| Metric | 12256565:solusd:triple_med_gx:lsma260_140 | 12256565:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 529.11% | 135.78% |
| Max Drawdown | -30.82% | -93.44% |
| Sharpe | 0.79 | 0.37 |
| Sortino | 1.41 | 0.55 |
| Payoff Ratio | 1.34 | 1.26 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 1.96 | 1.06 |
| CPC Index | 0.93 | 0.67 |
| Tail Ratio | 1.41 | 1.0 |
| Outlier Win Ratio | 35.48 | 3.13 |
| Outlier Loss Ratio | 3.53 | 2.71 |
| Volatility (ann.) | 18.82% | 50.07% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.25 | 0.3 |
| Skew | 3.97 | 0.49 |
| Kurtosis | 79.43 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.37% | 2.01% |
| Expected Yearly % | 58.37% | 23.92% |
| Kelly Criterion | 12.74% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.26% |
| Expected Shortfall (cVaR) | -1.58% | -4.26% |
| Year | 12256565:SOLUSD | 12256565:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 31.69 | -0.36 | + |
| 2023 | 921.46 | 88.87 | 0.10 | - |
| 2024 | 85.41 | 81.41 | 0.95 | - |
| 2025 | 5.60 | 39.43 | 7.04 | + |
| Metric | 12256565:solusd:triple_med_gx:lsma260_140 | 12256565:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.8% | 26.39% |
| 6M | 50.8% | 38.87% |
| YTD | 39.43% | 5.6% |
| 1Y | 105.71% | 47.35% |
| 3Y (ann.) | 56.46% | 84.92% |
| 5Y (ann.) | 69.37% | 27.86% |
| Metric | 12256565:solusd:triple_med_gx:lsma260_140 | 12256565:SOLUSD |
|---|---|---|
| Max Drawdown | -30.82% | -93.44% |
| Longest DD Days | 288.0 | 703.0 |
| Avg. Drawdown | -5.51% | -11.51% |
| Avg. Drawdown Days | 24.0 | 43.0 |
| Recovery Factor | 17.17 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-05 | 2023-01-03 | -30.82 | 151 |
| 2024-04-01 | 2024-10-21 | -30.35 | 203 |
| 2023-01-04 | 2023-10-19 | -21.84 | 288 |
| 2022-06-16 | 2022-07-16 | -16.97 | 30 |
| 2024-11-29 | 2025-04-09 | -16.90 | 131 |
| 2025-05-14 | 2025-09-01 | -16.26 | 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 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| Metric | 12256565:solusd:triple_med_gx:lsma260_140 | 12256565: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 | 88.87% | 921.46% |
| Worst Year | 31.69% | -88.21% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.37% | -1.45% |
| Avg. Up Week | 11.51% | 12.57% |
| Avg. Down Week | -4.35% | -8.11% |
| Avg. Up Month | 18.49% | 39.83% |
| Avg. Down Month | -6.46% | -21.63% |
| Win Days % | 50.06% | 50.26% |
| Win Month % | 61.29% | 51.16% |
| Win Week % | 56.14% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |