| Metric | 12252310:solusd:triple_med_gx:lsma285_130 | 12252310:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 322.93% | 142.61% |
| Max Drawdown | -42.44% | -93.44% |
| Sharpe | 0.59 | 0.38 |
| Sortino | 0.98 | 0.56 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 30.22 | 3.25 |
| Outlier Loss Ratio | 3.35 | 2.87 |
| Volatility (ann.) | 21.47% | 50.11% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.21 | 0.31 |
| Skew | 2.82 | 0.49 |
| Kurtosis | 55.64 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.41% | 2.08% |
| Expected Yearly % | 43.41% | 24.8% |
| Kelly Criterion | 8.76% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.26% |
| Expected Shortfall (cVaR) | -1.81% | -4.26% |
| Year | 12252310:SOLUSD | 12252310:solusd:triple_med_gx:lsma285_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 1.31 | -0.01 | + |
| 2023 | 921.46 | 136.63 | 0.15 | - |
| 2024 | 85.41 | 49.91 | 0.58 | - |
| 2025 | 5.60 | 17.68 | 3.15 | + |
| Metric | 12252310:solusd:triple_med_gx:lsma285_130 | 12252310:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.67% | 26.39% |
| 6M | 16.37% | 38.87% |
| YTD | 17.68% | 5.6% |
| 1Y | 63.44% | 47.35% |
| 3Y (ann.) | 40.48% | 84.92% |
| 5Y (ann.) | 51.45% | 29.06% |
| Metric | 12252310:solusd:triple_med_gx:lsma285_130 | 12252310:SOLUSD |
|---|---|---|
| Max Drawdown | -42.44% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -6.24% | -10.49% |
| Avg. Drawdown Days | 20.0 | 40.0 |
| Recovery Factor | 7.61 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-04-28 | -42.44 | 196 |
| 2024-04-01 | 2024-11-10 | -39.28 | 223 |
| 2022-04-11 | 2022-06-19 | -27.53 | 69 |
| 2025-02-04 | 2025-04-12 | -21.07 | 67 |
| 2025-05-14 | 2025-09-01 | -17.19 | 110 |
| 2022-06-20 | 2022-07-16 | -15.66 | 26 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-04-14 | 2025-05-08 | -9.53 | 24 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12252310:solusd:triple_med_gx:lsma285_130 | 12252310:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 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 | 136.63% | 921.46% |
| Worst Year | 1.31% | -87.87% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 10.89% | 13.41% |
| Avg. Down Week | -4.62% | -7.41% |
| Avg. Up Month | 17.42% | 42.24% |
| Avg. Down Month | -6.65% | -17.08% |
| Win Days % | 49.84% | 50.25% |
| Win Month % | 53.12% | 51.16% |
| Win Week % | 58.62% | 48.65% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |