| Metric | 12256872:solusd:triple_med_gx:lsma95_140 | 12256872:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 223.0% | 76.94% |
| Max Drawdown | -47.72% | -93.44% |
| Sharpe | 0.45 | 0.33 |
| Sortino | 0.7 | 0.49 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.17 | 1.05 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 18.29 | 3.43 |
| Outlier Loss Ratio | 3.56 | 3.07 |
| Volatility (ann.) | 25.8% | 50.1% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.81 | 0.19 |
| Skew | 1.74 | 0.47 |
| Kurtosis | 25.63 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.7% | 1.31% |
| Expected Yearly % | 34.06% | 15.33% |
| Kelly Criterion | 4.41% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -4.27% |
| Expected Shortfall (cVaR) | -2.19% | -4.27% |
| Year | 12256872:SOLUSD | 12256872:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 27.38 | -0.30 | + |
| 2023 | 921.46 | 146.31 | 0.16 | - |
| 2024 | 85.41 | -5.60 | -0.07 | - |
| 2025 | 5.60 | 9.05 | 1.61 | + |
| Metric | 12256872:solusd:triple_med_gx:lsma95_140 | 12256872:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.59% | 26.39% |
| 6M | 17.5% | 38.87% |
| YTD | 9.05% | 5.6% |
| 1Y | 23.33% | 47.35% |
| 3Y (ann.) | 27.94% | 84.92% |
| 5Y (ann.) | 38.84% | 17.32% |
| Metric | 12256872:solusd:triple_med_gx:lsma95_140 | 12256872:SOLUSD |
|---|---|---|
| Max Drawdown | -47.72% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -8.1% | -14.41% |
| Avg. Drawdown Days | 38.0 | 56.0 |
| Recovery Factor | 4.67 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.72 | 518 |
| 2022-08-13 | 2023-02-20 | -35.05 | 190 |
| 2022-05-16 | 2022-07-18 | -22.92 | 63 |
| 2023-04-30 | 2023-12-01 | -19.47 | 214 |
| 2022-03-02 | 2022-05-13 | -16.92 | 71 |
| 2024-01-11 | 2024-02-28 | -15.77 | 48 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2023-12-09 | 2024-01-09 | -11.38 | 30 |
| 2022-05-13 | 2022-05-15 | -9.83 | 1 |
| 2022-08-08 | 2022-08-13 | -8.51 | 4 |
| Metric | 12256872:solusd:triple_med_gx:lsma95_140 | 12256872:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 30.88% | 140.02% |
| Worst Month | -29.3% | -56.44% |
| Best Year | 146.31% | 921.46% |
| Worst Year | -5.6% | -91.15% |
| Avg. Up Day | 1.74% | 1.75% |
| Avg. Down Day | -1.53% | -1.55% |
| Avg. Up Week | 8.43% | 10.27% |
| Avg. Down Week | -5.55% | -7.58% |
| Avg. Up Month | 12.68% | 37.7% |
| Avg. Down Month | -12.27% | -23.0% |
| Win Days % | 49.15% | 50.12% |
| Win Month % | 65.0% | 50.0% |
| Win Week % | 54.0% | 47.89% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |