| Metric | 12258681:solusd:triple_med_gx:lsma235_145 | 12258681:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 379.17% | 107.06% |
| Max Drawdown | -28.54% | -93.44% |
| Sharpe | 0.71 | 0.35 |
| Sortino | 1.24 | 0.52 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 2.14 | 1.05 |
| CPC Index | 0.91 | 0.67 |
| Tail Ratio | 1.56 | 1.0 |
| Outlier Win Ratio | 39.97 | 3.07 |
| Outlier Loss Ratio | 3.4 | 2.69 |
| Volatility (ann.) | 18.11% | 50.05% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.97 | 0.25 |
| Skew | 4.18 | 0.48 |
| Kurtosis | 91.69 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.63% | 1.67% |
| Expected Yearly % | 47.95% | 19.96% |
| Kelly Criterion | 11.88% | 10.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -4.26% |
| Expected Shortfall (cVaR) | -1.52% | -4.26% |
| Year | 12258681:SOLUSD | 12258681:solusd:triple_med_gx:lsma235_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 6.56 | -0.07 | + |
| 2023 | 921.46 | 90.01 | 0.10 | - |
| 2024 | 85.41 | 86.06 | 1.01 | + |
| 2025 | 5.60 | 27.19 | 4.85 | + |
| Metric | 12258681:solusd:triple_med_gx:lsma235_145 | 12258681:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.33% | 26.39% |
| 6M | 32.4% | 38.87% |
| YTD | 27.19% | 5.6% |
| 1Y | 70.32% | 47.35% |
| 3Y (ann.) | 54.39% | 84.92% |
| 5Y (ann.) | 56.33% | 23.07% |
| Metric | 12258681:solusd:triple_med_gx:lsma235_145 | 12258681:SOLUSD |
|---|---|---|
| Max Drawdown | -28.54% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -5.46% | -13.19% |
| Avg. Drawdown Days | 27.0 | 50.0 |
| Recovery Factor | 13.29 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2023-01-03 | -28.54 | 89 |
| 2024-04-01 | 2024-10-20 | -25.88 | 202 |
| 2024-11-30 | 2025-04-12 | -19.01 | 133 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2022-03-02 | 2022-06-15 | -15.98 | 105 |
| 2025-05-14 | 2025-09-01 | -14.83 | 110 |
| 2023-02-02 | 2023-04-13 | -11.56 | 69 |
| 2023-01-04 | 2023-02-01 | -9.26 | 28 |
| 2023-11-25 | 2024-01-08 | -8.50 | 43 |
| 2022-07-19 | 2022-10-06 | -7.05 | 78 |
| Metric | 12258681:solusd:triple_med_gx:lsma235_145 | 12258681: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 | 38.36% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 90.01% | 921.46% |
| Worst Year | 6.56% | -89.65% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.43% | -1.52% |
| Avg. Up Week | 10.28% | 12.4% |
| Avg. Down Week | -3.74% | -9.06% |
| Avg. Up Month | 15.98% | 34.77% |
| Avg. Down Month | -4.45% | -21.21% |
| Win Days % | 49.78% | 50.23% |
| Win Month % | 56.67% | 52.27% |
| Win Week % | 54.55% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |