| Metric | 12256619:solusd:triple_med_gx:lsma255_140 | 12256619:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 511.36% | 121.6% |
| Max Drawdown | -29.04% | -93.44% |
| Sharpe | 0.79 | 0.36 |
| Sortino | 1.37 | 0.54 |
| Payoff Ratio | 1.3 | 1.27 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.14 | 1.06 |
| CPC Index | 0.9 | 0.67 |
| Tail Ratio | 1.54 | 1.0 |
| Outlier Win Ratio | 35.79 | 3.13 |
| Outlier Loss Ratio | 3.51 | 2.71 |
| Volatility (ann.) | 18.63% | 50.06% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.34 | 0.27 |
| Skew | 3.7 | 0.49 |
| Kurtosis | 80.19 | 11.43 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.3% | 1.87% |
| Expected Yearly % | 57.24% | 22.01% |
| Kelly Criterion | 12.07% | 10.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.26% |
| Expected Shortfall (cVaR) | -1.56% | -4.26% |
| Year | 12256619:SOLUSD | 12256619:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 28.34 | -0.32 | + |
| 2023 | 921.46 | 64.30 | 0.07 | - |
| 2024 | 85.41 | 99.99 | 1.17 | + |
| 2025 | 5.60 | 44.97 | 8.03 | + |
| Metric | 12256619:solusd:triple_med_gx:lsma255_140 | 12256619:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 4.68% | 26.39% |
| 6M | 52.79% | 38.87% |
| YTD | 44.97% | 5.6% |
| 1Y | 124.55% | 47.35% |
| 3Y (ann.) | 59.28% | 84.92% |
| 5Y (ann.) | 67.92% | 25.58% |
| Metric | 12256619:solusd:triple_med_gx:lsma255_140 | 12256619:SOLUSD |
|---|---|---|
| Max Drawdown | -29.04% | -93.44% |
| Longest DD Days | 171.0 | 703.0 |
| Avg. Drawdown | -5.3% | -12.1% |
| Avg. Drawdown Days | 24.0 | 46.0 |
| Recovery Factor | 17.61 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-09-19 | -29.04 | 171 |
| 2022-07-19 | 2023-01-03 | -27.17 | 167 |
| 2024-11-10 | 2025-04-12 | -19.25 | 152 |
| 2023-01-04 | 2023-04-14 | -18.78 | 99 |
| 2022-06-16 | 2022-07-16 | -15.28 | 30 |
| 2025-05-14 | 2025-09-01 | -11.49 | 110 |
| 2023-04-30 | 2023-10-16 | -9.54 | 169 |
| 2024-03-01 | 2024-03-31 | -8.86 | 30 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12256619:solusd:triple_med_gx:lsma255_140 | 12256619:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 28.29% | 140.02% |
| Worst Month | -19.22% | -56.44% |
| Best Year | 99.99% | 921.46% |
| Worst Year | 28.34% | -88.92% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.41% | -1.44% |
| Avg. Up Week | 10.41% | 11.85% |
| Avg. Down Week | -3.5% | -8.0% |
| Avg. Up Month | 14.27% | 35.69% |
| Avg. Down Month | -5.17% | -20.95% |
| Win Days % | 50.37% | 50.23% |
| Win Month % | 65.62% | 51.16% |
| Win Week % | 53.45% | 48.39% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |