| Metric | 12258690:solusd:triple_med_gx:lsma275_145 | 12258690:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 495.95% | 142.43% |
| Max Drawdown | -36.35% | -93.44% |
| Sharpe | 0.77 | 0.38 |
| Sortino | 1.36 | 0.56 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.92 | 1.07 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.4 | 1.0 |
| Outlier Win Ratio | 35.14 | 3.13 |
| Outlier Loss Ratio | 3.55 | 2.71 |
| Volatility (ann.) | 18.8% | 50.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.84 | 0.31 |
| Skew | 3.85 | 0.49 |
| Kurtosis | 80.07 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.24% | 2.08% |
| Expected Yearly % | 56.24% | 24.78% |
| Kelly Criterion | 12.25% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.26% |
| Expected Shortfall (cVaR) | -1.58% | -4.26% |
| Year | 12258690:SOLUSD | 12258690:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 11.25 | -0.13 | + |
| 2023 | 921.46 | 105.12 | 0.11 | - |
| 2024 | 85.41 | 114.52 | 1.34 | + |
| 2025 | 5.60 | 21.74 | 3.88 | + |
| Metric | 12258690:solusd:triple_med_gx:lsma275_145 | 12258690:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.34% | 26.39% |
| 6M | 27.89% | 38.87% |
| YTD | 21.74% | 5.6% |
| 1Y | 87.65% | 47.35% |
| 3Y (ann.) | 61.49% | 84.92% |
| 5Y (ann.) | 67.03% | 28.98% |
| Metric | 12258690:solusd:triple_med_gx:lsma275_145 | 12258690:SOLUSD |
|---|---|---|
| Max Drawdown | -36.35% | -93.44% |
| Longest DD Days | 246.0 | 703.0 |
| Avg. Drawdown | -4.98% | -10.56% |
| Avg. Drawdown Days | 22.0 | 40.0 |
| Recovery Factor | 13.65 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-04-12 | -36.35 | 246 |
| 2024-04-01 | 2024-10-14 | -28.47 | 196 |
| 2025-05-14 | 2025-09-01 | -18.57 | 110 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2024-11-30 | 2025-04-11 | -14.06 | 132 |
| 2023-07-27 | 2023-10-20 | -9.19 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-04-14 | 2022-06-15 | -7.67 | 62 |
| 2023-04-30 | 2023-07-26 | -7.18 | 87 |
| 2022-07-19 | 2022-08-08 | -7.05 | 19 |
| Metric | 12258690:solusd:triple_med_gx:lsma275_145 | 12258690:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.36% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 114.52% | 921.46% |
| Worst Year | 11.25% | -87.88% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.37% | -1.44% |
| Avg. Up Week | 10.16% | 11.83% |
| Avg. Down Week | -3.98% | -9.04% |
| Avg. Up Month | 16.97% | 37.83% |
| Avg. Down Month | -4.72% | -20.71% |
| Win Days % | 50.36% | 50.25% |
| Win Month % | 60.0% | 51.16% |
| Win Week % | 60.71% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |