| Metric | 12258293:solusd:triple_med_gx:lsma255_145 | 12258293:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 183.76% | 121.6% |
| Max Drawdown | -37.02% | -93.44% |
| Sharpe | 0.5 | 0.36 |
| Sortino | 0.85 | 0.54 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.67 | 1.06 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 39.52 | 3.07 |
| Outlier Loss Ratio | 3.3 | 2.69 |
| Volatility (ann.) | 18.24% | 50.06% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.94 | 0.27 |
| Skew | 3.85 | 0.49 |
| Kurtosis | 71.83 | 11.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.46% | 1.87% |
| Expected Yearly % | 29.79% | 22.01% |
| Kelly Criterion | 8.03% | 10.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.26% |
| Expected Shortfall (cVaR) | -1.55% | -4.26% |
| Year | 12258293:SOLUSD | 12258293:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 23.96 | -0.27 | + |
| 2023 | 921.46 | 136.04 | 0.15 | - |
| 2024 | 85.41 | -21.09 | -0.25 | - |
| 2025 | 5.60 | 22.90 | 4.09 | + |
| Metric | 12258293:solusd:triple_med_gx:lsma255_145 | 12258293:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.59% | 26.39% |
| 6M | 23.73% | 38.87% |
| YTD | 22.9% | 5.6% |
| 1Y | 21.65% | 47.35% |
| 3Y (ann.) | 23.0% | 84.92% |
| 5Y (ann.) | 34.79% | 25.58% |
| Metric | 12258293:solusd:triple_med_gx:lsma255_145 | 12258293:SOLUSD |
|---|---|---|
| Max Drawdown | -37.02% | -93.44% |
| Longest DD Days | 503.0 | 703.0 |
| Avg. Drawdown | -5.22% | -12.1% |
| Avg. Drawdown Days | 31.0 | 46.0 |
| Recovery Factor | 4.96 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-05-22 | -37.02 | 503 |
| 2022-07-30 | 2023-01-29 | -35.35 | 182 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-11 | -13.71 | 71 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2025-05-23 | 2025-09-01 | -11.20 | 101 |
| 2023-04-24 | 2023-07-27 | -8.01 | 93 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2022-07-08 | 2022-07-16 | -5.02 | 7 |
| Metric | 12258293:solusd:triple_med_gx:lsma255_145 | 12258293:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.76% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 136.04% | 921.46% |
| Worst Year | -21.09% | -88.92% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 9.91% | 14.38% |
| Avg. Down Week | -4.22% | -7.25% |
| Avg. Up Month | 14.61% | 37.97% |
| Avg. Down Month | -7.74% | -20.31% |
| Win Days % | 48.28% | 50.23% |
| Win Month % | 51.72% | 51.16% |
| Win Week % | 51.67% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |