| Metric | 12254196:solusd:triple_med_gx:lsma265_135 | 12254196:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 151.29% | 138.66% |
| Max Drawdown | -40.72% | -93.44% |
| Sharpe | 0.44 | 0.37 |
| Sortino | 0.7 | 0.55 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 35.54 | 3.12 |
| Outlier Loss Ratio | 3.29 | 2.8 |
| Volatility (ann.) | 19.1% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.74 | 0.3 |
| Skew | 2.29 | 0.49 |
| Kurtosis | 62.97 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.17% | 2.04% |
| Expected Yearly % | 25.91% | 24.29% |
| Kelly Criterion | 6.75% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12254196:SOLUSD | 12254196:solusd:triple_med_gx:lsma265_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 6.36 | -0.07 | + |
| 2023 | 921.46 | 128.32 | 0.14 | - |
| 2024 | 85.41 | -24.33 | -0.28 | - |
| 2025 | 5.60 | 36.76 | 6.56 | + |
| Metric | 12254196:solusd:triple_med_gx:lsma265_135 | 12254196:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.13% | 26.39% |
| 6M | 14.68% | 38.87% |
| YTD | 36.76% | 5.6% |
| 1Y | 29.59% | 47.35% |
| 3Y (ann.) | 26.72% | 84.92% |
| 5Y (ann.) | 30.24% | 28.33% |
| Metric | 12254196:solusd:triple_med_gx:lsma265_135 | 12254196:SOLUSD |
|---|---|---|
| Max Drawdown | -40.72% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -5.63% | -11.46% |
| Avg. Drawdown Days | 34.0 | 43.0 |
| Recovery Factor | 3.72 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -40.72 | 518 |
| 2022-07-31 | 2023-01-03 | -29.70 | 156 |
| 2023-11-25 | 2024-02-29 | -18.20 | 95 |
| 2022-06-16 | 2022-07-16 | -16.99 | 30 |
| 2023-01-29 | 2023-04-12 | -15.61 | 72 |
| 2022-04-10 | 2022-06-14 | -13.12 | 64 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2023-04-26 | 2023-07-26 | -6.26 | 90 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2024-03-01 | 2024-03-24 | -5.59 | 23 |
| Metric | 12254196:solusd:triple_med_gx:lsma265_135 | 12254196:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 37.53% | 140.02% |
| Worst Month | -28.79% | -56.44% |
| Best Year | 128.32% | 921.46% |
| Worst Year | -24.33% | -88.07% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.5% | -1.58% |
| Avg. Up Week | 9.52% | 14.74% |
| Avg. Down Week | -4.76% | -8.11% |
| Avg. Up Month | 16.75% | 39.26% |
| Avg. Down Month | -9.97% | -22.66% |
| Win Days % | 48.91% | 50.25% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 54.69% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |