| Metric | 12258820:solusd:triple_med_gx:lsma85_145 | 12258820:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 457.75% | 75.78% |
| Max Drawdown | -45.73% | -93.44% |
| Sharpe | 0.6 | 0.33 |
| Sortino | 0.97 | 0.49 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.29 | 1.05 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 19.42 | 3.42 |
| Outlier Loss Ratio | 3.45 | 2.98 |
| Volatility (ann.) | 25.46% | 50.12% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.35 | 0.18 |
| Skew | 2.08 | 0.47 |
| Kurtosis | 29.52 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.98% | 1.29% |
| Expected Yearly % | 53.68% | 15.14% |
| Kelly Criterion | 6.88% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -4.27% |
| Expected Shortfall (cVaR) | -2.15% | -4.27% |
| Year | 12258820:SOLUSD | 12258820:solusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 26.78 | -0.29 | + |
| 2023 | 921.46 | 118.23 | 0.13 | - |
| 2024 | 85.41 | 16.41 | 0.19 | - |
| 2025 | 5.60 | 73.17 | 13.06 | + |
| Metric | 12258820:solusd:triple_med_gx:lsma85_145 | 12258820:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 23.32% | 26.39% |
| 6M | 69.64% | 38.87% |
| YTD | 73.17% | 5.6% |
| 1Y | 81.45% | 47.35% |
| 3Y (ann.) | 44.28% | 84.92% |
| 5Y (ann.) | 61.84% | 17.12% |
| Metric | 12258820:solusd:triple_med_gx:lsma85_145 | 12258820:SOLUSD |
|---|---|---|
| Max Drawdown | -45.73% | -93.44% |
| Longest DD Days | 376.0 | 703.0 |
| Avg. Drawdown | -5.92% | -14.32% |
| Avg. Drawdown Days | 21.0 | 56.0 |
| Recovery Factor | 10.01 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-03-12 | -45.73 | 199 |
| 2024-04-01 | 2025-04-12 | -42.84 | 376 |
| 2022-05-16 | 2022-06-19 | -16.70 | 34 |
| 2023-04-30 | 2023-06-22 | -16.26 | 52 |
| 2023-07-27 | 2023-12-02 | -14.40 | 127 |
| 2025-06-11 | 2025-08-04 | -12.88 | 54 |
| 2022-04-20 | 2022-05-13 | -12.44 | 22 |
| 2023-03-14 | 2023-04-11 | -12.37 | 27 |
| 2024-01-11 | 2024-02-28 | -11.85 | 48 |
| 2025-05-14 | 2025-06-10 | -10.64 | 27 |
| Metric | 12258820:solusd:triple_med_gx:lsma85_145 | 12258820:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -18.76% | -51.66% |
| Best Month | 34.2% | 140.02% |
| Worst Month | -24.87% | -56.44% |
| Best Year | 118.23% | 921.46% |
| Worst Year | 16.41% | -91.21% |
| Avg. Up Day | 1.81% | 1.81% |
| Avg. Down Day | -1.53% | -1.61% |
| Avg. Up Week | 8.59% | 11.14% |
| Avg. Down Week | -5.66% | -8.81% |
| Avg. Up Month | 13.19% | 41.06% |
| Avg. Down Month | -8.93% | -21.0% |
| Win Days % | 49.55% | 50.14% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 57.29% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |