| Metric | 12258638:solusd:triple_med_gx:lsma295_145 | 12258638:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 524.74% | 140.78% |
| Max Drawdown | -41.59% | -93.44% |
| Sharpe | 0.75 | 0.38 |
| Sortino | 1.31 | 0.56 |
| Payoff Ratio | 1.29 | 1.25 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.78 | 1.07 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.32 | 1.01 |
| Outlier Win Ratio | 32.2 | 3.2 |
| Outlier Loss Ratio | 3.42 | 2.77 |
| Volatility (ann.) | 20.31% | 50.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.67 | 0.31 |
| Skew | 3.59 | 0.49 |
| Kurtosis | 66.1 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.35% | 2.06% |
| Expected Yearly % | 58.1% | 24.57% |
| Kelly Criterion | 11.85% | 10.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.26% |
| Expected Shortfall (cVaR) | -1.71% | -4.26% |
| Year | 12258638:SOLUSD | 12258638:solusd:triple_med_gx:lsma295_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 25.73 | -0.29 | + |
| 2023 | 921.46 | 104.39 | 0.11 | - |
| 2024 | 85.41 | 97.03 | 1.14 | + |
| 2025 | 5.60 | 23.39 | 4.17 | + |
| Metric | 12258638:solusd:triple_med_gx:lsma295_145 | 12258638:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.24% | 26.39% |
| 6M | 35.3% | 38.87% |
| YTD | 23.39% | 5.6% |
| 1Y | 79.23% | 47.35% |
| 3Y (ann.) | 53.27% | 84.92% |
| 5Y (ann.) | 69.66% | 28.86% |
| Metric | 12258638:solusd:triple_med_gx:lsma295_145 | 12258638:SOLUSD |
|---|---|---|
| Max Drawdown | -41.59% | -93.44% |
| Longest DD Days | 432.0 | 703.0 |
| Avg. Drawdown | -5.35% | -10.7% |
| Avg. Drawdown Days | 23.0 | 41.0 |
| Recovery Factor | 12.62 | 1.51 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-10-20 | -41.59 | 432 |
| 2024-04-01 | 2024-10-14 | -29.10 | 196 |
| 2025-05-14 | 2025-09-01 | -18.15 | 110 |
| 2024-11-29 | 2025-04-12 | -17.97 | 134 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-07-19 | 2022-08-08 | -6.93 | 19 |
| 2022-04-14 | 2022-06-15 | -6.48 | 62 |
| Metric | 12258638:solusd:triple_med_gx:lsma295_145 | 12258638: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 | 104.39% | 921.46% |
| Worst Year | 23.39% | -87.96% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.44% | -1.48% |
| Avg. Up Week | 11.85% | 13.65% |
| Avg. Down Week | -4.85% | -8.39% |
| Avg. Up Month | 18.83% | 42.15% |
| Avg. Down Month | -6.73% | -19.01% |
| Win Days % | 50.4% | 50.23% |
| Win Month % | 62.07% | 51.16% |
| Win Week % | 58.18% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |