| Metric | 12254426:solusd:triple_med_gx:lsma275_135 | 12254426:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 523.2% | 134.13% |
| Max Drawdown | -38.64% | -93.44% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 1.21 | 0.54 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.39 | 1.01 |
| Outlier Win Ratio | 30.56 | 3.16 |
| Outlier Loss Ratio | 3.34 | 2.83 |
| Volatility (ann.) | 20.62% | 49.69% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.71 | 0.29 |
| Skew | 3.0 | 0.48 |
| Kurtosis | 60.35 | 11.47 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.25% | 1.95% |
| Expected Yearly % | 58.0% | 23.7% |
| Kelly Criterion | 11.32% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.23% |
| Expected Shortfall (cVaR) | -1.73% | -4.23% |
| Year | 12254426:SOLUSD | 12254426:solusd:triple_med_gx:lsma275_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 21.41 | -0.24 | + |
| 2023 | 921.46 | 134.63 | 0.15 | - |
| 2024 | 85.41 | 94.86 | 1.11 | + |
| 2025 | 1.99 | 12.27 | 6.18 | + |
| Metric | 12254426:solusd:triple_med_gx:lsma275_135 | 12254426:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 2.63% | 17.41% |
| 6M | 20.84% | 52.72% |
| YTD | 12.27% | 1.99% |
| 1Y | 59.04% | 24.46% |
| 3Y (ann.) | 53.59% | 86.57% |
| 5Y (ann.) | 66.17% | 26.63% |
| Metric | 12254426:solusd:triple_med_gx:lsma275_135 | 12254426:SOLUSD |
|---|---|---|
| Max Drawdown | -38.64% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -5.52% | -10.56% |
| Avg. Drawdown Days | 21.0 | 42.0 |
| Recovery Factor | 13.54 | 1.44 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-04-12 | -38.64 | 176 |
| 2024-11-12 | 2025-05-08 | -30.48 | 177 |
| 2024-04-01 | 2024-10-20 | -29.49 | 202 |
| 2022-04-14 | 2022-06-21 | -23.43 | 67 |
| 2025-05-14 | 2025-10-16 | -18.58 | 155 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-02 | 2022-08-08 | -8.17 | 5 |
| 2022-07-11 | 2022-07-14 | -8.16 | 2 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2022-09-27 | 2022-10-17 | -7.91 | 20 |
| Metric | 12254426:solusd:triple_med_gx:lsma275_135 | 12254426: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 | 134.63% | 921.46% |
| Worst Year | 12.27% | -87.88% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.49% | -1.54% |
| Avg. Up Week | 11.06% | 13.29% |
| Avg. Down Week | -4.43% | -9.07% |
| Avg. Up Month | 17.67% | 37.24% |
| Avg. Down Month | -6.65% | -22.23% |
| Win Days % | 51.01% | 50.23% |
| Win Month % | 62.5% | 52.27% |
| Win Week % | 60.0% | 48.44% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |