| Metric | 12158893:solusd:triple_med_gx:lsma255_125 | 12158893:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 457.86% | 91.24% |
| Max Drawdown | -30.15% | -93.44% |
| Sharpe | 0.74 | 0.35 |
| Sortino | 1.35 | 0.51 |
| Payoff Ratio | 1.36 | 1.24 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 2.88 | 1.08 |
| CPC Index | 0.89 | 0.66 |
| Tail Ratio | 2.09 | 1.02 |
| Outlier Win Ratio | 36.96 | 3.25 |
| Outlier Loss Ratio | 3.4 | 2.82 |
| Volatility (ann.) | 19.97% | 50.43% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.21 | 0.23 |
| Skew | 6.8 | 0.49 |
| Kurtosis | 167.05 | 11.47 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.28% | 1.59% |
| Expected Yearly % | 53.69% | 17.6% |
| Kelly Criterion | 8.85% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.29% |
| Expected Shortfall (cVaR) | -1.68% | -4.29% |
| Year | 12158893:SOLUSD | 12158893:solusd:triple_med_gx:lsma255_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | -3.24 | 0.04 | + |
| 2023 | 921.46 | 236.86 | 0.26 | - |
| 2024 | 85.41 | 67.47 | 0.79 | - |
| 2025 | -8.87 | 2.20 | -0.25 | + |
| Metric | 12158893:solusd:triple_med_gx:lsma255_125 | 12158893:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 4.3% | 36.47% |
| 6M | 2.2% | -8.22% |
| YTD | 2.2% | -8.87% |
| 1Y | 22.95% | 7.09% |
| 3Y (ann.) | 72.97% | 63.14% |
| 5Y (ann.) | 66.61% | 21.23% |
| Metric | 12158893:solusd:triple_med_gx:lsma255_125 | 12158893:SOLUSD |
|---|---|---|
| Max Drawdown | -30.15% | -93.44% |
| Longest DD Days | 256.0 | 703.0 |
| Avg. Drawdown | -5.96% | -12.1% |
| Avg. Drawdown Days | 30.0 | 45.0 |
| Recovery Factor | 15.18 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-26 | 2024-03-17 | -30.15 | 82 |
| 2022-06-25 | 2023-01-09 | -19.41 | 198 |
| 2023-02-27 | 2023-11-10 | -18.89 | 256 |
| 2023-01-15 | 2023-01-20 | -15.93 | 5 |
| 2022-04-10 | 2022-06-24 | -13.12 | 74 |
| 2024-07-03 | 2024-08-13 | -11.03 | 41 |
| 2024-03-18 | 2024-03-25 | -10.00 | 7 |
| 2025-03-10 | 2025-04-17 | -9.56 | 38 |
| 2025-06-03 | 2025-07-17 | -8.56 | 43 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| Metric | 12158893:solusd:triple_med_gx:lsma255_125 | 12158893:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 37.06% | 43.67% |
| Worst Week | -8.22% | -51.66% |
| Best Month | 82.84% | 140.02% |
| Worst Month | -12.49% | -56.44% |
| Best Year | 236.86% | 921.46% |
| Worst Year | -3.24% | -88.92% |
| Avg. Up Day | 2.19% | 2.22% |
| Avg. Down Day | -1.61% | -1.79% |
| Avg. Up Week | 9.58% | 14.72% |
| Avg. Down Week | -4.13% | -7.62% |
| Avg. Up Month | 22.69% | 47.23% |
| Avg. Down Month | -5.2% | -21.36% |
| Win Days % | 47.47% | 50.16% |
| Win Month % | 53.12% | 51.22% |
| Win Week % | 57.14% | 47.49% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 75.0% | 50.0% |