| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 176.75% | 31.98% |
| Max Drawdown | -22.62% | -93.44% |
| Sharpe | 0.54 | 0.28 |
| Sortino | 0.96 | 0.42 |
| Payoff Ratio | 1.28 | 1.16 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | NaN | 1.04 |
| CPC Index | 0.84 | 0.61 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 57.21 | 2.87 |
| Outlier Loss Ratio | 3.39 | 2.53 |
| Volatility (ann.) | 14.29% | 49.41% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.38 | 0.08 |
| Skew | 5.9 | 0.46 |
| Kurtosis | 134.91 | 11.3 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.19% | 0.59% |
| Expected Yearly % | 28.98% | 7.18% |
| Kelly Criterion | 9.38% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -4.22% |
| Expected Shortfall (cVaR) | -1.21% | -4.22% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 0.79 | -0.01 | + |
| 2023 | 921.46 | 24.13 | 0.03 | - |
| 2024 | 85.41 | 66.73 | 0.78 | - |
| 2025 | -32.69 | 32.67 | -1.00 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -12.51% | -36.65% |
| 6M | -5.99% | -18.81% |
| YTD | 32.67% | -32.69% |
| 1Y | 41.1% | -46.54% |
| 3Y (ann.) | 37.6% | 107.57% |
| 5Y (ann.) | 31.13% | 7.67% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -22.62% | -93.44% |
| Longest DD Days | 499.0 | 703.0 |
| Avg. Drawdown | -4.74% | -13.19% |
| Avg. Drawdown Days | 33.0 | 54.0 |
| Recovery Factor | 7.81 | 0.34 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-17 | 2023-11-29 | -22.62 | 499 |
| 2022-03-02 | 2022-06-15 | -19.15 | 105 |
| 2022-06-16 | 2022-07-15 | -15.08 | 29 |
| 2025-08-05 | 2025-12-01 | -13.52 | 117 |
| 2024-09-14 | 2024-11-06 | -11.49 | 53 |
| 2024-01-11 | 2024-05-18 | -11.13 | 127 |
| 2024-05-31 | 2024-08-05 | -10.70 | 66 |
| 2025-04-01 | 2025-04-11 | -8.18 | 10 |
| 2024-11-12 | 2024-12-04 | -7.92 | 22 |
| 2024-01-06 | 2024-01-08 | -7.74 | 2 |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 28.62% | 43.67% |
| Worst Week | -9.16% | -51.66% |
| Best Month | 28.62% | 140.02% |
| Worst Month | -12.51% | -56.44% |
| Best Year | 66.73% | 921.46% |
| Worst Year | 0.79% | -89.65% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.39% | -1.54% |
| Avg. Up Week | 6.12% | 13.68% |
| Avg. Down Week | -3.17% | -6.09% |
| Avg. Up Month | 8.45% | 27.46% |
| Avg. Down Month | -3.55% | -16.72% |
| Win Days % | 49.15% | 50.22% |
| Win Month % | 58.82% | 51.06% |
| Win Week % | 60.71% | 47.0% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |