| Metric | 12252533:solusd:triple_med_gx:lsma255_130 | 12252533:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 749.2% | 124.36% |
| Max Drawdown | -37.32% | -93.44% |
| Sharpe | 0.83 | 0.36 |
| Sortino | 1.39 | 0.53 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 2.05 | 1.07 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.5 | 1.01 |
| Outlier Win Ratio | 30.4 | 3.22 |
| Outlier Loss Ratio | 3.42 | 2.81 |
| Volatility (ann.) | 20.27% | 49.7% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.16 | 0.27 |
| Skew | 2.77 | 0.48 |
| Kurtosis | 59.97 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.98% | 1.85% |
| Expected Yearly % | 70.71% | 22.39% |
| Kelly Criterion | 12.62% | 7.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -4.23% |
| Expected Shortfall (cVaR) | -1.7% | -4.23% |
| Year | 12252533:SOLUSD | 12252533:solusd:triple_med_gx:lsma255_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | -13.72 | 0.15 | + |
| 2023 | 921.46 | 93.06 | 0.10 | - |
| 2024 | 85.41 | 217.49 | 2.55 | + |
| 2025 | 6.92 | 60.58 | 8.76 | + |
| Metric | 12252533:solusd:triple_med_gx:lsma255_130 | 12252533:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 17.49% | 24.43% |
| 6M | 41.06% | 56.02% |
| YTD | 60.58% | 6.92% |
| 1Y | 140.91% | 36.69% |
| 3Y (ann.) | 100.96% | 87.68% |
| 5Y (ann.) | 80.75% | 25.06% |
| Metric | 12252533:solusd:triple_med_gx:lsma255_130 | 12252533:SOLUSD |
|---|---|---|
| Max Drawdown | -37.32% | -93.44% |
| Longest DD Days | 193.0 | 703.0 |
| Avg. Drawdown | -4.81% | -12.1% |
| Avg. Drawdown Days | 18.0 | 48.0 |
| Recovery Factor | 20.07 | 1.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-29 | -37.32 | 193 |
| 2022-04-14 | 2022-07-18 | -30.07 | 95 |
| 2024-06-05 | 2024-09-19 | -26.39 | 105 |
| 2025-05-14 | 2025-09-26 | -14.92 | 135 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-11-30 | 2025-04-09 | -12.19 | 130 |
| 2024-01-11 | 2024-02-28 | -11.34 | 48 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-07-27 | 2023-11-29 | -9.81 | 124 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12252533:solusd:triple_med_gx:lsma255_130 | 12252533: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 | 217.49% | 921.46% |
| Worst Year | -13.72% | -88.92% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 10.24% | 13.15% |
| Avg. Down Week | -3.85% | -7.63% |
| Avg. Up Month | 16.95% | 35.3% |
| Avg. Down Month | -6.53% | -21.12% |
| Win Days % | 51.85% | 50.23% |
| Win Month % | 67.65% | 52.27% |
| Win Week % | 54.93% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 75.0% | 75.0% |