| Metric | 12258521:solusd:triple_med_gx:lsma275_145 | 12258521:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 313.57% | 142.43% |
| Max Drawdown | -36.71% | -93.44% |
| Sharpe | 0.61 | 0.38 |
| Sortino | 1.05 | 0.56 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.78 | 1.07 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 35.24 | 3.13 |
| Outlier Loss Ratio | 3.33 | 2.76 |
| Volatility (ann.) | 19.72% | 50.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.37 | 0.31 |
| Skew | 3.66 | 0.49 |
| Kurtosis | 73.7 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.36% | 2.08% |
| Expected Yearly % | 42.61% | 24.78% |
| Kelly Criterion | 10.42% | 9.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.26% |
| Expected Shortfall (cVaR) | -1.66% | -4.26% |
| Year | 12258521:SOLUSD | 12258521:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 11.65 | -0.13 | + |
| 2023 | 921.46 | 113.24 | 0.12 | - |
| 2024 | 85.41 | 29.49 | 0.35 | - |
| 2025 | 5.60 | 34.15 | 6.10 | + |
| Metric | 12258521:solusd:triple_med_gx:lsma275_145 | 12258521:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.73% | 26.39% |
| 6M | 32.42% | 38.87% |
| YTD | 34.15% | 5.6% |
| 1Y | 74.78% | 47.35% |
| 3Y (ann.) | 41.12% | 84.92% |
| 5Y (ann.) | 50.38% | 28.98% |
| Metric | 12258521:solusd:triple_med_gx:lsma275_145 | 12258521:SOLUSD |
|---|---|---|
| Max Drawdown | -36.71% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -5.76% | -10.56% |
| Avg. Drawdown Days | 24.0 | 40.0 |
| Recovery Factor | 8.54 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-10 | -36.71 | 223 |
| 2022-08-13 | 2023-01-29 | -35.09 | 169 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-05-14 | 2025-09-01 | -15.25 | 110 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-11-25 | 2024-02-28 | -12.99 | 95 |
| 2024-11-29 | 2025-04-08 | -11.08 | 129 |
| 2022-04-14 | 2022-06-15 | -10.20 | 62 |
| 2022-07-18 | 2022-08-13 | -9.63 | 25 |
| 2025-04-14 | 2025-05-08 | -9.44 | 24 |
| Metric | 12258521:solusd:triple_med_gx:lsma275_145 | 12258521: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 | 113.24% | 921.46% |
| Worst Year | 11.65% | -87.88% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.47% | -1.55% |
| Avg. Up Week | 10.63% | 15.1% |
| Avg. Down Week | -4.54% | -8.97% |
| Avg. Up Month | 17.29% | 38.49% |
| Avg. Down Month | -5.94% | -19.04% |
| Win Days % | 49.81% | 50.25% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 58.18% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |