| Metric | 12256559:solusd:triple_med_gx:lsma230_140 | 12256559:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 483.9% | 119.48% |
| Max Drawdown | -34.2% | -93.44% |
| Sharpe | 0.78 | 0.36 |
| Sortino | 1.35 | 0.54 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 2.72 | 1.07 |
| CPC Index | 0.92 | 0.64 |
| Tail Ratio | 1.94 | 1.01 |
| Outlier Win Ratio | 38.04 | 3.11 |
| Outlier Loss Ratio | 3.34 | 2.73 |
| Volatility (ann.) | 18.34% | 50.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.91 | 0.27 |
| Skew | 3.9 | 0.49 |
| Kurtosis | 84.33 | 11.35 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.09% | 1.8% |
| Expected Yearly % | 55.45% | 21.72% |
| Kelly Criterion | 13.29% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.26% |
| Expected Shortfall (cVaR) | -1.54% | -4.26% |
| Year | 12256559:SOLUSD | 12256559:solusd:triple_med_gx:lsma230_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 27.89 | -0.31 | + |
| 2023 | 921.46 | 95.09 | 0.10 | - |
| 2024 | 85.41 | 65.00 | 0.76 | - |
| 2025 | 5.60 | 41.84 | 7.47 | + |
| Metric | 12256559:solusd:triple_med_gx:lsma230_140 | 12256559:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.4% | 26.39% |
| 6M | 47.66% | 38.87% |
| YTD | 41.84% | 5.6% |
| 1Y | 89.7% | 47.35% |
| 3Y (ann.) | 52.62% | 84.92% |
| 5Y (ann.) | 65.27% | 25.08% |
| Metric | 12256559:solusd:triple_med_gx:lsma230_140 | 12256559:SOLUSD |
|---|---|---|
| Max Drawdown | -34.2% | -93.44% |
| Longest DD Days | 355.0 | 703.0 |
| Avg. Drawdown | -5.27% | -12.91% |
| Avg. Drawdown Days | 25.0 | 49.0 |
| Recovery Factor | 14.15 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-05 | 2023-07-26 | -34.20 | 355 |
| 2024-04-01 | 2024-11-06 | -22.27 | 219 |
| 2022-06-16 | 2022-07-16 | -16.97 | 30 |
| 2022-03-02 | 2022-04-12 | -15.69 | 40 |
| 2024-11-29 | 2025-04-09 | -15.60 | 131 |
| 2025-05-14 | 2025-09-01 | -14.92 | 110 |
| 2023-11-25 | 2024-01-09 | -9.72 | 44 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-01-09 | 2024-02-26 | -7.86 | 48 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| Metric | 12256559:solusd:triple_med_gx:lsma230_140 | 12256559:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.62% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.69% | -56.44% |
| Best Year | 95.09% | 921.46% |
| Worst Year | 27.89% | -89.03% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.46% | -1.55% |
| Avg. Up Week | 12.18% | 13.39% |
| Avg. Down Week | -3.93% | -8.43% |
| Avg. Up Month | 18.03% | 35.08% |
| Avg. Down Month | -8.05% | -25.71% |
| Win Days % | 51.24% | 50.24% |
| Win Month % | 64.52% | 52.27% |
| Win Week % | 55.56% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |