| Metric | 12258630:solusd:triple_med_gx:lsma275_145 | 12258630:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 677.3% | 134.13% |
| Max Drawdown | -35.09% | -93.44% |
| Sharpe | 0.82 | 0.37 |
| Sortino | 1.46 | 0.54 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 2.04 | 1.07 |
| CPC Index | 0.93 | 0.67 |
| Tail Ratio | 1.45 | 1.01 |
| Outlier Win Ratio | 33.33 | 3.14 |
| Outlier Loss Ratio | 3.45 | 2.75 |
| Volatility (ann.) | 19.62% | 49.69% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.19 | 0.29 |
| Skew | 3.82 | 0.48 |
| Kurtosis | 72.62 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.77% | 1.95% |
| Expected Yearly % | 66.97% | 23.7% |
| Kelly Criterion | 13.46% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.23% |
| Expected Shortfall (cVaR) | -1.64% | -4.23% |
| Year | 12258630:SOLUSD | 12258630:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 36.89 | -0.42 | + |
| 2023 | 921.46 | 113.30 | 0.12 | - |
| 2024 | 85.41 | 99.01 | 1.16 | + |
| 2025 | 1.99 | 33.77 | 17.00 | + |
| Metric | 12258630:solusd:triple_med_gx:lsma275_145 | 12258630:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 2.44% | 17.41% |
| 6M | 24.3% | 52.72% |
| YTD | 33.77% | 1.99% |
| 1Y | 85.02% | 24.46% |
| 3Y (ann.) | 66.05% | 86.57% |
| 5Y (ann.) | 76.68% | 26.63% |
| Metric | 12258630:solusd:triple_med_gx:lsma275_145 | 12258630:SOLUSD |
|---|---|---|
| Max Drawdown | -35.09% | -93.44% |
| Longest DD Days | 243.0 | 703.0 |
| Avg. Drawdown | -4.94% | -10.56% |
| Avg. Drawdown Days | 23.0 | 42.0 |
| Recovery Factor | 19.3 | 1.44 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-04-13 | -35.09 | 243 |
| 2024-04-01 | 2024-10-19 | -28.81 | 201 |
| 2025-05-14 | 2025-10-16 | -16.40 | 155 |
| 2024-11-29 | 2025-04-12 | -16.10 | 134 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2022-04-14 | 2022-06-15 | -8.02 | 62 |
| 2022-07-19 | 2022-08-08 | -6.93 | 19 |
| Metric | 12258630:solusd:triple_med_gx:lsma275_145 | 12258630:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 113.3% | 921.46% |
| Worst Year | 33.77% | -87.88% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.41% | -1.46% |
| Avg. Up Week | 11.32% | 13.54% |
| Avg. Down Week | -3.89% | -8.31% |
| Avg. Up Month | 15.72% | 36.4% |
| Avg. Down Month | -5.28% | -19.01% |
| Win Days % | 51.1% | 50.23% |
| Win Month % | 67.74% | 52.27% |
| Win Week % | 57.63% | 48.44% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |