| Metric | 12252362:solusd:triple_med_gx:lsma265_130 | 12252362:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 328.09% | 138.66% |
| Max Drawdown | -39.34% | -93.44% |
| Sharpe | 0.6 | 0.37 |
| Sortino | 1.01 | 0.55 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 31.38 | 3.16 |
| Outlier Loss Ratio | 3.39 | 2.86 |
| Volatility (ann.) | 20.83% | 50.09% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.31 | 0.3 |
| Skew | 3.02 | 0.49 |
| Kurtosis | 60.87 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.44% | 2.04% |
| Expected Yearly % | 43.84% | 24.29% |
| Kelly Criterion | 8.99% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.26% |
| Expected Shortfall (cVaR) | -1.76% | -4.26% |
| Year | 12252362:SOLUSD | 12252362:solusd:triple_med_gx:lsma265_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 7.46 | -0.08 | + |
| 2023 | 921.46 | 95.87 | 0.10 | - |
| 2024 | 85.41 | 80.26 | 0.94 | - |
| 2025 | 5.60 | 12.82 | 2.29 | + |
| Metric | 12252362:solusd:triple_med_gx:lsma265_130 | 12252362:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -3.67% | 26.39% |
| 6M | 22.35% | 38.87% |
| YTD | 12.82% | 5.6% |
| 1Y | 55.68% | 47.35% |
| 3Y (ann.) | 40.98% | 84.92% |
| 5Y (ann.) | 51.73% | 28.33% |
| Metric | 12252362:solusd:triple_med_gx:lsma265_130 | 12252362:SOLUSD |
|---|---|---|
| Max Drawdown | -39.34% | -93.44% |
| Longest DD Days | 272.0 | 703.0 |
| Avg. Drawdown | -6.41% | -11.46% |
| Avg. Drawdown Days | 27.0 | 43.0 |
| Recovery Factor | 8.34 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-28 | -39.34 | 272 |
| 2024-06-05 | 2024-11-06 | -30.16 | 153 |
| 2024-11-29 | 2025-05-08 | -29.85 | 160 |
| 2022-04-11 | 2022-06-20 | -27.64 | 70 |
| 2025-05-14 | 2025-09-01 | -16.81 | 110 |
| 2023-10-24 | 2024-01-09 | -11.40 | 77 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-06-04 | -11.13 | 64 |
| 2023-07-27 | 2023-10-19 | -8.15 | 84 |
| 2024-02-21 | 2024-02-26 | -7.76 | 5 |
| Metric | 12252362:solusd:triple_med_gx:lsma265_130 | 12252362: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 | 95.87% | 921.46% |
| Worst Year | 7.46% | -88.07% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.51% | -1.56% |
| Avg. Up Week | 10.71% | 13.66% |
| Avg. Down Week | -4.96% | -8.47% |
| Avg. Up Month | 15.69% | 38.86% |
| Avg. Down Month | -6.87% | -20.17% |
| Win Days % | 49.78% | 50.25% |
| Win Month % | 57.58% | 51.16% |
| Win Week % | 59.02% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |