| Metric | 12252314:solusd:triple_med_gx:lsma295_130 | 12252314:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 278.57% | 140.78% |
| Max Drawdown | -43.57% | -93.44% |
| Sharpe | 0.55 | 0.38 |
| Sortino | 0.91 | 0.56 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 29.8 | 3.27 |
| Outlier Loss Ratio | 3.34 | 2.88 |
| Volatility (ann.) | 21.66% | 50.13% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.07 | 0.31 |
| Skew | 2.76 | 0.49 |
| Kurtosis | 53.93 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.14% | 2.06% |
| Expected Yearly % | 39.49% | 24.57% |
| Kelly Criterion | 8.14% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.26% |
| Expected Shortfall (cVaR) | -1.83% | -4.26% |
| Year | 12252314:SOLUSD | 12252314:solusd:triple_med_gx:lsma295_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | -0.50 | 0.01 | + |
| 2023 | 921.46 | 126.06 | 0.14 | - |
| 2024 | 85.41 | 53.63 | 0.63 | - |
| 2025 | 5.60 | 9.55 | 1.70 | + |
| Metric | 12252314:solusd:triple_med_gx:lsma295_130 | 12252314:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -10.38% | 26.39% |
| 6M | 9.08% | 38.87% |
| YTD | 9.55% | 5.6% |
| 1Y | 51.35% | 47.35% |
| 3Y (ann.) | 35.31% | 84.92% |
| 5Y (ann.) | 46.83% | 28.86% |
| Metric | 12252314:solusd:triple_med_gx:lsma295_130 | 12252314:SOLUSD |
|---|---|---|
| Max Drawdown | -43.57% | -93.44% |
| Longest DD Days | 367.0 | 703.0 |
| Avg. Drawdown | -6.27% | -10.7% |
| Avg. Drawdown Days | 21.0 | 41.0 |
| Recovery Factor | 6.39 | 1.51 |
| Ulcer Index | 1.06 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-10-16 | -43.57 | 367 |
| 2024-04-01 | 2024-11-07 | -37.11 | 220 |
| 2022-04-11 | 2022-06-19 | -27.53 | 69 |
| 2025-02-04 | 2025-04-12 | -21.61 | 67 |
| 2025-05-14 | 2025-09-01 | -19.17 | 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 | 12252314:solusd:triple_med_gx:lsma295_130 | 12252314: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 | 126.06% | 921.46% |
| Worst Year | -0.5% | -87.96% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 10.8% | 13.38% |
| Avg. Down Week | -4.96% | -7.41% |
| Avg. Up Month | 17.38% | 42.15% |
| Avg. Down Month | -7.2% | -17.08% |
| Win Days % | 49.59% | 50.23% |
| Win Month % | 53.12% | 51.16% |
| Win Week % | 58.62% | 48.65% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |