| Metric | 12254420:solusd:triple_med_gx:lsma265_135 | 12254420:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 348.05% | 138.66% |
| Max Drawdown | -36.95% | -93.44% |
| Sharpe | 0.63 | 0.37 |
| Sortino | 1.05 | 0.55 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 32.74 | 3.16 |
| Outlier Loss Ratio | 3.32 | 2.82 |
| Volatility (ann.) | 20.4% | 50.09% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.45 | 0.3 |
| Skew | 3.13 | 0.49 |
| Kurtosis | 64.7 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.55% | 2.04% |
| Expected Yearly % | 45.49% | 24.29% |
| Kelly Criterion | 9.71% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.26% |
| Expected Shortfall (cVaR) | -1.72% | -4.26% |
| Year | 12254420:SOLUSD | 12254420:solusd:triple_med_gx:lsma265_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 6.92 | -0.08 | + |
| 2023 | 921.46 | 112.92 | 0.12 | - |
| 2024 | 85.41 | 74.84 | 0.88 | - |
| 2025 | 5.60 | 12.56 | 2.24 | + |
| Metric | 12254420:solusd:triple_med_gx:lsma265_135 | 12254420:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.7% | 26.39% |
| 6M | 22.07% | 38.87% |
| YTD | 12.56% | 5.6% |
| 1Y | 53.92% | 47.35% |
| 3Y (ann.) | 47.21% | 84.92% |
| 5Y (ann.) | 53.73% | 28.33% |
| Metric | 12254420:solusd:triple_med_gx:lsma265_135 | 12254420:SOLUSD |
|---|---|---|
| Max Drawdown | -36.95% | -93.44% |
| Longest DD Days | 218.0 | 703.0 |
| Avg. Drawdown | -5.8% | -11.46% |
| Avg. Drawdown Days | 24.0 | 43.0 |
| Recovery Factor | 9.42 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-04-14 | -36.95 | 178 |
| 2024-11-12 | 2025-05-08 | -29.67 | 177 |
| 2024-04-01 | 2024-11-05 | -29.44 | 218 |
| 2022-04-14 | 2022-06-21 | -23.54 | 67 |
| 2025-05-14 | 2025-09-01 | -16.59 | 110 |
| 2022-08-02 | 2022-10-17 | -9.34 | 76 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| 2022-07-11 | 2022-07-14 | -8.16 | 2 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2024-01-06 | 2024-01-08 | -7.74 | 2 |
| Metric | 12254420:solusd:triple_med_gx:lsma265_135 | 12254420: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 | 44.84% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 112.92% | 921.46% |
| Worst Year | 6.92% | -88.07% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.52% | -1.57% |
| Avg. Up Week | 10.68% | 13.09% |
| Avg. Down Week | -4.88% | -9.06% |
| Avg. Up Month | 17.63% | 39.45% |
| Avg. Down Month | -6.44% | -20.58% |
| Win Days % | 50.23% | 50.25% |
| Win Month % | 54.55% | 51.16% |
| Win Week % | 59.32% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |