| Metric | 12252369:solusd:triple_med_gx:lsma295_130 | 12252369:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 361.41% | 140.78% |
| Max Drawdown | -43.23% | -93.44% |
| Sharpe | 0.62 | 0.38 |
| Sortino | 1.02 | 0.56 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 29.23 | 3.3 |
| Outlier Loss Ratio | 3.39 | 2.89 |
| Volatility (ann.) | 21.65% | 50.13% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.28 | 0.31 |
| Skew | 2.76 | 0.49 |
| Kurtosis | 52.82 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.62% | 2.06% |
| Expected Yearly % | 46.56% | 24.57% |
| Kelly Criterion | 8.94% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.26% |
| Expected Shortfall (cVaR) | -1.83% | -4.26% |
| Year | 12252369:SOLUSD | 12252369:solusd:triple_med_gx:lsma295_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 18.47 | -0.21 | + |
| 2023 | 921.46 | 106.84 | 0.12 | - |
| 2024 | 85.41 | 90.58 | 1.06 | + |
| 2025 | 5.60 | -1.20 | -0.21 | - |
| Metric | 12252369:solusd:triple_med_gx:lsma295_130 | 12252369:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.72% | 26.39% |
| 6M | 13.23% | 38.87% |
| YTD | -1.2% | 5.6% |
| 1Y | 49.67% | 47.35% |
| 3Y (ann.) | 36.36% | 84.92% |
| 5Y (ann.) | 55.46% | 28.86% |
| Metric | 12252369:solusd:triple_med_gx:lsma295_130 | 12252369:SOLUSD |
|---|---|---|
| Max Drawdown | -43.23% | -93.44% |
| Longest DD Days | 302.0 | 703.0 |
| Avg. Drawdown | -6.48% | -10.7% |
| Avg. Drawdown Days | 24.0 | 41.0 |
| Recovery Factor | 8.36 | 1.51 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-07-26 | -43.23 | 302 |
| 2024-04-01 | 2024-10-20 | -33.65 | 202 |
| 2024-11-29 | 2025-05-08 | -32.20 | 160 |
| 2022-04-11 | 2022-06-20 | -26.32 | 70 |
| 2025-05-14 | 2025-09-01 | -20.48 | 110 |
| 2023-10-24 | 2024-01-06 | -11.40 | 74 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2022-07-30 | 2022-08-08 | -9.96 | 8 |
| 2023-07-27 | 2023-10-20 | -9.19 | 84 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12252369:solusd:triple_med_gx:lsma295_130 | 12252369: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 | 106.84% | 921.46% |
| Worst Year | -1.2% | -87.96% |
| Avg. Up Day | 1.84% | 1.84% |
| Avg. Down Day | -1.51% | -1.55% |
| Avg. Up Week | 11.4% | 13.38% |
| Avg. Down Week | -5.56% | -8.37% |
| Avg. Up Month | 17.12% | 39.54% |
| Avg. Down Month | -6.96% | -18.67% |
| Win Days % | 50.05% | 50.23% |
| Win Month % | 53.12% | 51.16% |
| Win Week % | 59.32% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |