| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 573.18% | 70.88% |
| Max Drawdown | -41.71% | -93.44% |
| Sharpe | 0.63 | 0.32 |
| Sortino | 1.02 | 0.47 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.31 | 1.05 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 17.87 | 3.47 |
| Outlier Loss Ratio | 3.5 | 3.0 |
| Volatility (ann.) | 25.88% | 49.73% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.62 | 0.17 |
| Skew | 2.02 | 0.46 |
| Kurtosis | 27.55 | 11.16 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.33% | 1.2% |
| Expected Yearly % | 61.08% | 14.33% |
| Kelly Criterion | 6.64% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.18% | -4.24% |
| Expected Shortfall (cVaR) | -2.18% | -4.24% |
| Year | 12256761:SOLUSD | 12256761:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 40.75 | -0.45 | + |
| 2023 | 921.46 | 132.23 | 0.14 | - |
| 2024 | 85.41 | 50.02 | 0.59 | - |
| 2025 | 1.99 | 37.28 | 18.77 | + |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| MTD | 9.58% | -7.75% |
| 3M | 34.16% | 17.41% |
| 6M | 51.54% | 52.72% |
| YTD | 37.28% | 1.99% |
| 1Y | 51.79% | 24.46% |
| 3Y (ann.) | 52.0% | 86.57% |
| 5Y (ann.) | 67.52% | 15.6% |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Max Drawdown | -41.71% | -93.44% |
| Longest DD Days | 220.0 | 703.0 |
| Avg. Drawdown | -7.49% | -14.41% |
| Avg. Drawdown Days | 26.0 | 58.0 |
| Recovery Factor | 13.74 | 0.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-03-14 | -41.71 | 201 |
| 2024-04-01 | 2024-10-20 | -38.53 | 202 |
| 2024-12-05 | 2025-05-10 | -30.88 | 156 |
| 2022-05-16 | 2022-07-16 | -23.39 | 61 |
| 2023-04-30 | 2023-12-07 | -19.94 | 220 |
| 2025-05-14 | 2025-08-12 | -16.15 | 90 |
| 2022-04-20 | 2022-05-13 | -13.34 | 22 |
| 2024-01-11 | 2024-02-28 | -12.59 | 48 |
| 2025-08-14 | 2025-10-01 | -12.11 | 48 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| Metric | 12256761:solusd:triple_med_gx:lsma95_140 | 12256761:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.54% | 43.67% |
| Worst Week | -18.76% | -51.66% |
| Best Month | 32.35% | 140.02% |
| Worst Month | -19.79% | -56.44% |
| Best Year | 132.23% | 921.46% |
| Worst Year | 37.28% | -91.15% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 9.95% | 9.78% |
| Avg. Down Week | -4.92% | -9.33% |
| Avg. Up Month | 12.93% | 32.53% |
| Avg. Down Month | -9.99% | -24.09% |
| Win Days % | 49.58% | 50.1% |
| Win Month % | 66.67% | 51.11% |
| Win Week % | 52.34% | 47.96% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |