| Metric | 12258578:solusd:triple_med_gx:lsma280_145 | 12258578:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 628.93% | 138.71% |
| Max Drawdown | -34.01% | -93.44% |
| Sharpe | 0.8 | 0.37 |
| Sortino | 1.41 | 0.55 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 1.9 | 1.07 |
| CPC Index | 0.89 | 0.65 |
| Tail Ratio | 1.37 | 1.01 |
| Outlier Win Ratio | 33.06 | 3.15 |
| Outlier Loss Ratio | 3.42 | 2.75 |
| Volatility (ann.) | 19.72% | 49.71% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.17 | 0.29 |
| Skew | 3.78 | 0.48 |
| Kurtosis | 71.31 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.62% | 2.0% |
| Expected Yearly % | 64.31% | 24.3% |
| Kelly Criterion | 12.35% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.23% |
| Expected Shortfall (cVaR) | -1.65% | -4.23% |
| Year | 12258578:SOLUSD | 12258578:solusd:triple_med_gx:lsma280_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 27.15 | -0.31 | + |
| 2023 | 921.46 | 118.71 | 0.13 | - |
| 2024 | 85.41 | 72.92 | 0.85 | - |
| 2025 | 1.99 | 51.59 | 25.97 | + |
| Metric | 12258578:solusd:triple_med_gx:lsma280_145 | 12258578:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 2.74% | 17.41% |
| 6M | 26.95% | 52.72% |
| YTD | 51.59% | 1.99% |
| 1Y | 125.47% | 24.46% |
| 3Y (ann.) | 64.12% | 86.57% |
| 5Y (ann.) | 73.63% | 27.34% |
| Metric | 12258578:solusd:triple_med_gx:lsma280_145 | 12258578:SOLUSD |
|---|---|---|
| Max Drawdown | -34.01% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.35% | -9.92% |
| Avg. Drawdown Days | 21.0 | 39.0 |
| Recovery Factor | 18.49 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-01-29 | -34.01 | 107 |
| 2024-04-01 | 2024-11-06 | -30.58 | 219 |
| 2025-05-14 | 2025-09-12 | -17.76 | 121 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -14.25 | 72 |
| 2022-06-20 | 2022-07-16 | -13.38 | 26 |
| 2025-02-04 | 2025-04-09 | -10.76 | 64 |
| 2025-09-24 | 2025-10-16 | -10.42 | 21 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2022-04-14 | 2022-06-15 | -9.49 | 62 |
| Metric | 12258578:solusd:triple_med_gx:lsma280_145 | 12258578: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 | 118.71% | 921.46% |
| Worst Year | 27.15% | -87.64% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.44% | -1.5% |
| Avg. Up Week | 10.76% | 13.56% |
| Avg. Down Week | -4.55% | -8.22% |
| Avg. Up Month | 16.73% | 37.44% |
| Avg. Down Month | -5.83% | -18.66% |
| Win Days % | 50.97% | 50.24% |
| Win Month % | 67.74% | 52.27% |
| Win Week % | 67.24% | 48.69% |
| Win Quarter % | 86.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |