| Metric | 12252301:solusd:triple_med_gx:lsma240_130 | 12252301:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 277.67% | 102.03% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.56 | 0.35 |
| Sortino | 0.95 | 0.52 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.71 | 1.05 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 34.93 | 3.14 |
| Outlier Loss Ratio | 3.21 | 2.79 |
| Volatility (ann.) | 20.73% | 50.06% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.22 | 0.24 |
| Skew | 3.81 | 0.49 |
| Kurtosis | 77.24 | 11.4 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.14% | 1.65% |
| Expected Yearly % | 39.41% | 19.22% |
| Kelly Criterion | 8.93% | 9.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.26% |
| Expected Shortfall (cVaR) | -1.75% | -4.26% |
| Year | 12252301:SOLUSD | 12252301:solusd:triple_med_gx:lsma240_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 10.22 | -0.11 | + |
| 2023 | 921.46 | 123.83 | 0.13 | - |
| 2024 | 85.41 | 32.41 | 0.38 | - |
| 2025 | 5.60 | 15.62 | 2.79 | + |
| Metric | 12252301:solusd:triple_med_gx:lsma240_130 | 12252301:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.41% | 26.39% |
| 6M | 11.76% | 38.87% |
| YTD | 15.62% | 5.6% |
| 1Y | 40.65% | 47.35% |
| 3Y (ann.) | 42.45% | 84.92% |
| 5Y (ann.) | 46.12% | 22.22% |
| Metric | 12252301:solusd:triple_med_gx:lsma240_130 | 12252301:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 224.0 | 703.0 |
| Avg. Drawdown | -6.34% | -13.6% |
| Avg. Drawdown Days | 26.0 | 53.0 |
| Recovery Factor | 7.33 | 1.09 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-25 | -37.89 | 132 |
| 2024-04-01 | 2024-11-11 | -33.02 | 224 |
| 2022-03-19 | 2022-06-19 | -28.30 | 92 |
| 2024-11-29 | 2025-04-12 | -19.70 | 134 |
| 2025-05-14 | 2025-09-01 | -16.22 | 110 |
| 2022-06-20 | 2022-07-16 | -15.66 | 26 |
| 2023-11-25 | 2024-02-27 | -12.09 | 93 |
| 2025-04-14 | 2025-05-08 | -9.53 | 24 |
| 2022-08-02 | 2022-10-14 | -8.11 | 72 |
| 2023-04-26 | 2023-04-28 | -6.26 | 1 |
| Metric | 12252301:solusd:triple_med_gx:lsma240_130 | 12252301:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 45.38% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 123.83% | 921.46% |
| Worst Year | 10.22% | -89.9% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.57% | -1.64% |
| Avg. Up Week | 11.82% | 15.25% |
| Avg. Down Week | -4.27% | -7.66% |
| Avg. Up Month | 17.79% | 39.15% |
| Avg. Down Month | -8.51% | -21.95% |
| Win Days % | 48.9% | 50.22% |
| Win Month % | 57.58% | 51.16% |
| Win Week % | 54.39% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |