| Metric | 12256569:solusd:triple_med_gx:lsma295_140 | 12256569:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 556.06% | 140.78% |
| Max Drawdown | -39.01% | -93.44% |
| Sharpe | 0.78 | 0.38 |
| Sortino | 1.35 | 0.56 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.8 | 1.07 |
| CPC Index | 0.86 | 0.64 |
| Tail Ratio | 1.34 | 1.01 |
| Outlier Win Ratio | 30.9 | 3.19 |
| Outlier Loss Ratio | 3.46 | 2.8 |
| Volatility (ann.) | 20.01% | 50.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.85 | 0.31 |
| Skew | 3.4 | 0.49 |
| Kurtosis | 63.57 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.47% | 2.06% |
| Expected Yearly % | 60.04% | 24.57% |
| Kelly Criterion | 12.26% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12256569:SOLUSD | 12256569:solusd:triple_med_gx:lsma295_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 29.86 | -0.34 | + |
| 2023 | 921.46 | 105.60 | 0.11 | - |
| 2024 | 85.41 | 84.34 | 0.99 | - |
| 2025 | 5.60 | 33.30 | 5.94 | + |
| Metric | 12256569:solusd:triple_med_gx:lsma295_140 | 12256569:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.94% | 26.39% |
| 6M | 41.46% | 38.87% |
| YTD | 33.3% | 5.6% |
| 1Y | 110.26% | 47.35% |
| 3Y (ann.) | 54.54% | 84.92% |
| 5Y (ann.) | 72.08% | 28.86% |
| Metric | 12256569:solusd:triple_med_gx:lsma295_140 | 12256569:SOLUSD |
|---|---|---|
| Max Drawdown | -39.01% | -93.44% |
| Longest DD Days | 432.0 | 703.0 |
| Avg. Drawdown | -5.63% | -10.7% |
| Avg. Drawdown Days | 23.0 | 41.0 |
| Recovery Factor | 14.25 | 1.51 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-10-19 | -39.01 | 432 |
| 2024-04-01 | 2024-11-05 | -36.20 | 218 |
| 2025-05-14 | 2025-09-01 | -21.33 | 110 |
| 2022-06-16 | 2022-07-16 | -16.97 | 30 |
| 2024-11-29 | 2025-04-08 | -13.01 | 130 |
| 2024-01-09 | 2024-02-27 | -9.75 | 49 |
| 2022-04-14 | 2022-06-14 | -9.41 | 60 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256569:solusd:triple_med_gx:lsma295_140 | 12256569: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 | 105.6% | 921.46% |
| Worst Year | 29.86% | -87.96% |
| Avg. Up Day | 1.79% | 1.79% |
| Avg. Down Day | -1.42% | -1.49% |
| Avg. Up Week | 12.76% | 12.61% |
| Avg. Down Week | -5.05% | -8.02% |
| Avg. Up Month | 19.06% | 44.26% |
| Avg. Down Month | -6.78% | -20.22% |
| Win Days % | 51.13% | 50.23% |
| Win Month % | 58.06% | 51.16% |
| Win Week % | 55.36% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |