| Metric | 12246387:solusd:triple_med_gx:lsma255_115 | 12246387:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 425.69% | 121.6% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.64 | 0.36 |
| Sortino | 1.08 | 0.54 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 27.86 | 3.33 |
| Outlier Loss Ratio | 3.43 | 2.91 |
| Volatility (ann.) | 22.28% | 50.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.6 | 0.27 |
| Skew | 2.9 | 0.49 |
| Kurtosis | 50.62 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.93% | 1.87% |
| Expected Yearly % | 51.42% | 22.01% |
| Kelly Criterion | 7.95% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.26% |
| Expected Shortfall (cVaR) | -1.88% | -4.26% |
| Year | 12246387:SOLUSD | 12246387:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 3.70 | -0.04 | + |
| 2023 | 921.46 | 80.83 | 0.09 | - |
| 2024 | 85.41 | 81.87 | 0.96 | - |
| 2025 | 5.60 | 54.15 | 9.66 | + |
| Metric | 12246387:solusd:triple_med_gx:lsma255_115 | 12246387:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.14% | 26.39% |
| 6M | 12.02% | 38.87% |
| YTD | 54.15% | 5.6% |
| 1Y | 120.01% | 47.35% |
| 3Y (ann.) | 60.22% | 84.92% |
| 5Y (ann.) | 60.81% | 25.58% |
| Metric | 12246387:solusd:triple_med_gx:lsma255_115 | 12246387:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -6.09% | -12.1% |
| Avg. Drawdown Days | 20.0 | 46.0 |
| Recovery Factor | 11.23 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-20 | -37.89 | 309 |
| 2022-04-10 | 2022-07-28 | -33.14 | 108 |
| 2024-06-05 | 2024-11-06 | -32.65 | 153 |
| 2025-05-14 | 2025-09-01 | -22.26 | 110 |
| 2025-04-04 | 2025-04-12 | -18.69 | 7 |
| 2022-09-27 | 2022-11-10 | -12.07 | 44 |
| 2024-04-01 | 2024-05-27 | -12.00 | 56 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-11-29 | 2025-01-16 | -10.11 | 48 |
| 2025-02-04 | 2025-03-25 | -9.37 | 49 |
| Metric | 12246387:solusd:triple_med_gx:lsma255_115 | 12246387:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.16% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 81.87% | 921.46% |
| Worst Year | 3.7% | -88.92% |
| Avg. Up Day | 1.92% | 1.92% |
| Avg. Down Day | -1.54% | -1.56% |
| Avg. Up Week | 9.21% | 12.6% |
| Avg. Down Week | -4.8% | -7.06% |
| Avg. Up Month | 16.89% | 34.99% |
| Avg. Down Month | -8.07% | -18.71% |
| Win Days % | 48.94% | 50.23% |
| Win Month % | 59.46% | 51.16% |
| Win Week % | 58.44% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |