| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 940.65% | 52.09% |
| Max Drawdown | -32.22% | -93.44% |
| Sharpe | 0.87 | 0.3 |
| Sortino | 1.5 | 0.45 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 2.17 | 1.06 |
| CPC Index | 0.92 | 0.64 |
| Tail Ratio | 1.55 | 1.01 |
| Outlier Win Ratio | 30.73 | 3.16 |
| Outlier Loss Ratio | 3.41 | 2.8 |
| Volatility (ann.) | 20.08% | 49.4% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.67 | 0.13 |
| Skew | 3.04 | 0.47 |
| Kurtosis | 62.04 | 11.3 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.22% | 0.92% |
| Expected Yearly % | 79.61% | 11.05% |
| Kelly Criterion | 13.49% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.21% |
| Expected Shortfall (cVaR) | -1.68% | -4.21% |
| Year | 12252471:SOLUSD | 12252471:solusd:triple_med_gx:lsma255_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 12.23 | -0.14 | + |
| 2023 | 921.46 | 115.31 | 0.13 | - |
| 2024 | 85.41 | 175.09 | 2.05 | + |
| 2025 | -27.52 | 56.55 | -2.05 | + |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 0.02% | -36.97% |
| 6M | 6.49% | -17.14% |
| YTD | 56.55% | -27.52% |
| 1Y | 56.55% | -36.85% |
| 3Y (ann.) | 95.8% | 115.85% |
| 5Y (ann.) | 86.15% | 11.76% |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Max Drawdown | -32.22% | -93.44% |
| Longest DD Days | 210.0 | 703.0 |
| Avg. Drawdown | -4.97% | -12.1% |
| Avg. Drawdown Days | 17.0 | 50.0 |
| Recovery Factor | 29.2 | 0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-18 | -32.22 | 115 |
| 2022-12-18 | 2023-01-03 | -27.02 | 16 |
| 2024-06-05 | 2024-09-18 | -25.33 | 105 |
| 2023-01-29 | 2023-04-13 | -17.27 | 73 |
| 2022-07-30 | 2022-11-10 | -17.13 | 103 |
| 2024-11-30 | 2025-04-09 | -15.65 | 130 |
| 2025-05-14 | 2025-12-10 | -12.78 | 210 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-04-30 | 2023-07-27 | -8.46 | 87 |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -17.37% | -51.66% |
| Best Month | 36.84% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 175.09% | 921.46% |
| Worst Year | 12.23% | -88.92% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.46% | -1.54% |
| Avg. Up Week | 10.85% | 12.83% |
| Avg. Down Week | -4.72% | -7.9% |
| Avg. Up Month | 18.91% | 34.66% |
| Avg. Down Month | -6.28% | -21.43% |
| Win Days % | 51.47% | 50.17% |
| Win Month % | 64.71% | 52.17% |
| Win Week % | 64.52% | 47.5% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 50.0% |