| Metric | 12254423:solusd:triple_med_gx:lsma290_135 | 12254423:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 372.18% | 146.51% |
| Max Drawdown | -42.55% | -93.44% |
| Sharpe | 0.63 | 0.38 |
| Sortino | 1.05 | 0.56 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 30.15 | 3.25 |
| Outlier Loss Ratio | 3.36 | 2.86 |
| Volatility (ann.) | 21.23% | 50.12% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.33 | 0.32 |
| Skew | 2.87 | 0.49 |
| Kurtosis | 55.91 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.68% | 2.12% |
| Expected Yearly % | 47.41% | 25.3% |
| Kelly Criterion | 9.29% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.26% |
| Expected Shortfall (cVaR) | -1.79% | -4.26% |
| Year | 12254423:SOLUSD | 12254423:solusd:triple_med_gx:lsma290_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 14.56 | -0.17 | + |
| 2023 | 921.46 | 126.96 | 0.14 | - |
| 2024 | 85.41 | 84.18 | 0.99 | - |
| 2025 | 5.60 | -1.40 | -0.25 | - |
| Metric | 12254423:solusd:triple_med_gx:lsma290_135 | 12254423:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.7% | 26.39% |
| 6M | 13.01% | 38.87% |
| YTD | -1.4% | 5.6% |
| 1Y | 46.04% | 47.35% |
| 3Y (ann.) | 41.93% | 84.92% |
| 5Y (ann.) | 56.39% | 29.68% |
| Metric | 12254423:solusd:triple_med_gx:lsma290_135 | 12254423:SOLUSD |
|---|---|---|
| Max Drawdown | -42.55% | -93.44% |
| Longest DD Days | 203.0 | 703.0 |
| Avg. Drawdown | -6.22% | -10.15% |
| Avg. Drawdown Days | 22.0 | 39.0 |
| Recovery Factor | 8.75 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-04-28 | -42.55 | 192 |
| 2024-04-01 | 2024-10-21 | -34.32 | 203 |
| 2024-11-12 | 2025-05-08 | -32.03 | 177 |
| 2022-04-14 | 2022-06-21 | -23.13 | 67 |
| 2025-05-14 | 2025-09-01 | -20.29 | 110 |
| 2023-07-27 | 2023-10-18 | -9.19 | 82 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-02 | 2022-08-08 | -8.17 | 5 |
| 2022-07-11 | 2022-07-14 | -8.16 | 2 |
| Metric | 12254423:solusd:triple_med_gx:lsma290_135 | 12254423:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.84% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 126.96% | 921.46% |
| Worst Year | -1.4% | -87.67% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 11.32% | 13.04% |
| Avg. Down Week | -5.6% | -8.94% |
| Avg. Up Month | 18.24% | 39.79% |
| Avg. Down Month | -7.14% | -18.44% |
| Win Days % | 50.16% | 50.24% |
| Win Month % | 56.25% | 51.16% |
| Win Week % | 60.34% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |