| Metric | 12256560:solusd:triple_med_gx:lsma235_140 | 12256560:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 538.36% | 107.06% |
| Max Drawdown | -32.0% | -93.44% |
| Sharpe | 0.8 | 0.35 |
| Sortino | 1.42 | 0.52 |
| Payoff Ratio | 1.32 | 1.25 |
| Profit Factor | 1.42 | 1.06 |
| Common Sense Ratio | 2.39 | 1.05 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | 1.69 | 1.0 |
| Outlier Win Ratio | 37.33 | 3.12 |
| Outlier Loss Ratio | 3.38 | 2.73 |
| Volatility (ann.) | 18.63% | 50.05% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.18 | 0.25 |
| Skew | 4.03 | 0.48 |
| Kurtosis | 82.28 | 11.39 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.3% | 1.67% |
| Expected Yearly % | 58.95% | 19.96% |
| Kelly Criterion | 13.65% | 10.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.26% |
| Expected Shortfall (cVaR) | -1.56% | -4.26% |
| Year | 12256560:SOLUSD | 12256560:solusd:triple_med_gx:lsma235_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 23.62 | -0.26 | + |
| 2023 | 921.46 | 97.88 | 0.11 | - |
| 2024 | 85.41 | 83.85 | 0.98 | - |
| 2025 | 5.60 | 41.94 | 7.48 | + |
| Metric | 12256560:solusd:triple_med_gx:lsma235_140 | 12256560:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.33% | 26.39% |
| 6M | 47.76% | 38.87% |
| YTD | 41.94% | 5.6% |
| 1Y | 99.72% | 47.35% |
| 3Y (ann.) | 59.01% | 84.92% |
| 5Y (ann.) | 69.66% | 23.07% |
| Metric | 12256560:solusd:triple_med_gx:lsma235_140 | 12256560:SOLUSD |
|---|---|---|
| Max Drawdown | -32.0% | -93.44% |
| Longest DD Days | 203.0 | 703.0 |
| Avg. Drawdown | -5.34% | -13.19% |
| Avg. Drawdown Days | 23.0 | 50.0 |
| Recovery Factor | 16.82 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-15 | 2023-01-04 | -32.00 | 141 |
| 2024-04-01 | 2024-10-20 | -25.36 | 202 |
| 2023-01-04 | 2023-07-26 | -18.98 | 203 |
| 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 | 2024-01-08 | -8.50 | 43 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-01-09 | 2024-02-26 | -7.90 | 48 |
| Metric | 12256560:solusd:triple_med_gx:lsma235_140 | 12256560:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.69% | -56.44% |
| Best Year | 97.88% | 921.46% |
| Worst Year | 23.62% | -89.65% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.44% | -1.53% |
| Avg. Up Week | 12.13% | 12.98% |
| Avg. Down Week | -4.06% | -8.37% |
| Avg. Up Month | 16.96% | 35.94% |
| Avg. Down Month | -5.11% | -22.23% |
| Win Days % | 50.82% | 50.23% |
| Win Month % | 61.29% | 52.27% |
| Win Week % | 53.57% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |