| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 930.69% | 114.01% |
| Max Drawdown | -40.24% | -93.44% |
| Sharpe | 0.83 | 0.35 |
| Sortino | 1.43 | 0.52 |
| Payoff Ratio | 1.31 | 1.24 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.86 | 0.66 |
| Tail Ratio | 1.28 | 1.01 |
| Outlier Win Ratio | 25.97 | 3.35 |
| Outlier Loss Ratio | 3.57 | 2.9 |
| Volatility (ann.) | 22.53% | 49.68% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.25 | 0.25 |
| Skew | 3.16 | 0.48 |
| Kurtosis | 53.29 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.44% | 1.74% |
| Expected Yearly % | 79.18% | 20.95% |
| Kelly Criterion | 10.99% | 10.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 44.17 | -0.50 | + |
| 2023 | 921.46 | 136.63 | 0.15 | - |
| 2024 | 85.41 | 120.36 | 1.41 | + |
| 2025 | 1.99 | 37.11 | 18.68 | + |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 17.74% | 17.41% |
| 6M | 35.84% | 52.72% |
| YTD | 37.11% | 1.99% |
| 1Y | 88.04% | 24.46% |
| 3Y (ann.) | 94.82% | 86.57% |
| 5Y (ann.) | 90.61% | 23.42% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -40.24% | -93.44% |
| Longest DD Days | 155.0 | 703.0 |
| Avg. Drawdown | -5.96% | -12.1% |
| Avg. Drawdown Days | 19.0 | 48.0 |
| Recovery Factor | 23.13 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -40.24 | 111 |
| 2024-06-05 | 2024-09-19 | -28.64 | 105 |
| 2022-03-25 | 2022-07-18 | -27.40 | 114 |
| 2022-12-16 | 2023-01-03 | -26.93 | 18 |
| 2022-07-30 | 2022-11-10 | -17.11 | 102 |
| 2025-05-14 | 2025-10-16 | -16.77 | 155 |
| 2024-03-26 | 2024-05-17 | -16.51 | 52 |
| 2024-01-11 | 2024-02-29 | -14.09 | 48 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -12.53% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.2% | -56.44% |
| Best Year | 136.63% | 921.46% |
| Worst Year | 37.11% | -88.92% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.45% | -1.52% |
| Avg. Up Week | 9.44% | 12.02% |
| Avg. Down Week | -4.71% | -7.98% |
| Avg. Up Month | 15.4% | 32.15% |
| Avg. Down Month | -6.32% | -21.97% |
| Win Days % | 49.56% | 50.21% |
| Win Month % | 66.67% | 52.27% |
| Win Week % | 63.29% | 48.44% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |