| Metric | 12258582:solusd:triple_med_gx:lsma295_145 | 12258582:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 467.97% | 140.78% |
| Max Drawdown | -41.03% | -93.44% |
| Sharpe | 0.72 | 0.38 |
| Sortino | 1.25 | 0.56 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.72 | 1.07 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.29 | 1.01 |
| Outlier Win Ratio | 32.58 | 3.2 |
| Outlier Loss Ratio | 3.37 | 2.77 |
| Volatility (ann.) | 20.3% | 50.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.59 | 0.31 |
| Skew | 3.58 | 0.49 |
| Kurtosis | 66.17 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.12% | 2.06% |
| Expected Yearly % | 54.38% | 24.57% |
| Kelly Criterion | 10.91% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.26% |
| Expected Shortfall (cVaR) | -1.71% | -4.26% |
| Year | 12258582:SOLUSD | 12258582:solusd:triple_med_gx:lsma295_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 15.19 | -0.17 | + |
| 2023 | 921.46 | 110.25 | 0.12 | - |
| 2024 | 85.41 | 76.93 | 0.90 | - |
| 2025 | 5.60 | 32.55 | 5.81 | + |
| Metric | 12258582:solusd:triple_med_gx:lsma295_145 | 12258582:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.79% | 26.39% |
| 6M | 30.8% | 38.87% |
| YTD | 32.55% | 5.6% |
| 1Y | 102.29% | 47.35% |
| 3Y (ann.) | 54.87% | 84.92% |
| 5Y (ann.) | 65.06% | 28.86% |
| Metric | 12258582:solusd:triple_med_gx:lsma295_145 | 12258582:SOLUSD |
|---|---|---|
| Max Drawdown | -41.03% | -93.44% |
| Longest DD Days | 258.0 | 703.0 |
| Avg. Drawdown | -5.51% | -10.7% |
| Avg. Drawdown Days | 22.0 | 41.0 |
| Recovery Factor | 11.41 | 1.51 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-04-28 | -41.03 | 258 |
| 2024-04-01 | 2024-11-05 | -31.21 | 218 |
| 2025-05-14 | 2025-09-01 | -19.32 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-06-20 | 2022-07-16 | -13.38 | 26 |
| 2025-02-04 | 2025-04-09 | -11.38 | 64 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2023-11-29 | 2024-02-24 | -9.27 | 87 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2022-04-14 | 2022-06-15 | -8.96 | 62 |
| Metric | 12258582:solusd:triple_med_gx:lsma295_145 | 12258582: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 | 110.25% | 921.46% |
| Worst Year | 15.19% | -87.96% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.48% | -1.54% |
| Avg. Up Week | 10.37% | 12.94% |
| Avg. Down Week | -5.72% | -9.09% |
| Avg. Up Month | 17.77% | 39.54% |
| Avg. Down Month | -6.45% | -18.46% |
| Win Days % | 50.29% | 50.23% |
| Win Month % | 63.33% | 51.16% |
| Win Week % | 69.09% | 48.65% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |