| Metric | 12258580:solusd:triple_med_gx:lsma285_145 | 12258580:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 715.81% | 134.3% |
| Max Drawdown | -35.73% | -93.44% |
| Sharpe | 0.83 | 0.37 |
| Sortino | 1.47 | 0.54 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 1.94 | 1.07 |
| CPC Index | 0.9 | 0.64 |
| Tail Ratio | 1.39 | 1.01 |
| Outlier Win Ratio | 32.41 | 3.17 |
| Outlier Loss Ratio | 3.4 | 2.75 |
| Volatility (ann.) | 19.88% | 49.72% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.22 | 0.29 |
| Skew | 3.71 | 0.48 |
| Kurtosis | 69.21 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.89% | 1.95% |
| Expected Yearly % | 69.0% | 23.72% |
| Kelly Criterion | 13.0% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.23% |
| Expected Shortfall (cVaR) | -1.67% | -4.23% |
| Year | 12258580:SOLUSD | 12258580:solusd:triple_med_gx:lsma285_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 33.38 | -0.38 | + |
| 2023 | 921.46 | 120.09 | 0.13 | - |
| 2024 | 85.41 | 72.65 | 0.85 | - |
| 2025 | 1.99 | 60.97 | 30.70 | + |
| Metric | 12258580:solusd:triple_med_gx:lsma285_145 | 12258580:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 8.56% | 17.41% |
| 6M | 34.81% | 52.72% |
| YTD | 60.97% | 1.99% |
| 1Y | 143.55% | 24.46% |
| 3Y (ann.) | 66.23% | 86.57% |
| 5Y (ann.) | 79.23% | 26.7% |
| Metric | 12258580:solusd:triple_med_gx:lsma285_145 | 12258580:SOLUSD |
|---|---|---|
| Max Drawdown | -35.73% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.43% | -10.49% |
| Avg. Drawdown Days | 18.0 | 42.0 |
| Recovery Factor | 20.04 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-01-29 | -35.73 | 107 |
| 2024-04-01 | 2024-11-06 | -33.59 | 219 |
| 2025-05-14 | 2025-09-11 | -17.35 | 120 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -15.56 | 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 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12258580:solusd:triple_med_gx:lsma285_145 | 12258580: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 | 120.09% | 921.46% |
| Worst Year | 33.38% | -87.87% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 10.81% | 13.21% |
| Avg. Down Week | -5.01% | -8.66% |
| Avg. Up Month | 17.49% | 37.25% |
| Avg. Down Month | -5.83% | -18.46% |
| Win Days % | 51.57% | 50.23% |
| Win Month % | 64.52% | 52.27% |
| Win Week % | 70.69% | 48.69% |
| Win Quarter % | 86.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |