| Metric | 12256574:solusd:triple_med_gx:lsma275_140 | 12256574:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 677.64% | 142.43% |
| Max Drawdown | -39.79% | -93.44% |
| Sharpe | 0.86 | 0.38 |
| Sortino | 1.51 | 0.56 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 2.0 | 1.07 |
| CPC Index | 0.94 | 0.66 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 32.77 | 3.15 |
| Outlier Loss Ratio | 3.51 | 2.74 |
| Volatility (ann.) | 19.32% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.02 | 0.31 |
| Skew | 3.71 | 0.49 |
| Kurtosis | 72.04 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.89% | 2.08% |
| Expected Yearly % | 66.99% | 24.78% |
| Kelly Criterion | 13.88% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12256574:SOLUSD | 12256574:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 22.53 | -0.26 | + |
| 2023 | 921.46 | 118.60 | 0.13 | - |
| 2024 | 85.41 | 111.97 | 1.31 | + |
| 2025 | 5.60 | 36.96 | 6.60 | + |
| Metric | 12256574:solusd:triple_med_gx:lsma275_140 | 12256574:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.34% | 26.39% |
| 6M | 43.88% | 38.87% |
| YTD | 36.96% | 5.6% |
| 1Y | 121.82% | 47.35% |
| 3Y (ann.) | 68.05% | 84.92% |
| 5Y (ann.) | 80.31% | 28.98% |
| Metric | 12256574:solusd:triple_med_gx:lsma275_140 | 12256574:SOLUSD |
|---|---|---|
| Max Drawdown | -39.79% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -5.05% | -10.56% |
| Avg. Drawdown Days | 19.0 | 40.0 |
| Recovery Factor | 17.03 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-07-26 | -39.79 | 352 |
| 2024-04-01 | 2024-10-07 | -27.97 | 189 |
| 2025-05-14 | 2025-09-01 | -18.01 | 110 |
| 2022-06-16 | 2022-07-16 | -16.97 | 30 |
| 2024-11-29 | 2025-04-08 | -12.67 | 129 |
| 2024-01-09 | 2024-02-27 | -9.75 | 49 |
| 2023-07-27 | 2023-10-18 | -9.19 | 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 | 12256574:solusd:triple_med_gx:lsma275_140 | 12256574: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 | 118.6% | 921.46% |
| Worst Year | 22.53% | -87.88% |
| Avg. Up Day | 1.8% | 1.8% |
| Avg. Down Day | -1.38% | -1.46% |
| Avg. Up Week | 11.69% | 12.3% |
| Avg. Down Week | -4.05% | -8.37% |
| Avg. Up Month | 19.6% | 40.13% |
| Avg. Down Month | -4.91% | -19.67% |
| Win Days % | 51.26% | 50.25% |
| Win Month % | 58.06% | 51.16% |
| Win Week % | 57.89% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |