| Metric | 12248356:solusd:triple_med_gx:lsma265_120 | 12248356:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 377.05% | 138.66% |
| Max Drawdown | -39.67% | -93.44% |
| Sharpe | 0.62 | 0.37 |
| Sortino | 1.04 | 0.55 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 28.2 | 3.29 |
| Outlier Loss Ratio | 3.44 | 2.89 |
| Volatility (ann.) | 22.07% | 50.09% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.42 | 0.3 |
| Skew | 2.91 | 0.49 |
| Kurtosis | 52.94 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.7% | 2.04% |
| Expected Yearly % | 47.79% | 24.29% |
| Kelly Criterion | 8.16% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.26% |
| Expected Shortfall (cVaR) | -1.86% | -4.26% |
| Year | 12248356:SOLUSD | 12248356:solusd:triple_med_gx:lsma265_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | -5.01 | 0.06 | + |
| 2023 | 921.46 | 107.20 | 0.12 | - |
| 2024 | 85.41 | 79.08 | 0.93 | - |
| 2025 | 5.60 | 35.36 | 6.31 | + |
| Metric | 12248356:solusd:triple_med_gx:lsma265_120 | 12248356:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.77% | 26.39% |
| 6M | 5.75% | 38.87% |
| YTD | 35.36% | 5.6% |
| 1Y | 75.33% | 47.35% |
| 3Y (ann.) | 62.63% | 84.92% |
| 5Y (ann.) | 56.52% | 28.33% |
| Metric | 12248356:solusd:triple_med_gx:lsma265_120 | 12248356:SOLUSD |
|---|---|---|
| Max Drawdown | -39.67% | -93.44% |
| Longest DD Days | 186.0 | 703.0 |
| Avg. Drawdown | -7.0% | -11.46% |
| Avg. Drawdown Days | 25.0 | 43.0 |
| Recovery Factor | 9.5 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-14 | -39.67 | 186 |
| 2022-12-15 | 2023-01-29 | -35.97 | 45 |
| 2024-06-05 | 2024-11-06 | -25.73 | 153 |
| 2025-02-04 | 2025-04-12 | -24.16 | 67 |
| 2025-05-14 | 2025-09-01 | -21.93 | 110 |
| 2024-04-01 | 2024-06-05 | -14.54 | 65 |
| 2023-01-29 | 2023-04-25 | -14.37 | 86 |
| 2024-01-09 | 2024-02-28 | -12.96 | 50 |
| 2024-11-12 | 2025-01-18 | -11.14 | 67 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| Metric | 12248356:solusd:triple_med_gx:lsma265_120 | 12248356:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 33.69% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 107.2% | 921.46% |
| Worst Year | -5.01% | -88.07% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.51% | -1.58% |
| Avg. Up Week | 10.61% | 13.74% |
| Avg. Down Week | -5.63% | -7.77% |
| Avg. Up Month | 16.58% | 38.58% |
| Avg. Down Month | -6.81% | -20.31% |
| Win Days % | 48.93% | 50.25% |
| Win Month % | 55.56% | 51.16% |
| Win Week % | 58.57% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |