| Metric | 12248455:solusd:triple_med_gx:lsma255_120 | 12248455:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 574.41% | 121.6% |
| Max Drawdown | -43.04% | -93.44% |
| Sharpe | 0.72 | 0.36 |
| Sortino | 1.22 | 0.54 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 27.8 | 3.3 |
| Outlier Loss Ratio | 3.47 | 2.89 |
| Volatility (ann.) | 22.32% | 50.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.69 | 0.27 |
| Skew | 3.11 | 0.49 |
| Kurtosis | 57.5 | 11.43 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.54% | 1.87% |
| Expected Yearly % | 61.15% | 22.01% |
| Kelly Criterion | 9.91% | 9.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.26% |
| Expected Shortfall (cVaR) | -1.88% | -4.26% |
| Year | 12248455:SOLUSD | 12248455:solusd:triple_med_gx:lsma255_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 11.26 | -0.13 | + |
| 2023 | 921.46 | 92.79 | 0.10 | - |
| 2024 | 85.41 | 127.78 | 1.50 | + |
| 2025 | 5.60 | 38.03 | 6.79 | + |
| Metric | 12248455:solusd:triple_med_gx:lsma255_120 | 12248455:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.49% | 26.39% |
| 6M | 15.82% | 38.87% |
| YTD | 38.03% | 5.6% |
| 1Y | 107.39% | 47.35% |
| 3Y (ann.) | 78.73% | 84.92% |
| 5Y (ann.) | 72.7% | 25.58% |
| Metric | 12248455:solusd:triple_med_gx:lsma255_120 | 12248455:SOLUSD |
|---|---|---|
| Max Drawdown | -43.04% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -6.43% | -12.1% |
| Avg. Drawdown Days | 20.0 | 46.0 |
| Recovery Factor | 13.35 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-29 | -43.04 | 125 |
| 2022-12-16 | 2023-01-03 | -29.41 | 18 |
| 2024-06-05 | 2024-09-19 | -28.44 | 105 |
| 2025-02-04 | 2025-05-08 | -26.15 | 92 |
| 2025-05-14 | 2025-09-01 | -17.20 | 110 |
| 2023-01-29 | 2023-04-12 | -16.20 | 72 |
| 2024-04-01 | 2024-05-16 | -13.08 | 45 |
| 2022-07-30 | 2022-09-27 | -13.04 | 58 |
| 2024-01-09 | 2024-02-28 | -11.86 | 50 |
| 2024-11-10 | 2025-01-18 | -10.53 | 68 |
| Metric | 12248455:solusd:triple_med_gx:lsma255_120 | 12248455:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 33.44% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 127.78% | 921.46% |
| Worst Year | 11.26% | -88.92% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.49% | -1.56% |
| Avg. Up Week | 10.82% | 11.91% |
| Avg. Down Week | -4.9% | -8.05% |
| Avg. Up Month | 16.73% | 36.45% |
| Avg. Down Month | -5.81% | -18.37% |
| Win Days % | 49.56% | 50.23% |
| Win Month % | 51.28% | 51.16% |
| Win Week % | 55.56% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |