| Metric | 12252462:solusd:triple_med_gx:lsma205_130 | 12252462:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 413.28% | 111.79% |
| Max Drawdown | -32.78% | -93.44% |
| Sharpe | 0.68 | 0.36 |
| Sortino | 1.1 | 0.53 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 2.22 | 1.06 |
| CPC Index | 0.79 | 0.58 |
| Tail Ratio | 1.69 | 1.0 |
| Outlier Win Ratio | 33.03 | 3.11 |
| Outlier Loss Ratio | 3.13 | 2.8 |
| Volatility (ann.) | 20.02% | 50.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.8 | 0.25 |
| Skew | 2.43 | 0.48 |
| Kurtosis | 63.51 | 11.24 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.79% | 1.72% |
| Expected Yearly % | 50.52% | 20.64% |
| Kelly Criterion | 10.51% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.27% |
| Expected Shortfall (cVaR) | -1.69% | -4.27% |
| Year | 12252462:SOLUSD | 12252462:solusd:triple_med_gx:lsma205_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 6.45 | -0.07 | + |
| 2023 | 921.46 | 78.19 | 0.08 | - |
| 2024 | 85.41 | 111.13 | 1.30 | + |
| 2025 | 5.60 | 28.17 | 5.03 | + |
| Metric | 12252462:solusd:triple_med_gx:lsma205_130 | 12252462:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -2.98% | 26.39% |
| 6M | 35.31% | 38.87% |
| YTD | 28.17% | 5.6% |
| 1Y | 71.63% | 47.35% |
| 3Y (ann.) | 58.5% | 84.92% |
| 5Y (ann.) | 58.97% | 23.7% |
| Metric | 12252462:solusd:triple_med_gx:lsma205_130 | 12252462:SOLUSD |
|---|---|---|
| Max Drawdown | -32.78% | -93.44% |
| Longest DD Days | 446.0 | 703.0 |
| Avg. Drawdown | -5.35% | -13.23% |
| Avg. Drawdown Days | 24.0 | 49.0 |
| Recovery Factor | 12.61 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-07-18 | -32.78 | 138 |
| 2022-07-30 | 2023-10-20 | -31.41 | 446 |
| 2024-11-30 | 2025-04-12 | -24.96 | 133 |
| 2024-06-05 | 2024-11-05 | -19.95 | 152 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2024-04-01 | 2024-05-16 | -11.91 | 45 |
| 2025-05-14 | 2025-09-01 | -10.06 | 110 |
| 2023-11-25 | 2024-01-09 | -9.36 | 44 |
| 2024-02-21 | 2024-02-26 | -7.76 | 5 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12252462:solusd:triple_med_gx:lsma205_130 | 12252462:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.62% | 43.67% |
| Worst Week | -17.37% | -51.66% |
| Best Month | 36.84% | 140.02% |
| Worst Month | -20.74% | -56.44% |
| Best Year | 111.13% | 921.46% |
| Worst Year | 6.45% | -89.41% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.62% | -1.73% |
| Avg. Up Week | 10.84% | 13.27% |
| Avg. Down Week | -5.04% | -8.02% |
| Avg. Up Month | 15.93% | 26.41% |
| Avg. Down Month | -6.89% | -21.33% |
| Win Days % | 52.0% | 50.21% |
| Win Month % | 60.0% | 52.27% |
| Win Week % | 56.67% | 47.87% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |