| Metric | 12252367:solusd:triple_med_gx:lsma285_130 | 12252367:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 296.28% | 142.61% |
| Max Drawdown | -42.82% | -93.44% |
| Sharpe | 0.57 | 0.38 |
| Sortino | 0.94 | 0.56 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 29.62 | 3.25 |
| Outlier Loss Ratio | 3.38 | 2.88 |
| Volatility (ann.) | 21.54% | 50.11% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.14 | 0.31 |
| Skew | 2.79 | 0.49 |
| Kurtosis | 53.96 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.25% | 2.08% |
| Expected Yearly % | 41.09% | 24.8% |
| Kelly Criterion | 8.31% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.26% |
| Expected Shortfall (cVaR) | -1.82% | -4.26% |
| Year | 12252367:SOLUSD | 12252367:solusd:triple_med_gx:lsma285_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 6.64 | -0.08 | + |
| 2023 | 921.46 | 108.75 | 0.12 | - |
| 2024 | 85.41 | 78.82 | 0.92 | - |
| 2025 | 5.60 | -0.46 | -0.08 | - |
| Metric | 12252367:solusd:triple_med_gx:lsma285_130 | 12252367:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.79% | 26.39% |
| 6M | 14.09% | 38.87% |
| YTD | -0.46% | 5.6% |
| 1Y | 40.26% | 47.35% |
| 3Y (ann.) | 34.57% | 84.92% |
| 5Y (ann.) | 48.64% | 29.06% |
| Metric | 12252367:solusd:triple_med_gx:lsma285_130 | 12252367:SOLUSD |
|---|---|---|
| Max Drawdown | -42.82% | -93.44% |
| Longest DD Days | 213.0 | 703.0 |
| Avg. Drawdown | -6.93% | -10.49% |
| Avg. Drawdown Days | 25.0 | 40.0 |
| Recovery Factor | 6.92 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -42.82 | 213 |
| 2024-06-05 | 2024-11-06 | -35.91 | 153 |
| 2024-11-29 | 2025-05-08 | -32.28 | 160 |
| 2022-04-11 | 2022-06-20 | -27.25 | 70 |
| 2025-05-14 | 2025-09-01 | -19.83 | 110 |
| 2022-08-08 | 2022-08-13 | -11.80 | 4 |
| 2023-10-24 | 2024-01-06 | -11.40 | 74 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-06-04 | -11.13 | 64 |
| 2022-07-30 | 2022-08-08 | -9.96 | 8 |
| Metric | 12252367:solusd:triple_med_gx:lsma285_130 | 12252367: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 | 108.75% | 921.46% |
| Worst Year | -0.46% | -87.87% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.51% | -1.56% |
| Avg. Up Week | 10.55% | 13.36% |
| Avg. Down Week | -5.76% | -8.37% |
| Avg. Up Month | 15.9% | 39.02% |
| Avg. Down Month | -8.09% | -18.44% |
| Win Days % | 49.64% | 50.25% |
| Win Month % | 59.38% | 51.16% |
| Win Week % | 60.0% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |