| Metric | 12256862:solusd:triple_med_gx:lsma80_140 | 12256862:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 285.52% | 76.94% |
| Max Drawdown | -47.16% | -93.44% |
| Sharpe | 0.51 | 0.33 |
| Sortino | 0.8 | 0.49 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.22 | 1.05 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 19.77 | 3.38 |
| Outlier Loss Ratio | 3.47 | 3.02 |
| Volatility (ann.) | 24.65% | 50.1% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.97 | 0.19 |
| Skew | 1.59 | 0.47 |
| Kurtosis | 24.59 | 11.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.11% | 1.31% |
| Expected Yearly % | 40.12% | 15.33% |
| Kelly Criterion | 5.27% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -4.27% |
| Expected Shortfall (cVaR) | -2.09% | -4.27% |
| Year | 12256862:SOLUSD | 12256862:solusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 8.37 | -0.09 | + |
| 2023 | 921.46 | 190.54 | 0.21 | - |
| 2024 | 85.41 | -16.19 | -0.19 | - |
| 2025 | 5.60 | 46.10 | 8.23 | + |
| Metric | 12256862:solusd:triple_med_gx:lsma80_140 | 12256862:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 13.77% | 26.39% |
| 6M | 35.6% | 38.87% |
| YTD | 46.1% | 5.6% |
| 1Y | 35.92% | 47.35% |
| 3Y (ann.) | 41.11% | 84.92% |
| 5Y (ann.) | 45.9% | 17.32% |
| Metric | 12256862:solusd:triple_med_gx:lsma80_140 | 12256862:SOLUSD |
|---|---|---|
| Max Drawdown | -47.16% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.63% | -14.41% |
| Avg. Drawdown Days | 31.0 | 56.0 |
| Recovery Factor | 6.05 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.16 | 518 |
| 2022-05-16 | 2023-02-20 | -37.25 | 280 |
| 2023-04-30 | 2023-10-17 | -21.60 | 169 |
| 2024-01-11 | 2024-02-28 | -14.32 | 48 |
| 2022-04-20 | 2022-05-13 | -13.34 | 22 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-05-13 | 2022-05-15 | -9.83 | 1 |
| 2022-04-14 | 2022-04-19 | -9.18 | 5 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2023-12-04 | 2023-12-07 | -7.19 | 3 |
| Metric | 12256862:solusd:triple_med_gx:lsma80_140 | 12256862:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.66% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 32.76% | 140.02% |
| Worst Month | -28.54% | -56.44% |
| Best Year | 190.54% | 921.46% |
| Worst Year | -16.19% | -91.15% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.55% | -1.58% |
| Avg. Up Week | 8.33% | 11.24% |
| Avg. Down Week | -5.85% | -7.76% |
| Avg. Up Month | 12.6% | 38.35% |
| Avg. Down Month | -9.94% | -23.22% |
| Win Days % | 49.52% | 50.12% |
| Win Month % | 62.5% | 50.0% |
| Win Week % | 56.25% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |