| Metric | 12252355:solusd:triple_med_gx:lsma230_130 | 12252355:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 258.19% | 119.48% |
| Max Drawdown | -38.03% | -93.44% |
| Sharpe | 0.55 | 0.36 |
| Sortino | 0.91 | 0.54 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 2.01 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.59 | 1.01 |
| Outlier Win Ratio | 35.4 | 3.12 |
| Outlier Loss Ratio | 3.17 | 2.83 |
| Volatility (ann.) | 20.0% | 50.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.15 | 0.27 |
| Skew | 3.04 | 0.49 |
| Kurtosis | 68.04 | 11.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.94% | 1.8% |
| Expected Yearly % | 37.57% | 21.72% |
| Kelly Criterion | 8.96% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12252355:SOLUSD | 12252355:solusd:triple_med_gx:lsma230_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 10.96 | -0.12 | + |
| 2023 | 921.46 | 81.05 | 0.09 | - |
| 2024 | 85.41 | 63.30 | 0.74 | - |
| 2025 | 5.60 | 9.19 | 1.64 | + |
| Metric | 12252355:solusd:triple_med_gx:lsma230_130 | 12252355:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.84% | 26.39% |
| 6M | 20.13% | 38.87% |
| YTD | 9.19% | 5.6% |
| 1Y | 36.73% | 47.35% |
| 3Y (ann.) | 32.21% | 84.92% |
| 5Y (ann.) | 43.8% | 25.08% |
| Metric | 12252355:solusd:triple_med_gx:lsma230_130 | 12252355:SOLUSD |
|---|---|---|
| Max Drawdown | -38.03% | -93.44% |
| Longest DD Days | 360.0 | 703.0 |
| Avg. Drawdown | -6.85% | -12.91% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 6.79 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-07-26 | -38.03 | 360 |
| 2024-11-29 | 2025-05-08 | -30.82 | 160 |
| 2022-04-11 | 2022-06-20 | -27.60 | 70 |
| 2024-06-05 | 2024-11-07 | -25.40 | 154 |
| 2023-10-24 | 2024-02-27 | -16.54 | 126 |
| 2025-05-14 | 2025-09-01 | -14.76 | 110 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-06-05 | -11.13 | 65 |
| 2022-03-02 | 2022-03-24 | -8.92 | 21 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12252355:solusd:triple_med_gx:lsma230_130 | 12252355:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.62% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.21% | 140.02% |
| Worst Month | -30.21% | -56.44% |
| Best Year | 81.05% | 921.46% |
| Worst Year | 9.19% | -89.03% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.6% | -1.65% |
| Avg. Up Week | 10.79% | 14.75% |
| Avg. Down Week | -5.14% | -9.09% |
| Avg. Up Month | 14.83% | 34.3% |
| Avg. Down Month | -9.59% | -23.26% |
| Win Days % | 50.13% | 50.24% |
| Win Month % | 63.64% | 52.27% |
| Win Week % | 58.93% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |