| Metric | 12258183:solusd:triple_med_gx:lsma265_145 | 12258183:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 145.92% | 138.66% |
| Max Drawdown | -38.97% | -93.44% |
| Sharpe | 0.43 | 0.37 |
| Sortino | 0.72 | 0.55 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 36.4 | 3.12 |
| Outlier Loss Ratio | 3.38 | 2.76 |
| Volatility (ann.) | 18.85% | 50.09% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.76 | 0.3 |
| Skew | 3.4 | 0.49 |
| Kurtosis | 63.11 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.11% | 2.04% |
| Expected Yearly % | 25.23% | 24.29% |
| Kelly Criterion | 5.03% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.26% |
| Expected Shortfall (cVaR) | -1.6% | -4.26% |
| Year | 12258183:SOLUSD | 12258183:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 44.75 | -0.51 | + |
| 2023 | 921.46 | 77.57 | 0.08 | - |
| 2024 | 85.41 | -3.41 | -0.04 | - |
| 2025 | 5.60 | -0.95 | -0.17 | - |
| Metric | 12258183:solusd:triple_med_gx:lsma265_145 | 12258183:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.34% | 26.39% |
| 6M | 13.25% | 38.87% |
| YTD | -0.95% | 5.6% |
| 1Y | 14.11% | 47.35% |
| 3Y (ann.) | 12.54% | 84.92% |
| 5Y (ann.) | 29.43% | 28.33% |
| Metric | 12258183:solusd:triple_med_gx:lsma265_145 | 12258183:SOLUSD |
|---|---|---|
| Max Drawdown | -38.97% | -93.44% |
| Longest DD Days | 422.0 | 703.0 |
| Avg. Drawdown | -6.38% | -11.46% |
| Avg. Drawdown Days | 31.0 | 43.0 |
| Recovery Factor | 3.74 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-05-22 | -38.97 | 422 |
| 2022-10-06 | 2023-01-29 | -35.37 | 115 |
| 2025-05-23 | 2025-09-01 | -20.66 | 101 |
| 2022-07-30 | 2022-09-27 | -17.13 | 58 |
| 2023-11-24 | 2024-03-01 | -16.09 | 97 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-04-10 | 2022-06-15 | -13.90 | 66 |
| 2023-01-29 | 2023-04-11 | -13.71 | 71 |
| 2023-04-12 | 2023-10-16 | -13.17 | 186 |
| 2023-10-20 | 2023-11-22 | -8.78 | 33 |
| Metric | 12258183:solusd:triple_med_gx:lsma265_145 | 12258183:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 49.93% | 140.02% |
| Worst Month | -19.22% | -56.44% |
| Best Year | 77.57% | 921.46% |
| Worst Year | -3.41% | -88.07% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.5% | -1.56% |
| Avg. Up Week | 10.18% | 12.8% |
| Avg. Down Week | -4.67% | -7.91% |
| Avg. Up Month | 14.7% | 39.45% |
| Avg. Down Month | -8.31% | -19.68% |
| Win Days % | 47.54% | 50.25% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 50.82% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |