| Metric | 12254742:solusd:triple_med_gx:lsma195_135 | 12254742:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 345.63% | 66.22% |
| Max Drawdown | -21.94% | -93.44% |
| Sharpe | 0.71 | 0.33 |
| Sortino | 1.21 | 0.48 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 2.26 | 1.07 |
| CPC Index | 0.83 | 0.59 |
| Tail Ratio | 1.68 | 1.02 |
| Outlier Win Ratio | 38.6 | 3.12 |
| Outlier Loss Ratio | 3.52 | 2.74 |
| Volatility (ann.) | 17.72% | 50.7% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.54 | 0.17 |
| Skew | 3.65 | 0.48 |
| Kurtosis | 71.73 | 11.18 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.62% | 1.22% |
| Expected Yearly % | 45.29% | 13.55% |
| Kelly Criterion | 10.44% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.32% |
| Expected Shortfall (cVaR) | -1.49% | -4.32% |
| Year | 12254742:SOLUSD | 12254742:solusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 35.67 | -0.40 | + |
| 2023 | 921.46 | 13.87 | 0.02 | - |
| 2024 | 85.41 | 138.16 | 1.62 | + |
| 2025 | -20.42 | 21.12 | -1.03 | + |
| Metric | 12254742:solusd:triple_med_gx:lsma195_135 | 12254742:SOLUSD |
|---|---|---|
| MTD | 0.0% | -2.98% |
| 3M | 39.9% | 28.3% |
| 6M | 21.12% | -22.48% |
| YTD | 21.12% | -20.42% |
| 1Y | 100.17% | 6.8% |
| 3Y (ann.) | 54.73% | 65.07% |
| 5Y (ann.) | 55.75% | 16.26% |
| Metric | 12254742:solusd:triple_med_gx:lsma195_135 | 12254742:SOLUSD |
|---|---|---|
| Max Drawdown | -21.94% | -93.44% |
| Longest DD Days | 268.0 | 703.0 |
| Avg. Drawdown | -5.39% | -12.52% |
| Avg. Drawdown Days | 27.0 | 43.0 |
| Recovery Factor | 15.76 | 0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-14 | -21.94 | 268 |
| 2024-12-04 | 2025-04-19 | -20.67 | 135 |
| 2022-03-02 | 2022-06-15 | -19.16 | 105 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2023-04-30 | 2024-01-09 | -13.73 | 253 |
| 2024-09-14 | 2024-11-05 | -12.56 | 52 |
| 2024-06-05 | 2024-08-05 | -11.95 | 60 |
| 2024-04-01 | 2024-05-20 | -11.13 | 49 |
| 2025-05-14 | 2025-07-04 | -8.60 | 51 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| Metric | 12254742:solusd:triple_med_gx:lsma195_135 | 12254742:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -11.66% | -51.66% |
| Best Month | 25.14% | 140.02% |
| Worst Month | -14.74% | -56.44% |
| Best Year | 138.16% | 921.46% |
| Worst Year | 13.87% | -88.97% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.45% | -1.58% |
| Avg. Up Week | 9.11% | 13.63% |
| Avg. Down Week | -3.74% | -7.34% |
| Avg. Up Month | 13.67% | 24.79% |
| Avg. Down Month | -5.89% | -18.75% |
| Win Days % | 50.94% | 50.09% |
| Win Month % | 60.61% | 50.0% |
| Win Week % | 59.68% | 46.67% |
| Win Quarter % | 64.29% | 53.33% |
| Win Year % | 100.0% | 50.0% |