| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 631.44% | 52.09% |
| Max Drawdown | -30.27% | -93.44% |
| Sharpe | 0.81 | 0.3 |
| Sortino | 1.42 | 0.45 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 2.24 | 1.06 |
| CPC Index | 0.91 | 0.63 |
| Tail Ratio | 1.6 | 1.01 |
| Outlier Win Ratio | 35.94 | 3.13 |
| Outlier Loss Ratio | 3.44 | 2.71 |
| Volatility (ann.) | 18.29% | 49.4% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.3 | 0.13 |
| Skew | 3.78 | 0.47 |
| Kurtosis | 81.22 | 11.3 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.42% | 0.92% |
| Expected Yearly % | 64.45% | 11.05% |
| Kelly Criterion | 13.49% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.21% |
| Expected Shortfall (cVaR) | -1.53% | -4.21% |
| Year | 12256676:SOLUSD | 12256676:solusd:triple_med_gx:lsma255_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 23.08 | -0.26 | + |
| 2023 | 921.46 | 55.07 | 0.06 | - |
| 2024 | 85.41 | 143.38 | 1.68 | + |
| 2025 | -27.52 | 57.46 | -2.09 | + |
| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 4.17% | -36.97% |
| 6M | 11.13% | -17.14% |
| YTD | 57.46% | -27.52% |
| 1Y | 57.46% | -36.85% |
| 3Y (ann.) | 67.89% | 115.85% |
| 5Y (ann.) | 69.52% | 11.76% |
| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676:SOLUSD |
|---|---|---|
| Max Drawdown | -30.27% | -93.44% |
| Longest DD Days | 224.0 | 703.0 |
| Avg. Drawdown | -5.0% | -12.1% |
| Avg. Drawdown Days | 23.0 | 50.0 |
| Recovery Factor | 20.86 | 0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-03 | -30.27 | 168 |
| 2024-04-01 | 2024-09-18 | -25.65 | 170 |
| 2023-01-04 | 2023-04-12 | -16.44 | 98 |
| 2022-06-16 | 2022-07-14 | -14.98 | 28 |
| 2024-12-01 | 2025-04-11 | -13.39 | 131 |
| 2025-05-14 | 2025-09-10 | -11.71 | 119 |
| 2024-03-01 | 2024-03-30 | -10.38 | 28 |
| 2023-04-14 | 2023-11-25 | -9.94 | 224 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12256676:solusd:triple_med_gx:lsma255_140 | 12256676: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 | 30.19% | 140.02% |
| Worst Month | -20.26% | -56.44% |
| Best Year | 143.38% | 921.46% |
| Worst Year | 23.08% | -88.92% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 10.16% | 14.23% |
| Avg. Down Week | -3.55% | -7.67% |
| Avg. Up Month | 14.56% | 34.91% |
| Avg. Down Month | -4.42% | -19.24% |
| Win Days % | 51.92% | 50.17% |
| Win Month % | 60.61% | 52.17% |
| Win Week % | 57.38% | 47.5% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 50.0% |