| Metric | 12254427:solusd:triple_med_gx:lsma295_135 | 12254427:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 422.04% | 140.78% |
| Max Drawdown | -41.64% | -93.44% |
| Sharpe | 0.66 | 0.38 |
| Sortino | 1.11 | 0.56 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 29.88 | 3.27 |
| Outlier Loss Ratio | 3.35 | 2.87 |
| Volatility (ann.) | 21.31% | 50.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.47 | 0.31 |
| Skew | 2.85 | 0.49 |
| Kurtosis | 55.22 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.92% | 2.06% |
| Expected Yearly % | 51.16% | 24.57% |
| Kelly Criterion | 9.98% | 8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.26% |
| Expected Shortfall (cVaR) | -1.8% | -4.26% |
| Year | 12254427:SOLUSD | 12254427:solusd:triple_med_gx:lsma295_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 17.88 | -0.20 | + |
| 2023 | 921.46 | 124.83 | 0.14 | - |
| 2024 | 85.41 | 99.82 | 1.17 | + |
| 2025 | 5.60 | -1.43 | -0.25 | - |
| Metric | 12254427:solusd:triple_med_gx:lsma295_135 | 12254427:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.72% | 26.39% |
| 6M | 12.97% | 38.87% |
| YTD | -1.43% | 5.6% |
| 1Y | 48.17% | 47.35% |
| 3Y (ann.) | 46.13% | 84.92% |
| 5Y (ann.) | 61.1% | 28.86% |
| Metric | 12254427:solusd:triple_med_gx:lsma295_135 | 12254427:SOLUSD |
|---|---|---|
| Max Drawdown | -41.64% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -6.0% | -10.7% |
| Avg. Drawdown Days | 20.0 | 41.0 |
| Recovery Factor | 10.14 | 1.51 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-04-28 | -41.64 | 192 |
| 2024-11-12 | 2025-05-08 | -32.03 | 177 |
| 2024-04-01 | 2024-10-14 | -29.78 | 196 |
| 2022-04-14 | 2022-06-15 | -22.14 | 62 |
| 2025-05-14 | 2025-09-01 | -20.31 | 110 |
| 2022-06-16 | 2022-06-21 | -13.31 | 5 |
| 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 |
| Metric | 12254427:solusd:triple_med_gx:lsma295_135 | 12254427: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 | 124.83% | 921.46% |
| Worst Year | -1.43% | -87.96% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 11.42% | 12.94% |
| Avg. Down Week | -5.34% | -8.94% |
| Avg. Up Month | 18.43% | 39.54% |
| Avg. Down Month | -7.19% | -17.17% |
| Win Days % | 50.62% | 50.23% |
| Win Month % | 59.38% | 51.16% |
| Win Week % | 60.34% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |