| Metric | 12252354:solusd:triple_med_gx:lsma235_130 | 12252354:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 256.6% | 107.06% |
| Max Drawdown | -40.45% | -93.44% |
| Sharpe | 0.55 | 0.35 |
| Sortino | 0.91 | 0.52 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.79 | 1.05 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 34.79 | 3.14 |
| Outlier Loss Ratio | 3.23 | 2.85 |
| Volatility (ann.) | 20.22% | 50.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.08 | 0.25 |
| Skew | 3.06 | 0.48 |
| Kurtosis | 66.11 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.93% | 1.67% |
| Expected Yearly % | 37.42% | 19.96% |
| Kelly Criterion | 8.48% | 8.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.26% |
| Expected Shortfall (cVaR) | -1.71% | -4.26% |
| Year | 12252354:SOLUSD | 12252354:solusd:triple_med_gx:lsma235_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 3.38 | -0.04 | + |
| 2023 | 921.46 | 89.25 | 0.10 | - |
| 2024 | 85.41 | 67.15 | 0.79 | - |
| 2025 | 5.60 | 9.04 | 1.61 | + |
| Metric | 12252354:solusd:triple_med_gx:lsma235_130 | 12252354:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.97% | 26.39% |
| 6M | 19.97% | 38.87% |
| YTD | 9.04% | 5.6% |
| 1Y | 42.48% | 47.35% |
| 3Y (ann.) | 34.12% | 84.92% |
| 5Y (ann.) | 43.7% | 23.07% |
| Metric | 12252354:solusd:triple_med_gx:lsma235_130 | 12252354:SOLUSD |
|---|---|---|
| Max Drawdown | -40.45% | -93.44% |
| Longest DD Days | 360.0 | 703.0 |
| Avg. Drawdown | -6.66% | -13.19% |
| Avg. Drawdown Days | 30.0 | 50.0 |
| Recovery Factor | 6.34 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-07-26 | -40.45 | 360 |
| 2024-11-29 | 2025-05-08 | -30.82 | 160 |
| 2022-04-11 | 2022-06-20 | -27.76 | 70 |
| 2024-06-05 | 2024-11-06 | -26.13 | 153 |
| 2023-10-24 | 2024-02-27 | -16.54 | 126 |
| 2025-05-14 | 2025-09-01 | -14.88 | 110 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-06-05 | -11.13 | 65 |
| 2022-03-02 | 2022-03-23 | -8.92 | 21 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12252354:solusd:triple_med_gx:lsma235_130 | 12252354:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.21% | 140.02% |
| Worst Month | -30.21% | -56.44% |
| Best Year | 89.25% | 921.46% |
| Worst Year | 3.38% | -89.65% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.58% | -1.64% |
| Avg. Up Week | 11.43% | 14.64% |
| Avg. Down Week | -4.7% | -8.7% |
| Avg. Up Month | 15.4% | 33.89% |
| Avg. Down Month | -8.97% | -20.91% |
| Win Days % | 49.23% | 50.23% |
| Win Month % | 60.61% | 52.27% |
| Win Week % | 55.36% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |