| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 475.6% | 134.13% |
| Max Drawdown | -40.32% | -93.44% |
| Sharpe | 0.68 | 0.37 |
| Sortino | 1.14 | 0.54 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.76 | 1.07 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.36 | 1.01 |
| Outlier Win Ratio | 29.52 | 3.16 |
| Outlier Loss Ratio | 3.4 | 2.87 |
| Volatility (ann.) | 21.02% | 49.69% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.55 | 0.29 |
| Skew | 2.91 | 0.48 |
| Kurtosis | 57.24 | 11.47 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.06% | 1.95% |
| Expected Yearly % | 54.89% | 23.7% |
| Kelly Criterion | 10.42% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.23% |
| Expected Shortfall (cVaR) | -1.77% | -4.23% |
| Year | 12252364:SOLUSD | 12252364:solusd:triple_med_gx:lsma275_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 22.02 | -0.25 | + |
| 2023 | 921.46 | 115.85 | 0.13 | - |
| 2024 | 85.41 | 100.64 | 1.18 | + |
| 2025 | 1.99 | 8.92 | 4.49 | + |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 0.42% | 17.41% |
| 6M | 18.93% | 52.72% |
| YTD | 8.92% | 1.99% |
| 1Y | 56.31% | 24.46% |
| 3Y (ann.) | 48.2% | 86.57% |
| 5Y (ann.) | 62.55% | 26.63% |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Max Drawdown | -40.32% | -93.44% |
| Longest DD Days | 198.0 | 703.0 |
| Avg. Drawdown | -5.97% | -10.56% |
| Avg. Drawdown Days | 22.0 | 42.0 |
| Recovery Factor | 11.8 | 1.44 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-13 | -40.32 | 198 |
| 2024-11-29 | 2025-05-08 | -30.65 | 160 |
| 2024-06-05 | 2024-10-20 | -29.38 | 137 |
| 2022-04-11 | 2022-06-20 | -27.53 | 70 |
| 2025-05-14 | 2025-10-16 | -18.79 | 155 |
| 2023-10-24 | 2024-01-06 | -11.40 | 74 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-06-04 | -11.13 | 64 |
| 2022-07-30 | 2022-08-08 | -9.96 | 8 |
| 2023-07-27 | 2023-10-19 | -8.15 | 84 |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.21% | 140.02% |
| Worst Month | -30.21% | -56.44% |
| Best Year | 115.85% | 921.46% |
| Worst Year | 8.92% | -87.88% |
| Avg. Up Day | 1.84% | 1.84% |
| Avg. Down Day | -1.48% | -1.54% |
| Avg. Up Week | 10.97% | 13.81% |
| Avg. Down Week | -4.82% | -8.88% |
| Avg. Up Month | 15.63% | 36.83% |
| Avg. Down Month | -6.93% | -20.31% |
| Win Days % | 50.46% | 50.23% |
| Win Month % | 59.38% | 52.27% |
| Win Week % | 61.29% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |