52% | 138.71% |
| Max Drawdown | -36.73% | -93.44% |
| Sharpe | 0.81 | 0.37 |
| Sortino | 1.42 | 0.55 |
| Payoff Ratio | 1.29 | 1.21 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.86 | 1.07 |
| CPC Index | 0.9 | 0.64 |
| Tail Ratio | 1.36 | 1.01 |
| Outlier Win Ratio | 31.51 | 3.15 |
| Outlier Loss Ratio | 3.44 | 2.77 |
| Volatility (ann.) | 19.93% | 49.71% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.06 | 0.29 |
| Skew | 3.63 | 0.48 |
| Kurtosis | 66.64 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.72% | 2.0% |
| Expected Yearly % | 66.06% | 24.3% |
| Kelly Criterion | 12.71% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.23% |
| Expected Shortfall (cVaR) | -1.67% | -4.23% |
| Year | 12256515:SOLUSD | 12256515:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 32.11 | -0.37 | + |
| 2023 | 921.46 | 136.83 | 0.15 | - |
| 2024 | 85.41 | 85.80 | 1.00 | + |
| 2025 | 1.99 | 30.82 | 15.52 | + |
| Metric | 12256515:solusd:triple_med_gx:lsma280_140 | 12256515:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 1.69% | 17.41% |
| 6M | 21.34% | 52.72% |
| YTD | 30.82% | 1.99% |
| 1Y | 88.13% | 24.46% |
| 3Y (ann.) | 61.2% | 86.57% |
| 5Y (ann.) | 75.69% | 27.34% |
| Metric | 12256515:solusd:triple_med_gx:lsma280_140 | 12256515:SOLUSD |
|---|---|---|
| Max Drawdown | -36.73% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -5.33% | -9.92% |
| Avg. Drawdown Days | 20.0 | 39.0 |
| Recovery Factor | 17.98 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-01-29 | -36.73 | 103 |
| 2024-04-01 | 2024-10-20 | -32.07 | 202 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2025-05-14 | 2025-10-16 | -19.74 | 155 |
| 2024-11-29 | 2025-04-12 | -17.65 | 133 |
| 2023-01-29 | 2023-04-12 | -14.20 | 72 |
| 2023-11-29 | 2024-01-09 | -10.15 | 40 |
| 2022-08-08 | 2022-08-13 | -8.51 | 4 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-13 | 2022-10-17 | -8.35 | 65 |
| Metric | 12256515:solusd:triple_med_gx:lsma280_140 | 12256515: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 | 136.83% | 921.46% |
| Worst Year | 30.82% | -87.64% |
| Avg. Up Day | 1.83% | 1.83% |
| Avg. Down Day | -1.42% | -1.51% |
| Avg. Up Week | 11.18% | 12.36% |
| Avg. Down Week | -4.62% | -8.86% |
| Avg. Up Month | 18.83% | 37.44% |
| Avg. Down Month | -7.17% | -19.01% |
| Win Days % | 50.82% | 50.24% |
| Win Month % | 62.5% | 52.27% |
| Win Week % | 61.67% | 48.69% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |