| Metric | 12256517:solusd:triple_med_gx:lsma295_140 | 12256517:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 758.67% | 132.53% |
| Max Drawdown | -36.98% | -93.44% |
| Sharpe | 0.84 | 0.37 |
| Sortino | 1.48 | 0.54 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 1.89 | 1.07 |
| CPC Index | 0.9 | 0.64 |
| Tail Ratio | 1.38 | 1.01 |
| Outlier Win Ratio | 30.29 | 3.17 |
| Outlier Loss Ratio | 3.45 | 2.78 |
| Volatility (ann.) | 20.23% | 49.74% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.22 | 0.28 |
| Skew | 3.52 | 0.48 |
| Kurtosis | 63.18 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.01% | 1.94% |
| Expected Yearly % | 71.18% | 23.49% |
| Kelly Criterion | 13.05% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.23% |
| Expected Shortfall (cVaR) | -1.69% | -4.23% |
| Year | 12256517:SOLUSD | 12256517:solusd:triple_med_gx:lsma295_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 42.66 | -0.49 | + |
| 2023 | 921.46 | 132.50 | 0.14 | - |
| 2024 | 85.41 | 96.82 | 1.13 | + |
| 2025 | 1.99 | 31.53 | 15.88 | + |
| Metric | 12256517:solusd:triple_med_gx:lsma295_140 | 12256517:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 3.09% | 17.41% |
| 6M | 22.0% | 52.72% |
| YTD | 31.53% | 1.99% |
| 1Y | 83.85% | 24.46% |
| 3Y (ann.) | 63.4% | 86.57% |
| 5Y (ann.) | 82.05% | 26.51% |
| Metric | 12256517:solusd:triple_med_gx:lsma295_140 | 12256517:SOLUSD |
|---|---|---|
| Max Drawdown | -36.98% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -5.23% | -10.7% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 20.51 | 1.42 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-04-13 | -36.98 | 177 |
| 2024-04-01 | 2024-10-14 | -28.68 | 196 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2025-05-14 | 2025-10-16 | -20.40 | 155 |
| 2024-11-29 | 2025-04-12 | -19.96 | 134 |
| 2023-07-27 | 2023-10-18 | -9.19 | 82 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-13 | 2022-10-17 | -8.35 | 65 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256517:solusd:triple_med_gx:lsma295_140 | 12256517: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 | 132.5% | 921.46% |
| Worst Year | 31.53% | -87.96% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.42% | -1.51% |
| Avg. Up Week | 11.7% | 12.25% |
| Avg. Down Week | -4.68% | -8.86% |
| Avg. Up Month | 19.43% | 37.17% |
| Avg. Down Month | -7.48% | -19.01% |
| Win Days % | 51.35% | 50.21% |
| Win Month % | 62.5% | 52.27% |
| Win Week % | 61.67% | 48.69% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |