| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 356.13% | 31.98% |
| Max Drawdown | -24.04% | -93.44% |
| Sharpe | 0.7 | 0.28 |
| Sortino | 1.22 | 0.42 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 2.78 | 1.04 |
| CPC Index | 0.85 | 0.59 |
| Tail Ratio | 2.05 | 1.0 |
| Outlier Win Ratio | 42.5 | 3.06 |
| Outlier Loss Ratio | 3.59 | 2.73 |
| Volatility (ann.) | 16.27% | 49.41% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.07 | 0.08 |
| Skew | 4.51 | 0.46 |
| Kurtosis | 86.3 | 11.3 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.28% | 0.59% |
| Expected Yearly % | 46.14% | 7.18% |
| Kelly Criterion | 11.27% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -4.22% |
| Expected Shortfall (cVaR) | -1.37% | -4.22% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 12.22 | -0.14 | + |
| 2023 | 921.46 | 21.30 | 0.02 | - |
| 2024 | 85.41 | 117.01 | 1.37 | + |
| 2025 | -32.69 | 54.41 | -1.66 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -6.08% | -36.65% |
| 6M | 0.92% | -18.81% |
| YTD | 54.41% | -32.69% |
| 1Y | 64.22% | -46.54% |
| 3Y (ann.) | 54.75% | 107.57% |
| 5Y (ann.) | 49.79% | 7.67% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -24.04% | -93.44% |
| Longest DD Days | 284.0 | 703.0 |
| Avg. Drawdown | -4.38% | -13.19% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 14.81 | 0.34 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-07-15 | -24.04 | 134 |
| 2022-07-19 | 2023-04-30 | -22.02 | 284 |
| 2023-04-30 | 2023-11-29 | -15.55 | 212 |
| 2024-09-14 | 2024-11-06 | -14.24 | 53 |
| 2024-04-01 | 2024-06-05 | -11.39 | 65 |
| 2024-06-05 | 2024-08-05 | -10.97 | 60 |
| 2024-01-11 | 2024-02-28 | -10.63 | 48 |
| 2025-09-21 | 2025-12-01 | -9.88 | 71 |
| 2025-04-01 | 2025-04-11 | -8.18 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 29.1% | 43.67% |
| Worst Week | -9.16% | -51.66% |
| Best Month | 33.16% | 140.02% |
| Worst Month | -11.26% | -56.44% |
| Best Year | 117.01% | 921.46% |
| Worst Year | 12.22% | -89.65% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.39% | -1.49% |
| Avg. Up Week | 8.45% | 13.57% |
| Avg. Down Week | -4.1% | -8.19% |
| Avg. Up Month | 13.38% | 27.93% |
| Avg. Down Month | -4.54% | -19.44% |
| Win Days % | 51.39% | 50.22% |
| Win Month % | 55.56% | 51.06% |
| Win Week % | 61.29% | 47.0% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 50.0% |