| Metric | 12248458:solusd:triple_med_gx:lsma265_120 | 12248458:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 451.52% | 138.66% |
| Max Drawdown | -42.76% | -93.44% |
| Sharpe | 0.66 | 0.37 |
| Sortino | 1.1 | 0.55 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 27.41 | 3.3 |
| Outlier Loss Ratio | 3.46 | 2.89 |
| Volatility (ann.) | 22.42% | 50.09% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.48 | 0.3 |
| Skew | 3.02 | 0.49 |
| Kurtosis | 55.99 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.05% | 2.04% |
| Expected Yearly % | 53.25% | 24.29% |
| Kelly Criterion | 8.79% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.26% |
| Expected Shortfall (cVaR) | -1.89% | -4.26% |
| Year | 12248458:SOLUSD | 12248458:solusd:triple_med_gx:lsma265_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | -0.34 | 0.00 | + |
| 2023 | 921.46 | 104.22 | 0.11 | - |
| 2024 | 85.41 | 115.53 | 1.35 | + |
| 2025 | 5.60 | 25.72 | 4.59 | + |
| Metric | 12248458:solusd:triple_med_gx:lsma265_120 | 12248458:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -8.29% | 26.39% |
| 6M | 7.95% | 38.87% |
| YTD | 25.72% | 5.6% |
| 1Y | 90.24% | 47.35% |
| 3Y (ann.) | 67.96% | 84.92% |
| 5Y (ann.) | 63.16% | 28.33% |
| Metric | 12248458:solusd:triple_med_gx:lsma265_120 | 12248458:SOLUSD |
|---|---|---|
| Max Drawdown | -42.76% | -93.44% |
| Longest DD Days | 136.0 | 703.0 |
| Avg. Drawdown | -6.9% | -11.46% |
| Avg. Drawdown Days | 23.0 | 43.0 |
| Recovery Factor | 10.56 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-29 | -42.76 | 125 |
| 2022-12-16 | 2023-01-03 | -29.41 | 18 |
| 2024-06-05 | 2024-10-19 | -29.08 | 136 |
| 2025-02-04 | 2025-05-08 | -27.82 | 92 |
| 2025-05-14 | 2025-09-01 | -20.16 | 110 |
| 2023-01-29 | 2023-04-12 | -14.04 | 72 |
| 2024-04-01 | 2024-05-16 | -13.76 | 45 |
| 2022-07-30 | 2022-11-10 | -13.04 | 102 |
| 2024-01-09 | 2024-02-28 | -11.86 | 50 |
| 2024-11-10 | 2025-01-18 | -10.53 | 68 |
| Metric | 12248458:solusd:triple_med_gx:lsma265_120 | 12248458: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 | 33.44% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 115.53% | 921.46% |
| Worst Year | -0.34% | -88.07% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.5% | -1.55% |
| Avg. Up Week | 10.51% | 11.91% |
| Avg. Down Week | -4.83% | -7.84% |
| Avg. Up Month | 16.39% | 37.06% |
| Avg. Down Month | -6.43% | -19.01% |
| Win Days % | 49.48% | 50.25% |
| Win Month % | 52.63% | 51.16% |
| Win Week % | 54.93% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |