| Metric | 12258515:solusd:triple_med_gx:lsma265_145 | 12258515:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 346.0% | 138.66% |
| Max Drawdown | -34.37% | -93.44% |
| Sharpe | 0.65 | 0.37 |
| Sortino | 1.12 | 0.55 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 2.11 | 1.07 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | 1.59 | 1.0 |
| Outlier Win Ratio | 36.56 | 3.08 |
| Outlier Loss Ratio | 3.28 | 2.74 |
| Volatility (ann.) | 19.26% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.56 | 0.3 |
| Skew | 3.74 | 0.49 |
| Kurtosis | 78.83 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.54% | 2.04% |
| Expected Yearly % | 45.32% | 24.29% |
| Kelly Criterion | 11.46% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12258515:SOLUSD | 12258515:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 27.05 | -0.31 | + |
| 2023 | 921.46 | 100.05 | 0.11 | - |
| 2024 | 85.41 | 29.22 | 0.34 | - |
| 2025 | 5.60 | 35.80 | 6.39 | + |
| Metric | 12258515:solusd:triple_med_gx:lsma265_145 | 12258515:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.8% | 26.39% |
| 6M | 33.93% | 38.87% |
| YTD | 35.8% | 5.6% |
| 1Y | 87.9% | 47.35% |
| 3Y (ann.) | 40.92% | 84.92% |
| 5Y (ann.) | 53.53% | 28.33% |
| Metric | 12258515:solusd:triple_med_gx:lsma265_145 | 12258515:SOLUSD |
|---|---|---|
| Max Drawdown | -34.37% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -5.82% | -11.46% |
| Avg. Drawdown Days | 26.0 | 43.0 |
| Recovery Factor | 10.07 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-10 | -34.37 | 223 |
| 2022-09-27 | 2023-01-03 | -30.48 | 98 |
| 2023-11-25 | 2024-02-29 | -16.35 | 95 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-05-14 | 2025-09-01 | -14.22 | 110 |
| 2023-01-29 | 2023-04-12 | -13.82 | 72 |
| 2024-11-29 | 2025-04-08 | -10.11 | 129 |
| 2022-04-14 | 2022-06-15 | -9.87 | 62 |
| 2025-04-14 | 2025-05-08 | -9.44 | 24 |
| 2022-07-18 | 2022-08-13 | -8.42 | 25 |
| Metric | 12258515:solusd:triple_med_gx:lsma265_145 | 12258515: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 | 100.05% | 921.46% |
| Worst Year | 27.05% | -88.07% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.48% | -1.58% |
| Avg. Up Week | 9.9% | 14.1% |
| Avg. Down Week | -4.52% | -7.86% |
| Avg. Up Month | 17.7% | 38.31% |
| Avg. Down Month | -7.27% | -18.55% |
| Win Days % | 50.47% | 50.25% |
| Win Month % | 55.17% | 51.16% |
| Win Week % | 65.45% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |