| Metric | 12256564:solusd:triple_med_gx:lsma255_140 | 12256564:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 557.05% | 121.6% |
| Max Drawdown | -30.4% | -93.44% |
| Sharpe | 0.81 | 0.36 |
| Sortino | 1.45 | 0.54 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 1.41 | 1.06 |
| Common Sense Ratio | 2.21 | 1.06 |
| CPC Index | 0.95 | 0.67 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 36.18 | 3.11 |
| Outlier Loss Ratio | 3.47 | 2.7 |
| Volatility (ann.) | 18.67% | 50.06% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.35 | 0.27 |
| Skew | 4.07 | 0.49 |
| Kurtosis | 81.89 | 11.43 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.48% | 1.87% |
| Expected Yearly % | 60.1% | 22.01% |
| Kelly Criterion | 13.7% | 10.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.26% |
| Expected Shortfall (cVaR) | -1.57% | -4.26% |
| Year | 12256564:SOLUSD | 12256564:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 35.85 | -0.40 | + |
| 2023 | 921.46 | 85.38 | 0.09 | - |
| 2024 | 85.41 | 86.73 | 1.02 | + |
| 2025 | 5.60 | 39.72 | 7.09 | + |
| Metric | 12256564:solusd:triple_med_gx:lsma255_140 | 12256564:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.8% | 26.39% |
| 6M | 53.73% | 38.87% |
| YTD | 39.72% | 5.6% |
| 1Y | 112.34% | 47.35% |
| 3Y (ann.) | 56.56% | 84.92% |
| 5Y (ann.) | 71.42% | 25.58% |
| Metric | 12256564:solusd:triple_med_gx:lsma255_140 | 12256564:SOLUSD |
|---|---|---|
| Max Drawdown | -30.4% | -93.44% |
| Longest DD Days | 288.0 | 703.0 |
| Avg. Drawdown | -5.24% | -12.1% |
| Avg. Drawdown Days | 23.0 | 46.0 |
| Recovery Factor | 18.32 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-10-20 | -30.40 | 202 |
| 2022-08-05 | 2023-01-03 | -28.94 | 151 |
| 2023-01-04 | 2023-10-20 | -20.72 | 288 |
| 2022-06-16 | 2022-07-16 | -16.97 | 30 |
| 2024-11-29 | 2025-04-11 | -16.88 | 133 |
| 2025-05-14 | 2025-09-01 | -14.64 | 110 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-01-09 | 2024-02-26 | -7.90 | 48 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| Metric | 12256564:solusd:triple_med_gx:lsma255_140 | 12256564:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.09% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.69% | -56.44% |
| Best Year | 86.73% | 921.46% |
| Worst Year | 35.85% | -88.92% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.38% | -1.47% |
| Avg. Up Week | 11.27% | 12.3% |
| Avg. Down Week | -4.48% | -7.89% |
| Avg. Up Month | 18.6% | 39.21% |
| Avg. Down Month | -6.12% | -19.83% |
| Win Days % | 50.71% | 50.23% |
| Win Month % | 62.5% | 51.16% |
| Win Week % | 59.65% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |