| Metric | 12242640:solusd:triple_med_gx:lsma255_105 | 12242640:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 871.34% | 114.01% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.78 | 0.35 |
| Sortino | 1.35 | 0.52 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.84 | 0.67 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 24.67 | 3.41 |
| Outlier Loss Ratio | 3.5 | 2.93 |
| Volatility (ann.) | 23.5% | 49.68% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.26 | 0.25 |
| Skew | 3.05 | 0.48 |
| Kurtosis | 47.77 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.3% | 1.74% |
| Expected Yearly % | 76.54% | 20.95% |
| Kelly Criterion | 9.99% | 10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -4.23% |
| Expected Shortfall (cVaR) | -1.97% | -4.23% |
| Year | 12242640:SOLUSD | 12242640:solusd:triple_med_gx:lsma255_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 100.94 | -1.14 | + |
| 2023 | 921.46 | 105.78 | 0.11 | - |
| 2024 | 85.41 | 41.69 | 0.49 | - |
| 2025 | 1.99 | 65.80 | 33.13 | + |
| Metric | 12242640:solusd:triple_med_gx:lsma255_105 | 12242640:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -13.49% | 17.41% |
| 6M | 6.38% | 52.72% |
| YTD | 65.8% | 1.99% |
| 1Y | 109.64% | 24.46% |
| 3Y (ann.) | 64.29% | 86.57% |
| 5Y (ann.) | 87.51% | 23.42% |
| Metric | 12242640:solusd:triple_med_gx:lsma255_105 | 12242640:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -6.22% | -12.1% |
| Avg. Drawdown Days | 19.0 | 48.0 |
| Recovery Factor | 22.47 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2024-04-01 | 2024-11-07 | -36.91 | 220 |
| 2025-07-18 | 2025-10-16 | -18.95 | 89 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-21 | -17.54 | 264 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -15.11 | 64 |
| 2024-01-09 | 2024-02-28 | -13.17 | 50 |
| 2025-02-04 | 2025-04-04 | -13.14 | 59 |
| 2024-01-05 | 2024-01-09 | -10.84 | 3 |
| Metric | 12242640:solusd:triple_med_gx:lsma255_105 | 12242640:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 105.78% | 921.46% |
| Worst Year | 41.69% | -88.92% |
| Avg. Up Day | 1.95% | 1.95% |
| Avg. Down Day | -1.49% | -1.56% |
| Avg. Up Week | 9.95% | 11.96% |
| Avg. Down Week | -4.81% | -7.16% |
| Avg. Up Month | 19.32% | 35.26% |
| Avg. Down Month | -6.96% | -19.02% |
| Win Days % | 49.0% | 50.21% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 54.76% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |