| Metric | 12256566:solusd:triple_med_gx:lsma265_140 | 12256566:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 832.34% | 141.63% |
| Max Drawdown | -33.37% | -93.44% |
| Sharpe | 0.91 | 0.37 |
| Sortino | 1.62 | 0.55 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 1.44 | 1.06 |
| Common Sense Ratio | 2.15 | 1.07 |
| CPC Index | 0.99 | 0.67 |
| Tail Ratio | 1.49 | 1.01 |
| Outlier Win Ratio | 33.2 | 3.13 |
| Outlier Loss Ratio | 3.53 | 2.72 |
| Volatility (ann.) | 18.98% | 49.72% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.57 | 0.3 |
| Skew | 3.83 | 0.48 |
| Kurtosis | 74.77 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.2% | 2.03% |
| Expected Yearly % | 74.74% | 24.68% |
| Kelly Criterion | 14.94% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.23% |
| Expected Shortfall (cVaR) | -1.59% | -4.23% |
| Year | 12256566:SOLUSD | 12256566:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 31.76 | -0.36 | + |
| 2023 | 921.46 | 103.32 | 0.11 | - |
| 2024 | 85.41 | 129.39 | 1.51 | + |
| 2025 | 6.92 | 51.72 | 7.48 | + |
| Metric | 12256566:solusd:triple_med_gx:lsma265_140 | 12256566:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 9.33% | 24.43% |
| 6M | 27.34% | 56.02% |
| YTD | 51.72% | 6.92% |
| 1Y | 125.88% | 36.69% |
| 3Y (ann.) | 79.05% | 87.68% |
| 5Y (ann.) | 85.74% | 27.72% |
| Metric | 12256566:solusd:triple_med_gx:lsma265_140 | 12256566:SOLUSD |
|---|---|---|
| Max Drawdown | -33.37% | -93.44% |
| Longest DD Days | 171.0 | 703.0 |
| Avg. Drawdown | -5.25% | -11.46% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 24.94 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-01-04 | -33.37 | 142 |
| 2024-04-01 | 2024-09-19 | -27.95 | 171 |
| 2023-01-04 | 2023-04-14 | -20.22 | 99 |
| 2025-05-14 | 2025-10-14 | -17.33 | 153 |
| 2022-06-16 | 2022-07-16 | -16.97 | 30 |
| 2024-11-29 | 2025-04-09 | -13.41 | 131 |
| 2023-07-27 | 2023-10-18 | -9.27 | 82 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256566:solusd:triple_med_gx:lsma265_140 | 12256566: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 | 129.39% | 921.46% |
| Worst Year | 31.76% | -88.07% |
| Avg. Up Day | 1.8% | 1.8% |
| Avg. Down Day | -1.35% | -1.43% |
| Avg. Up Week | 12.0% | 12.59% |
| Avg. Down Week | -4.03% | -8.62% |
| Avg. Up Month | 17.98% | 36.25% |
| Avg. Down Month | -5.53% | -21.63% |
| Win Days % | 51.48% | 50.25% |
| Win Month % | 65.62% | 52.27% |
| Win Week % | 58.33% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |