| Metric | 12256621:solusd:triple_med_gx:lsma265_140 | 12256621:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 447.69% | 138.66% |
| Max Drawdown | -30.43% | -93.44% |
| Sharpe | 0.74 | 0.37 |
| Sortino | 1.28 | 0.55 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.85 | 1.07 |
| CPC Index | 0.86 | 0.66 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 34.84 | 3.13 |
| Outlier Loss Ratio | 3.5 | 2.73 |
| Volatility (ann.) | 18.81% | 50.09% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.07 | 0.3 |
| Skew | 3.58 | 0.49 |
| Kurtosis | 77.37 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.03% | 2.04% |
| Expected Yearly % | 52.98% | 24.29% |
| Kelly Criterion | 11.09% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.26% |
| Expected Shortfall (cVaR) | -1.58% | -4.26% |
| Year | 12256621:SOLUSD | 12256621:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 25.94 | -0.29 | + |
| 2023 | 921.46 | 74.04 | 0.08 | - |
| 2024 | 85.41 | 89.24 | 1.04 | + |
| 2025 | 5.60 | 32.05 | 5.72 | + |
| Metric | 12256621:solusd:triple_med_gx:lsma265_140 | 12256621:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.52% | 26.39% |
| 6M | 42.4% | 38.87% |
| YTD | 32.05% | 5.6% |
| 1Y | 105.98% | 47.35% |
| 3Y (ann.) | 52.38% | 84.92% |
| 5Y (ann.) | 62.84% | 28.33% |
| Metric | 12256621:solusd:triple_med_gx:lsma265_140 | 12256621:SOLUSD |
|---|---|---|
| Max Drawdown | -30.43% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -5.51% | -11.46% |
| Avg. Drawdown Days | 25.0 | 43.0 |
| Recovery Factor | 14.71 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-03 | -30.43 | 168 |
| 2024-04-01 | 2024-10-14 | -30.22 | 196 |
| 2023-01-04 | 2023-04-12 | -16.69 | 98 |
| 2024-11-10 | 2025-04-12 | -16.36 | 152 |
| 2022-06-16 | 2022-07-16 | -15.28 | 30 |
| 2025-05-14 | 2025-09-01 | -14.09 | 110 |
| 2023-07-27 | 2023-10-19 | -9.07 | 84 |
| 2024-03-01 | 2024-03-31 | -8.86 | 30 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256621:solusd:triple_med_gx:lsma265_140 | 12256621: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 | 89.24% | 921.46% |
| Worst Year | 25.94% | -88.07% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.41% | -1.45% |
| Avg. Up Week | 9.79% | 11.85% |
| Avg. Down Week | -3.49% | -7.65% |
| Avg. Up Month | 13.75% | 36.35% |
| Avg. Down Month | -4.76% | -20.22% |
| Win Days % | 50.42% | 50.25% |
| Win Month % | 64.52% | 51.16% |
| Win Week % | 54.39% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |