| Metric | 12252360:solusd:triple_med_gx:lsma255_130 | 12252360:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 277.96% | 121.6% |
| Max Drawdown | -38.88% | -93.44% |
| Sharpe | 0.56 | 0.36 |
| Sortino | 0.94 | 0.54 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.58 | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 32.71 | 3.14 |
| Outlier Loss Ratio | 3.31 | 2.86 |
| Volatility (ann.) | 20.64% | 50.06% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.19 | 0.27 |
| Skew | 3.08 | 0.49 |
| Kurtosis | 63.06 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.14% | 1.87% |
| Expected Yearly % | 39.43% | 22.01% |
| Kelly Criterion | 8.55% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.26% |
| Expected Shortfall (cVaR) | -1.75% | -4.26% |
| Year | 12252360:SOLUSD | 12252360:solusd:triple_med_gx:lsma255_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 7.71 | -0.09 | + |
| 2023 | 921.46 | 79.55 | 0.09 | - |
| 2024 | 85.41 | 77.06 | 0.90 | - |
| 2025 | 5.60 | 10.37 | 1.85 | + |
| Metric | 12252360:solusd:triple_med_gx:lsma255_130 | 12252360:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.63% | 26.39% |
| 6M | 19.69% | 38.87% |
| YTD | 10.37% | 5.6% |
| 1Y | 54.01% | 47.35% |
| 3Y (ann.) | 35.69% | 84.92% |
| 5Y (ann.) | 46.32% | 25.58% |
| Metric | 12252360:solusd:triple_med_gx:lsma255_130 | 12252360:SOLUSD |
|---|---|---|
| Max Drawdown | -38.88% | -93.44% |
| Longest DD Days | 446.0 | 703.0 |
| Avg. Drawdown | -6.31% | -12.1% |
| Avg. Drawdown Days | 27.0 | 46.0 |
| Recovery Factor | 7.15 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-20 | -38.88 | 446 |
| 2024-06-05 | 2024-11-06 | -30.41 | 153 |
| 2024-11-29 | 2025-05-08 | -28.75 | 159 |
| 2022-04-11 | 2022-06-20 | -28.03 | 70 |
| 2025-05-14 | 2025-09-01 | -17.79 | 110 |
| 2023-10-24 | 2024-01-09 | -11.40 | 77 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2024-02-21 | 2024-02-26 | -7.76 | 5 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12252360:solusd:triple_med_gx:lsma255_130 | 12252360: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 | 79.55% | 921.46% |
| Worst Year | 7.71% | -88.92% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.54% | -1.6% |
| Avg. Up Week | 10.25% | 13.66% |
| Avg. Down Week | -4.65% | -8.63% |
| Avg. Up Month | 15.97% | 37.01% |
| Avg. Down Month | -6.94% | -20.27% |
| Win Days % | 49.53% | 50.23% |
| Win Month % | 54.55% | 51.16% |
| Win Week % | 56.67% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |