| Metric | 12252473:solusd:triple_med_gx:lsma265_130 | 12252473:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 798.89% | 130.48% |
| Max Drawdown | -32.84% | -93.44% |
| Sharpe | 0.84 | 0.36 |
| Sortino | 1.42 | 0.54 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.94 | 1.07 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.42 | 1.01 |
| Outlier Win Ratio | 28.97 | 3.16 |
| Outlier Loss Ratio | 3.42 | 2.82 |
| Volatility (ann.) | 20.65% | 49.7% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.55 | 0.28 |
| Skew | 2.89 | 0.48 |
| Kurtosis | 57.8 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.12% | 1.92% |
| Expected Yearly % | 73.15% | 23.21% |
| Kelly Criterion | 12.52% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.23% |
| Expected Shortfall (cVaR) | -1.73% | -4.23% |
| Year | 12252473:SOLUSD | 12252473:solusd:triple_med_gx:lsma265_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 0.90 | -0.01 | + |
| 2023 | 921.46 | 126.33 | 0.14 | - |
| 2024 | 85.41 | 160.29 | 1.88 | + |
| 2025 | 1.99 | 51.23 | 25.79 | + |
| Metric | 12252473:solusd:triple_med_gx:lsma265_130 | 12252473:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 8.45% | 17.41% |
| 6M | 31.99% | 52.72% |
| YTD | 51.23% | 1.99% |
| 1Y | 120.18% | 24.46% |
| 3Y (ann.) | 93.82% | 86.57% |
| 5Y (ann.) | 83.7% | 26.02% |
| Metric | 12252473:solusd:triple_med_gx:lsma265_130 | 12252473:SOLUSD |
|---|---|---|
| Max Drawdown | -32.84% | -93.44% |
| Longest DD Days | 157.0 | 703.0 |
| Avg. Drawdown | -5.04% | -11.46% |
| Avg. Drawdown Days | 18.0 | 45.0 |
| Recovery Factor | 24.32 | 1.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-04 | -32.84 | 157 |
| 2022-03-25 | 2022-07-18 | -31.88 | 115 |
| 2024-06-05 | 2024-10-14 | -26.00 | 130 |
| 2025-05-14 | 2025-10-16 | -15.92 | 155 |
| 2023-01-29 | 2023-04-12 | -15.14 | 72 |
| 2024-11-30 | 2025-04-09 | -11.20 | 130 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-07-27 | 2023-10-20 | -9.07 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-02-21 | 2024-02-26 | -7.76 | 5 |
| Metric | 12252473:solusd:triple_med_gx:lsma265_130 | 12252473: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 | 160.29% | 921.46% |
| Worst Year | 0.9% | -88.07% |
| Avg. Up Day | 1.84% | 1.84% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 10.37% | 12.83% |
| Avg. Down Week | -4.69% | -7.64% |
| Avg. Up Month | 18.93% | 35.28% |
| Avg. Down Month | -5.99% | -20.77% |
| Win Days % | 51.37% | 50.23% |
| Win Month % | 62.5% | 52.27% |
| Win Week % | 63.33% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |