| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 423.83% | 31.98% |
| Max Drawdown | -20.72% | -93.44% |
| Sharpe | 0.78 | 0.28 |
| Sortino | 1.39 | 0.42 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | 4.2 | 1.04 |
| CPC Index | 0.93 | 0.61 |
| Tail Ratio | 2.93 | 1.0 |
| Outlier Win Ratio | 45.19 | 3.02 |
| Outlier Loss Ratio | 3.59 | 2.67 |
| Volatility (ann.) | 15.75% | 49.41% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.67 | 0.08 |
| Skew | 5.01 | 0.46 |
| Kurtosis | 97.65 | 11.3 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.59% | 0.59% |
| Expected Yearly % | 51.29% | 7.18% |
| Kelly Criterion | 13.17% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.22% |
| Expected Shortfall (cVaR) | -1.32% | -4.22% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 23.78 | -0.27 | + |
| 2023 | 921.46 | 39.64 | 0.04 | - |
| 2024 | 85.41 | 111.73 | 1.31 | + |
| 2025 | -32.69 | 43.14 | -1.32 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -7.39% | -36.65% |
| 6M | -0.49% | -18.81% |
| YTD | 43.14% | -32.69% |
| 1Y | 52.23% | -46.54% |
| 3Y (ann.) | 57.14% | 107.57% |
| 5Y (ann.) | 55.41% | 7.67% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -20.72% | -93.44% |
| Longest DD Days | 254.0 | 703.0 |
| Avg. Drawdown | -4.27% | -13.19% |
| Avg. Drawdown Days | 20.0 | 54.0 |
| Recovery Factor | 20.46 | 0.34 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-14 | 2022-06-15 | -20.72 | 62 |
| 2022-08-01 | 2023-04-12 | -19.16 | 254 |
| 2022-03-02 | 2022-03-28 | -15.92 | 25 |
| 2023-04-30 | 2023-11-28 | -14.57 | 211 |
| 2022-06-16 | 2022-07-14 | -14.21 | 28 |
| 2024-09-14 | 2024-11-06 | -11.66 | 53 |
| 2024-01-11 | 2024-03-07 | -10.63 | 56 |
| 2025-09-21 | 2025-12-01 | -9.88 | 71 |
| 2025-05-11 | 2025-07-08 | -9.38 | 58 |
| 2024-06-05 | 2024-08-05 | -9.15 | 60 |
| 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 | 34.72% | 140.02% |
| Worst Month | -8.19% | -56.44% |
| Best Year | 111.73% | 921.46% |
| Worst Year | 23.78% | -89.65% |
| Avg. Up Day | 1.71% | 1.72% |
| Avg. Down Day | -1.37% | -1.48% |
| Avg. Up Week | 8.51% | 13.62% |
| Avg. Down Week | -3.07% | -7.27% |
| Avg. Up Month | 12.14% | 27.61% |
| Avg. Down Month | -3.47% | -19.02% |
| Win Days % | 51.75% | 50.22% |
| Win Month % | 61.11% | 51.06% |
| Win Week % | 59.02% | 47.0% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 50.0% |