| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 317.69% | 31.98% |
| Max Drawdown | -22.15% | -93.44% |
| Sharpe | 0.7 | 0.28 |
| Sortino | 1.26 | 0.42 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 1.94 | 1.04 |
| CPC Index | 0.91 | 0.61 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 49.54 | 2.97 |
| Outlier Loss Ratio | 3.47 | 2.59 |
| Volatility (ann.) | 15.22% | 49.41% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.09 | 0.08 |
| Skew | 5.41 | 0.46 |
| Kurtosis | 110.31 | 11.3 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.09% | 0.59% |
| Expected Yearly % | 42.96% | 7.18% |
| Kelly Criterion | 12.24% | 7.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -4.22% |
| Expected Shortfall (cVaR) | -1.28% | -4.22% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 15.30 | -0.17 | + |
| 2023 | 921.46 | 27.78 | 0.03 | - |
| 2024 | 85.41 | 106.44 | 1.25 | + |
| 2025 | -32.69 | 37.34 | -1.14 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -11.83% | -36.65% |
| 6M | -5.26% | -18.81% |
| YTD | 37.34% | -32.69% |
| 1Y | 46.06% | -46.54% |
| 3Y (ann.) | 49.48% | 107.57% |
| 5Y (ann.) | 46.32% | 7.67% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -22.15% | -93.44% |
| Longest DD Days | 284.0 | 703.0 |
| Avg. Drawdown | -4.54% | -13.19% |
| Avg. Drawdown Days | 23.0 | 54.0 |
| Recovery Factor | 14.34 | 0.34 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-18 | 2023-04-28 | -22.15 | 284 |
| 2022-03-02 | 2022-03-28 | -15.93 | 25 |
| 2022-04-14 | 2022-06-15 | -15.02 | 62 |
| 2023-04-30 | 2023-11-29 | -14.72 | 212 |
| 2022-06-16 | 2022-07-14 | -14.22 | 28 |
| 2025-08-05 | 2025-12-01 | -12.84 | 117 |
| 2024-09-14 | 2024-11-06 | -12.79 | 53 |
| 2024-01-11 | 2024-03-07 | -10.63 | 56 |
| 2024-06-07 | 2024-08-05 | -8.41 | 59 |
| 2025-04-01 | 2025-04-11 | -8.18 | 10 |
| 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 | -11.83% | -56.44% |
| Best Year | 106.44% | 921.46% |
| Worst Year | 15.3% | -89.65% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.38% | -1.51% |
| Avg. Up Week | 7.64% | 13.9% |
| Avg. Down Week | -3.14% | -7.59% |
| Avg. Up Month | 10.34% | 27.61% |
| Avg. Down Month | -3.01% | -16.72% |
| Win Days % | 50.9% | 50.22% |
| Win Month % | 61.76% | 51.06% |
| Win Week % | 61.02% | 47.0% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |