| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 522.23% | 70.88% |
| Max Drawdown | -46.79% | -93.44% |
| Sharpe | 0.61 | 0.32 |
| Sortino | 0.98 | 0.47 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.32 | 1.05 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 17.82 | 3.43 |
| Outlier Loss Ratio | 3.58 | 3.05 |
| Volatility (ann.) | 25.81% | 49.73% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.37 | 0.17 |
| Skew | 2.01 | 0.46 |
| Kurtosis | 27.66 | 11.16 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.15% | 1.2% |
| Expected Yearly % | 57.94% | 14.33% |
| Kelly Criterion | 6.13% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.18% | -4.24% |
| Expected Shortfall (cVaR) | -2.18% | -4.24% |
| Year | 12256809:SOLUSD | 12256809:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 57.41 | -0.63 | + |
| 2023 | 921.46 | 149.73 | 0.16 | - |
| 2024 | 85.41 | 17.19 | 0.20 | - |
| 2025 | 1.99 | 35.08 | 17.66 | + |
| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| MTD | 4.95% | -7.75% |
| 3M | 22.81% | 17.41% |
| 6M | 41.13% | 52.72% |
| YTD | 35.08% | 1.99% |
| 1Y | 45.64% | 24.46% |
| 3Y (ann.) | 48.01% | 86.57% |
| 5Y (ann.) | 63.99% | 15.6% |
| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| Max Drawdown | -46.79% | -93.44% |
| Longest DD Days | 403.0 | 703.0 |
| Avg. Drawdown | -7.03% | -14.41% |
| Avg. Drawdown Days | 28.0 | 58.0 |
| Recovery Factor | 11.16 | 0.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-09 | -46.79 | 403 |
| 2022-08-13 | 2023-02-02 | -33.67 | 173 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2023-04-30 | 2023-12-07 | -20.20 | 221 |
| 2022-05-16 | 2022-06-15 | -16.70 | 30 |
| 2024-01-11 | 2024-02-28 | -15.04 | 48 |
| 2025-08-14 | 2025-10-02 | -15.03 | 49 |
| 2025-05-14 | 2025-08-12 | -14.93 | 90 |
| 2022-03-02 | 2022-05-13 | -14.00 | 71 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| Metric | 12256809:solusd:triple_med_gx:lsma95_140 | 12256809:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 35.3% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 31.48% | 140.02% |
| Worst Month | -28.56% | -56.44% |
| Best Year | 149.73% | 921.46% |
| Worst Year | 17.19% | -91.15% |
| Avg. Up Day | 1.78% | 1.78% |
| Avg. Down Day | -1.51% | -1.55% |
| Avg. Up Week | 9.71% | 9.6% |
| Avg. Down Week | -5.34% | -7.39% |
| Avg. Up Month | 13.97% | 34.78% |
| Avg. Down Month | -10.08% | -23.0% |
| Win Days % | 49.29% | 50.1% |
| Win Month % | 61.9% | 51.11% |
| Win Week % | 54.9% | 47.96% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |