| Metric | 12258881:solusd:triple_med_gx:lsma95_145 | 12258881:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 374.48% | 75.78% |
| Max Drawdown | -40.09% | -93.44% |
| Sharpe | 0.55 | 0.33 |
| Sortino | 0.89 | 0.49 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.22 | 1.05 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 18.49 | 3.43 |
| Outlier Loss Ratio | 3.46 | 3.0 |
| Volatility (ann.) | 25.73% | 50.12% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.36 | 0.18 |
| Skew | 2.04 | 0.47 |
| Kurtosis | 28.8 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.6% | 1.29% |
| Expected Yearly % | 47.59% | 15.14% |
| Kelly Criterion | 6.09% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.18% | -4.27% |
| Expected Shortfall (cVaR) | -2.18% | -4.27% |
| Year | 12258881:SOLUSD | 12258881:solusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 26.62 | -0.29 | + |
| 2023 | 921.46 | 118.82 | 0.13 | - |
| 2024 | 85.41 | 36.02 | 0.42 | - |
| 2025 | 5.60 | 25.89 | 4.62 | + |
| Metric | 12258881:solusd:triple_med_gx:lsma95_145 | 12258881:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 11.89% | 26.39% |
| 6M | 39.6% | 38.87% |
| YTD | 25.89% | 5.6% |
| 1Y | 40.38% | 47.35% |
| 3Y (ann.) | 41.35% | 84.92% |
| 5Y (ann.) | 54.68% | 17.12% |
| Metric | 12258881:solusd:triple_med_gx:lsma95_145 | 12258881:SOLUSD |
|---|---|---|
| Max Drawdown | -40.09% | -93.44% |
| Longest DD Days | 222.0 | 703.0 |
| Avg. Drawdown | -7.75% | -14.32% |
| Avg. Drawdown Days | 29.0 | 56.0 |
| Recovery Factor | 9.34 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-03-12 | -40.09 | 199 |
| 2024-04-01 | 2024-11-09 | -38.53 | 222 |
| 2024-12-05 | 2025-05-10 | -30.75 | 156 |
| 2023-04-30 | 2023-12-08 | -21.51 | 221 |
| 2022-05-16 | 2022-07-18 | -19.78 | 63 |
| 2025-05-14 | 2025-08-12 | -14.91 | 90 |
| 2022-04-20 | 2022-05-13 | -13.34 | 22 |
| 2024-01-11 | 2024-02-28 | -12.59 | 48 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-05-13 | 2022-05-15 | -9.83 | 1 |
| Metric | 12258881:solusd:triple_med_gx:lsma95_145 | 12258881:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.54% | 43.67% |
| Worst Week | -18.76% | -51.66% |
| Best Month | 33.52% | 140.02% |
| Worst Month | -19.79% | -56.44% |
| Best Year | 118.82% | 921.46% |
| Worst Year | 25.89% | -91.21% |
| Avg. Up Day | 1.78% | 1.78% |
| Avg. Down Day | -1.53% | -1.57% |
| Avg. Up Week | 9.63% | 9.96% |
| Avg. Down Week | -4.9% | -9.31% |
| Avg. Up Month | 13.09% | 35.06% |
| Avg. Down Month | -9.67% | -24.09% |
| Win Days % | 49.58% | 50.14% |
| Win Month % | 62.5% | 50.0% |
| Win Week % | 52.48% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |