| Metric | 12248512:solusd:triple_med_gx:lsma255_120 | 12248512:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 400.99% | 121.6% |
| Max Drawdown | -46.15% | -93.44% |
| Sharpe | 0.64 | 0.36 |
| Sortino | 1.03 | 0.54 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 28.5 | 3.36 |
| Outlier Loss Ratio | 3.43 | 2.9 |
| Volatility (ann.) | 21.59% | 50.06% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.27 | 0.27 |
| Skew | 1.87 | 0.49 |
| Kurtosis | 41.63 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.82% | 1.87% |
| Expected Yearly % | 49.61% | 22.01% |
| Kelly Criterion | 8.36% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.26% |
| Expected Shortfall (cVaR) | -1.82% | -4.26% |
| Year | 12248512:SOLUSD | 12248512:solusd:triple_med_gx:lsma255_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | -27.17 | 0.31 | + |
| 2023 | 921.46 | 102.20 | 0.11 | - |
| 2024 | 85.41 | 197.45 | 2.31 | + |
| 2025 | 5.60 | 14.38 | 2.57 | + |
| Metric | 12248512:solusd:triple_med_gx:lsma255_120 | 12248512:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.89% | 26.39% |
| 6M | 11.85% | 38.87% |
| YTD | 14.38% | 5.6% |
| 1Y | 82.19% | 47.35% |
| 3Y (ann.) | 82.88% | 84.92% |
| 5Y (ann.) | 58.61% | 25.58% |
| Metric | 12248512:solusd:triple_med_gx:lsma255_120 | 12248512:SOLUSD |
|---|---|---|
| Max Drawdown | -46.15% | -93.44% |
| Longest DD Days | 400.0 | 703.0 |
| Avg. Drawdown | -5.88% | -12.1% |
| Avg. Drawdown Days | 23.0 | 46.0 |
| Recovery Factor | 8.69 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2023-04-30 | -46.15 | 400 |
| 2025-01-19 | 2025-05-09 | -35.50 | 109 |
| 2024-06-05 | 2024-09-20 | -30.73 | 106 |
| 2025-05-14 | 2025-09-01 | -19.66 | 110 |
| 2024-01-11 | 2024-02-28 | -13.92 | 48 |
| 2024-11-10 | 2025-01-18 | -13.31 | 68 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-07-27 | 2023-10-21 | -9.19 | 85 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12248512:solusd:triple_med_gx:lsma255_120 | 12248512:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.5% | 43.67% |
| Worst Week | -31.18% | -51.66% |
| Best Month | 36.38% | 140.02% |
| Worst Month | -32.39% | -56.44% |
| Best Year | 197.45% | 921.46% |
| Worst Year | -27.17% | -88.92% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.52% | -1.61% |
| Avg. Up Week | 10.31% | 13.7% |
| Avg. Down Week | -4.49% | -7.73% |
| Avg. Up Month | 15.95% | 36.09% |
| Avg. Down Month | -7.36% | -20.65% |
| Win Days % | 49.62% | 50.23% |
| Win Month % | 57.89% | 51.16% |
| Win Week % | 50.67% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |