| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 549.26% | 70.88% |
| Max Drawdown | -46.78% | -93.44% |
| Sharpe | 0.61 | 0.32 |
| Sortino | 0.99 | 0.47 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.32 | 1.05 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 17.23 | 3.44 |
| Outlier Loss Ratio | 3.6 | 3.05 |
| Volatility (ann.) | 26.13% | 49.73% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.41 | 0.17 |
| Skew | 1.93 | 0.46 |
| Kurtosis | 26.4 | 11.16 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.24% | 1.2% |
| Expected Yearly % | 59.63% | 14.33% |
| Kelly Criterion | 6.01% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -4.24% |
| Expected Shortfall (cVaR) | -2.21% | -4.24% |
| Year | 12256817:SOLUSD | 12256817:solusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 59.59 | -0.65 | + |
| 2023 | 921.46 | 129.08 | 0.14 | - |
| 2024 | 85.41 | 29.18 | 0.34 | - |
| 2025 | 1.99 | 37.47 | 18.87 | + |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| MTD | 5.7% | -7.75% |
| 3M | 30.38% | 17.41% |
| 6M | 50.34% | 52.72% |
| YTD | 37.47% | 1.99% |
| 1Y | 41.97% | 24.46% |
| 3Y (ann.) | 49.43% | 86.57% |
| 5Y (ann.) | 65.89% | 15.6% |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817:SOLUSD |
|---|---|---|
| Max Drawdown | -46.78% | -93.44% |
| Longest DD Days | 313.0 | 703.0 |
| Avg. Drawdown | -8.13% | -14.41% |
| Avg. Drawdown Days | 27.0 | 58.0 |
| Recovery Factor | 11.74 | 0.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-02-08 | -46.78 | 313 |
| 2022-08-25 | 2023-01-04 | -32.99 | 131 |
| 2025-02-09 | 2025-05-10 | -31.39 | 90 |
| 2023-04-14 | 2023-12-08 | -23.34 | 237 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2022-03-02 | 2022-05-13 | -16.87 | 71 |
| 2022-05-16 | 2022-06-15 | -16.70 | 30 |
| 2025-08-14 | 2025-10-01 | -14.93 | 48 |
| 2024-01-11 | 2024-02-27 | -14.17 | 46 |
| 2025-05-14 | 2025-08-12 | -13.98 | 90 |
| Metric | 12256817:solusd:triple_med_gx:lsma100_140 | 12256817: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 | -29.3% | -56.44% |
| Best Year | 129.08% | 921.46% |
| Worst Year | 29.18% | -91.15% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.51% | -1.55% |
| Avg. Up Week | 9.59% | 9.6% |
| Avg. Down Week | -5.61% | -7.72% |
| Avg. Up Month | 15.21% | 32.41% |
| Avg. Down Month | -10.66% | -24.09% |
| Win Days % | 49.32% | 50.1% |
| Win Month % | 61.9% | 51.11% |
| Win Week % | 56.19% | 47.96% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |