| Metric | 12258570:solusd:triple_med_gx:lsma240_145 | 12258570:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 392.59% | 102.03% |
| Max Drawdown | -30.98% | -93.44% |
| Sharpe | 0.7 | 0.35 |
| Sortino | 1.24 | 0.52 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.85 | 1.05 |
| CPC Index | 0.91 | 0.66 |
| Tail Ratio | 2.06 | 1.0 |
| Outlier Win Ratio | 39.89 | 3.07 |
| Outlier Loss Ratio | 3.24 | 2.69 |
| Volatility (ann.) | 18.69% | 50.06% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.86 | 0.24 |
| Skew | 4.18 | 0.49 |
| Kurtosis | 87.1 | 11.4 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.78% | 1.65% |
| Expected Yearly % | 48.98% | 19.22% |
| Kelly Criterion | 11.98% | 10.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.26% |
| Expected Shortfall (cVaR) | -1.57% | -4.26% |
| Year | 12258570:SOLUSD | 12258570:solusd:triple_med_gx:lsma240_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 8.76 | -0.10 | + |
| 2023 | 921.46 | 109.66 | 0.12 | - |
| 2024 | 85.41 | 53.87 | 0.63 | - |
| 2025 | 5.60 | 40.40 | 7.21 | + |
| Metric | 12258570:solusd:triple_med_gx:lsma240_145 | 12258570:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.85% | 26.39% |
| 6M | 34.5% | 38.87% |
| YTD | 40.4% | 5.6% |
| 1Y | 90.37% | 47.35% |
| 3Y (ann.) | 55.18% | 84.92% |
| 5Y (ann.) | 57.62% | 22.22% |
| Metric | 12258570:solusd:triple_med_gx:lsma240_145 | 12258570:SOLUSD |
|---|---|---|
| Max Drawdown | -30.98% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.42% | -13.6% |
| Avg. Drawdown Days | 23.0 | 53.0 |
| Recovery Factor | 12.67 | 1.09 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-01-03 | -30.98 | 81 |
| 2024-04-01 | 2024-11-06 | -26.74 | 219 |
| 2025-05-14 | 2025-09-01 | -16.08 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-03-02 | 2022-06-15 | -15.54 | 105 |
| 2023-11-25 | 2024-02-27 | -14.27 | 93 |
| 2023-01-29 | 2023-04-13 | -13.71 | 73 |
| 2022-06-20 | 2022-07-16 | -13.38 | 26 |
| 2025-02-04 | 2025-04-09 | -8.71 | 64 |
| 2024-11-29 | 2025-02-03 | -8.69 | 66 |
| Metric | 12258570:solusd:triple_med_gx:lsma240_145 | 12258570:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.35% | 140.02% |
| Worst Month | -20.45% | -56.44% |
| Best Year | 109.66% | 921.46% |
| Worst Year | 8.76% | -89.9% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.52% | -1.6% |
| Avg. Up Week | 12.33% | 15.56% |
| Avg. Down Week | -4.33% | -10.16% |
| Avg. Up Month | 19.19% | 37.58% |
| Avg. Down Month | -5.85% | -22.48% |
| Win Days % | 50.08% | 50.22% |
| Win Month % | 56.67% | 51.16% |
| Win Week % | 58.49% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |