| Metric | 12258514:solusd:triple_med_gx:lsma255_145 | 12258514:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 327.45% | 121.6% |
| Max Drawdown | -34.8% | -93.44% |
| Sharpe | 0.64 | 0.36 |
| Sortino | 1.1 | 0.54 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 2.39 | 1.06 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | 1.79 | 1.0 |
| Outlier Win Ratio | 38.07 | 3.04 |
| Outlier Loss Ratio | 3.21 | 2.71 |
| Volatility (ann.) | 18.93% | 50.06% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.48 | 0.27 |
| Skew | 3.84 | 0.49 |
| Kurtosis | 83.24 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.44% | 1.87% |
| Expected Yearly % | 43.79% | 22.01% |
| Kelly Criterion | 11.89% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.26% |
| Expected Shortfall (cVaR) | -1.6% | -4.26% |
| Year | 12258514:SOLUSD | 12258514:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 18.55 | -0.21 | + |
| 2023 | 921.46 | 111.85 | 0.12 | - |
| 2024 | 85.41 | 25.41 | 0.30 | - |
| 2025 | 5.60 | 35.72 | 6.37 | + |
| Metric | 12258514:solusd:triple_med_gx:lsma255_145 | 12258514:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.95% | 26.39% |
| 6M | 33.76% | 38.87% |
| YTD | 35.72% | 5.6% |
| 1Y | 77.06% | 47.35% |
| 3Y (ann.) | 41.94% | 84.92% |
| 5Y (ann.) | 51.57% | 25.58% |
| Metric | 12258514:solusd:triple_med_gx:lsma255_145 | 12258514:SOLUSD |
|---|---|---|
| Max Drawdown | -34.8% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -5.6% | -12.1% |
| Avg. Drawdown Days | 24.0 | 46.0 |
| Recovery Factor | 9.41 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-10 | -34.80 | 223 |
| 2022-09-27 | 2023-01-03 | -30.85 | 98 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-11-25 | 2024-02-28 | -14.74 | 95 |
| 2025-05-14 | 2025-09-01 | -14.18 | 110 |
| 2023-01-29 | 2023-04-11 | -13.71 | 71 |
| 2024-11-29 | 2025-04-09 | -13.07 | 131 |
| 2022-04-14 | 2022-06-15 | -9.66 | 62 |
| 2025-04-14 | 2025-05-08 | -9.44 | 24 |
| 2022-07-18 | 2022-09-27 | -8.42 | 70 |
| Metric | 12258514:solusd:triple_med_gx:lsma255_145 | 12258514:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.41% | 140.02% |
| Worst Month | -20.26% | -56.44% |
| Best Year | 111.85% | 921.46% |
| Worst Year | 18.55% | -88.92% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.48% | -1.59% |
| Avg. Up Week | 10.72% | 14.82% |
| Avg. Down Week | -4.78% | -9.45% |
| Avg. Up Month | 17.88% | 37.5% |
| Avg. Down Month | -7.28% | -18.55% |
| Win Days % | 50.7% | 50.23% |
| Win Month % | 53.33% | 51.16% |
| Win Week % | 62.96% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |