| Metric | 12258579:solusd:triple_med_gx:lsma290_145 | 12258579:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 650.15% | 138.06% |
| Max Drawdown | -35.52% | -93.44% |
| Sharpe | 0.8 | 0.37 |
| Sortino | 1.41 | 0.55 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.88 | 0.64 |
| Tail Ratio | 1.33 | 1.01 |
| Outlier Win Ratio | 32.24 | 3.17 |
| Outlier Loss Ratio | 3.41 | 2.76 |
| Volatility (ann.) | 19.94% | 49.74% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.12 | 0.29 |
| Skew | 3.67 | 0.48 |
| Kurtosis | 68.47 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.69% | 1.99% |
| Expected Yearly % | 65.5% | 24.21% |
| Kelly Criterion | 12.48% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.23% |
| Expected Shortfall (cVaR) | -1.67% | -4.23% |
| Year | 12258579:SOLUSD | 12258579:solusd:triple_med_gx:lsma290_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 28.02 | -0.32 | + |
| 2023 | 921.46 | 119.33 | 0.13 | - |
| 2024 | 85.41 | 71.92 | 0.84 | - |
| 2025 | 1.99 | 55.40 | 27.89 | + |
| Metric | 12258579:solusd:triple_med_gx:lsma290_145 | 12258579:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 4.8% | 17.41% |
| 6M | 30.15% | 52.72% |
| YTD | 55.4% | 1.99% |
| 1Y | 133.5% | 24.46% |
| 3Y (ann.) | 64.05% | 86.57% |
| 5Y (ann.) | 75.25% | 27.31% |
| Metric | 12258579:solusd:triple_med_gx:lsma290_145 | 12258579:SOLUSD |
|---|---|---|
| Max Drawdown | -35.52% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.44% | -10.15% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 18.31 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-01-29 | -35.52 | 107 |
| 2024-04-01 | 2024-11-06 | -32.44 | 219 |
| 2025-05-14 | 2025-09-12 | -17.35 | 121 |
| 2023-01-29 | 2023-04-12 | -15.85 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 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 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12258579:solusd:triple_med_gx:lsma290_145 | 12258579: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 | 119.33% | 921.46% |
| Worst Year | 28.02% | -87.67% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 10.62% | 13.28% |
| Avg. Down Week | -4.81% | -9.36% |
| Avg. Up Month | 17.44% | 37.41% |
| Avg. Down Month | -5.76% | -18.46% |
| Win Days % | 51.38% | 50.22% |
| Win Month % | 64.52% | 52.27% |
| Win Week % | 68.97% | 48.69% |
| Win Quarter % | 86.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |