| Metric | 12250058:solusd:triple_med_gx:lsma265_125 | 12250058:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 129.14% | 138.66% |
| Max Drawdown | -41.25% | -93.44% |
| Sharpe | 0.39 | 0.37 |
| Sortino | 0.62 | 0.55 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.67 | 0.58 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 33.0 | 3.16 |
| Outlier Loss Ratio | 3.32 | 2.87 |
| Volatility (ann.) | 20.29% | 50.09% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.65 | 0.3 |
| Skew | 2.26 | 0.49 |
| Kurtosis | 55.48 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.95% | 2.04% |
| Expected Yearly % | 23.03% | 24.29% |
| Kelly Criterion | 4.9% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.26% |
| Expected Shortfall (cVaR) | -1.73% | -4.26% |
| Year | 12250058:SOLUSD | 12250058:solusd:triple_med_gx:lsma265_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 9.13 | -0.10 | + |
| 2023 | 921.46 | 116.12 | 0.13 | - |
| 2024 | 85.41 | -14.21 | -0.17 | - |
| 2025 | 5.60 | 13.25 | 2.36 | + |
| Metric | 12250058:solusd:triple_med_gx:lsma265_125 | 12250058:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -14.65% | 26.39% |
| 6M | 6.34% | 38.87% |
| YTD | 13.25% | 5.6% |
| 1Y | 17.34% | 47.35% |
| 3Y (ann.) | 15.14% | 84.92% |
| 5Y (ann.) | 26.84% | 28.33% |
| Metric | 12250058:solusd:triple_med_gx:lsma265_125 | 12250058:SOLUSD |
|---|---|---|
| Max Drawdown | -41.25% | -93.44% |
| Longest DD Days | 383.0 | 703.0 |
| Avg. Drawdown | -6.4% | -11.46% |
| Avg. Drawdown Days | 33.0 | 43.0 |
| Recovery Factor | 3.13 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-16 | -41.25 | 383 |
| 2024-06-05 | 2025-05-10 | -34.41 | 339 |
| 2025-05-11 | 2025-09-01 | -20.50 | 113 |
| 2022-07-30 | 2022-09-23 | -17.13 | 54 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-30 | -15.59 | 21 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2024-01-05 | 2024-03-01 | -12.25 | 56 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| 2024-03-30 | 2024-06-05 | -6.64 | 67 |
| Metric | 12250058:solusd:triple_med_gx:lsma265_125 | 12250058:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 37.87% | 140.02% |
| Worst Month | -30.35% | -56.44% |
| Best Year | 116.12% | 921.46% |
| Worst Year | -14.21% | -88.07% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.56% | -1.71% |
| Avg. Up Week | 10.68% | 14.84% |
| Avg. Down Week | -4.71% | -8.75% |
| Avg. Up Month | 13.41% | 37.77% |
| Avg. Down Month | -9.99% | -22.21% |
| Win Days % | 48.24% | 50.25% |
| Win Month % | 57.58% | 51.16% |
| Win Week % | 48.61% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |