| Metric | 12252305:solusd:triple_med_gx:lsma255_130 | 12252305:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 234.34% | 121.6% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.51 | 0.36 |
| Sortino | 0.87 | 0.54 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.5 | 1.06 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 33.4 | 3.14 |
| Outlier Loss Ratio | 3.28 | 2.84 |
| Volatility (ann.) | 21.01% | 50.06% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.09 | 0.27 |
| Skew | 3.66 | 0.49 |
| Kurtosis | 73.88 | 11.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.85% | 1.87% |
| Expected Yearly % | 35.22% | 22.01% |
| Kelly Criterion | 7.73% | 8.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -4.26% |
| Expected Shortfall (cVaR) | -1.78% | -4.26% |
| Year | 12252305:SOLUSD | 12252305:solusd:triple_med_gx:lsma255_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 12.10 | -0.14 | + |
| 2023 | 921.46 | 108.19 | 0.12 | - |
| 2024 | 85.41 | 29.64 | 0.35 | - |
| 2025 | 5.60 | 10.50 | 1.87 | + |
| Metric | 12252305:solusd:triple_med_gx:lsma255_130 | 12252305:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.36% | 26.39% |
| 6M | 11.64% | 38.87% |
| YTD | 10.5% | 5.6% |
| 1Y | 43.26% | 47.35% |
| 3Y (ann.) | 36.35% | 84.92% |
| 5Y (ann.) | 41.27% | 25.58% |
| Metric | 12252305:solusd:triple_med_gx:lsma255_130 | 12252305:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 242.0 | 703.0 |
| Avg. Drawdown | -6.4% | -12.1% |
| Avg. Drawdown Days | 26.0 | 46.0 |
| Recovery Factor | 6.18 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-28 | -37.89 | 134 |
| 2024-04-01 | 2024-11-29 | -36.25 | 242 |
| 2022-04-11 | 2022-06-19 | -27.76 | 69 |
| 2024-11-29 | 2025-04-12 | -22.83 | 134 |
| 2025-05-14 | 2025-09-01 | -16.36 | 110 |
| 2022-06-20 | 2022-07-16 | -15.66 | 26 |
| 2023-11-25 | 2024-02-26 | -10.29 | 92 |
| 2025-04-14 | 2025-05-08 | -9.53 | 24 |
| 2022-08-02 | 2022-09-27 | -8.00 | 55 |
| 2022-09-27 | 2022-10-14 | -7.91 | 16 |
| Metric | 12252305:solusd:triple_med_gx:lsma255_130 | 12252305: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 | 108.19% | 921.46% |
| Worst Year | 10.5% | -88.92% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.56% | -1.62% |
| Avg. Up Week | 11.34% | 14.57% |
| Avg. Down Week | -4.19% | -7.96% |
| Avg. Up Month | 17.73% | 40.15% |
| Avg. Down Month | -6.45% | -20.72% |
| Win Days % | 48.92% | 50.23% |
| Win Month % | 47.06% | 51.16% |
| Win Week % | 50.85% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |