| Metric | 12248403:solusd:triple_med_gx:lsma255_120 | 12248403:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 407.25% | 121.6% |
| Max Drawdown | -39.78% | -93.44% |
| Sharpe | 0.64 | 0.36 |
| Sortino | 1.08 | 0.54 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.52 | 1.06 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 28.69 | 3.24 |
| Outlier Loss Ratio | 3.43 | 2.89 |
| Volatility (ann.) | 22.03% | 50.06% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.49 | 0.27 |
| Skew | 3.25 | 0.49 |
| Kurtosis | 60.37 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.85% | 1.87% |
| Expected Yearly % | 50.07% | 22.01% |
| Kelly Criterion | 8.98% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.26% |
| Expected Shortfall (cVaR) | -1.86% | -4.26% |
| Year | 12248403:SOLUSD | 12248403:solusd:triple_med_gx:lsma255_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 0.30 | -0.00 | + |
| 2023 | 921.46 | 88.08 | 0.10 | - |
| 2024 | 85.41 | 88.50 | 1.04 | + |
| 2025 | 5.60 | 42.64 | 7.61 | + |
| Metric | 12248403:solusd:triple_med_gx:lsma255_120 | 12248403:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -8.16% | 26.39% |
| 6M | 14.26% | 38.87% |
| YTD | 42.64% | 5.6% |
| 1Y | 94.84% | 47.35% |
| 3Y (ann.) | 66.45% | 84.92% |
| 5Y (ann.) | 59.18% | 25.58% |
| Metric | 12248403:solusd:triple_med_gx:lsma255_120 | 12248403:SOLUSD |
|---|---|---|
| Max Drawdown | -39.78% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -6.68% | -12.1% |
| Avg. Drawdown Days | 25.0 | 46.0 |
| Recovery Factor | 10.24 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-11-10 | -39.78 | 214 |
| 2022-12-16 | 2023-01-29 | -35.01 | 44 |
| 2025-02-04 | 2025-05-08 | -26.43 | 92 |
| 2024-06-05 | 2024-11-06 | -26.41 | 153 |
| 2025-05-14 | 2025-09-01 | -19.93 | 110 |
| 2024-04-01 | 2024-05-16 | -14.10 | 45 |
| 2023-01-29 | 2023-10-20 | -13.90 | 263 |
| 2024-01-09 | 2024-02-28 | -13.79 | 50 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12248403:solusd:triple_med_gx:lsma255_120 | 12248403:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.6% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 88.5% | 921.46% |
| Worst Year | 0.3% | -88.92% |
| Avg. Up Day | 1.91% | 1.91% |
| Avg. Down Day | -1.5% | -1.58% |
| Avg. Up Week | 10.77% | 12.9% |
| Avg. Down Week | -5.35% | -8.34% |
| Avg. Up Month | 17.38% | 37.92% |
| Avg. Down Month | -7.54% | -20.31% |
| Win Days % | 49.04% | 50.23% |
| Win Month % | 52.63% | 51.16% |
| Win Week % | 55.71% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |