| Metric | 12254754:solusd:triple_med_gx:lsma255_135 | 12254754:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 715.67% | 52.09% |
| Max Drawdown | -34.1% | -93.44% |
| Sharpe | 0.85 | 0.3 |
| Sortino | 1.47 | 0.45 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.87 | 0.61 |
| Tail Ratio | 1.37 | 1.01 |
| Outlier Win Ratio | 33.01 | 3.22 |
| Outlier Loss Ratio | 3.63 | 2.77 |
| Volatility (ann.) | 18.43% | 49.4% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.18 | 0.13 |
| Skew | 3.47 | 0.47 |
| Kurtosis | 60.02 | 11.3 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.67% | 0.92% |
| Expected Yearly % | 69.0% | 11.05% |
| Kelly Criterion | 12.18% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.21% |
| Expected Shortfall (cVaR) | -1.54% | -4.21% |
| Year | 12254754:SOLUSD | 12254754:solusd:triple_med_gx:lsma255_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 14.83 | -0.17 | + |
| 2023 | 921.46 | 59.74 | 0.06 | - |
| 2024 | 85.41 | 148.97 | 1.74 | + |
| 2025 | -27.52 | 78.61 | -2.86 | + |
| Metric | 12254754:solusd:triple_med_gx:lsma255_135 | 12254754:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 4.5% | -36.97% |
| 6M | 15.72% | -17.14% |
| YTD | 78.61% | -27.52% |
| 1Y | 78.61% | -36.85% |
| 3Y (ann.) | 78.69% | 115.85% |
| 5Y (ann.) | 74.5% | 11.76% |
| Metric | 12254754:solusd:triple_med_gx:lsma255_135 | 12254754:SOLUSD |
|---|---|---|
| Max Drawdown | -34.1% | -93.44% |
| Longest DD Days | 265.0 | 703.0 |
| Avg. Drawdown | -4.58% | -12.1% |
| Avg. Drawdown Days | 18.0 | 50.0 |
| Recovery Factor | 20.99 | 0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-11 | -34.10 | 265 |
| 2024-04-01 | 2024-08-06 | -20.12 | 127 |
| 2023-04-30 | 2023-11-29 | -16.38 | 212 |
| 2022-04-14 | 2022-06-15 | -16.24 | 62 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-01-11 | 2024-02-28 | -13.33 | 48 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-10 | -10.07 | 80 |
| 2024-08-09 | 2024-09-20 | -10.03 | 42 |
| Metric | 12254754:solusd:triple_med_gx:lsma255_135 | 12254754:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 31.35% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 148.97% | 921.46% |
| Worst Year | 14.83% | -88.92% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.37% | -1.45% |
| Avg. Up Week | 9.37% | 12.73% |
| Avg. Down Week | -4.3% | -7.99% |
| Avg. Up Month | 13.56% | 34.89% |
| Avg. Down Month | -6.66% | -17.09% |
| Win Days % | 51.7% | 50.17% |
| Win Month % | 69.44% | 52.17% |
| Win Week % | 62.32% | 47.5% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |