| Metric | 12252527:solusd:triple_med_gx:lsma245_130 | 12252527:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 553.19% | 101.31% |
| Max Drawdown | -37.18% | -93.44% |
| Sharpe | 0.76 | 0.35 |
| Sortino | 1.26 | 0.52 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.96 | 1.05 |
| CPC Index | 0.84 | 0.62 |
| Tail Ratio | 1.47 | 1.0 |
| Outlier Win Ratio | 30.75 | 3.17 |
| Outlier Loss Ratio | 3.41 | 2.81 |
| Volatility (ann.) | 20.34% | 50.05% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.91 | 0.24 |
| Skew | 2.75 | 0.49 |
| Kurtosis | 60.88 | 11.41 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.46% | 1.64% |
| Expected Yearly % | 59.87% | 19.12% |
| Kelly Criterion | 11.48% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.26% |
| Expected Shortfall (cVaR) | -1.71% | -4.26% |
| Year | 12252527:SOLUSD | 12252527:solusd:triple_med_gx:lsma245_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | -22.45 | 0.25 | + |
| 2023 | 921.46 | 83.74 | 0.09 | - |
| 2024 | 85.41 | 205.93 | 2.41 | + |
| 2025 | 5.60 | 49.84 | 8.89 | + |
| Metric | 12252527:solusd:triple_med_gx:lsma245_130 | 12252527:SOLUSD |
|---|---|---|
| MTD | 0.32% | -0.61% |
| 3M | 5.01% | 26.39% |
| 6M | 53.61% | 38.87% |
| YTD | 49.84% | 5.6% |
| 1Y | 136.23% | 47.35% |
| 3Y (ann.) | 85.37% | 84.92% |
| 5Y (ann.) | 70.91% | 22.12% |
| Metric | 12252527:solusd:triple_med_gx:lsma245_130 | 12252527:SOLUSD |
|---|---|---|
| Max Drawdown | -37.18% | -93.44% |
| Longest DD Days | 193.0 | 703.0 |
| Avg. Drawdown | -5.33% | -13.15% |
| Avg. Drawdown Days | 19.0 | 50.0 |
| Recovery Factor | 14.88 | 1.08 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-29 | -37.18 | 193 |
| 2022-04-14 | 2022-07-19 | -30.96 | 96 |
| 2024-06-05 | 2024-09-20 | -26.75 | 106 |
| 2023-01-29 | 2023-04-12 | -15.36 | 72 |
| 2024-11-30 | 2025-04-12 | -15.09 | 132 |
| 2025-05-14 | 2025-09-01 | -11.83 | 110 |
| 2022-03-03 | 2022-03-24 | -11.55 | 20 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12252527:solusd:triple_med_gx:lsma245_130 | 12252527:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -17.34% | -51.66% |
| Best Month | 34.14% | 140.02% |
| Worst Month | -20.45% | -56.44% |
| Best Year | 205.93% | 921.46% |
| Worst Year | -22.45% | -89.93% |
| Avg. Up Day | 1.82% | 1.82% |
| Avg. Down Day | -1.48% | -1.55% |
| Avg. Up Week | 10.33% | 12.92% |
| Avg. Down Week | -4.37% | -7.55% |
| Avg. Up Month | 16.34% | 36.47% |
| Avg. Down Month | -5.76% | -20.36% |
| Win Days % | 51.19% | 50.23% |
| Win Month % | 61.76% | 51.16% |
| Win Week % | 55.22% | 48.13% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |