| Metric | 12254531:solusd:triple_med_gx:lsma255_135 | 12254531:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 789.21% | 52.09% |
| Max Drawdown | -33.97% | -93.44% |
| Sharpe | 0.85 | 0.3 |
| Sortino | 1.46 | 0.45 |
| Payoff Ratio | 1.28 | 1.26 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | 2.22 | 1.06 |
| CPC Index | 0.93 | 0.66 |
| Tail Ratio | 1.57 | 1.01 |
| Outlier Win Ratio | 33.45 | 3.13 |
| Outlier Loss Ratio | 3.43 | 2.73 |
| Volatility (ann.) | 19.19% | 49.4% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.31 | 0.13 |
| Skew | 3.29 | 0.47 |
| Kurtosis | 71.77 | 11.3 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.86% | 0.92% |
| Expected Yearly % | 72.68% | 11.05% |
| Kelly Criterion | 13.38% | 10.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.21% |
| Expected Shortfall (cVaR) | -1.61% | -4.21% |
| Year | 12254531:SOLUSD | 12254531:solusd:triple_med_gx:lsma255_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 6.27 | -0.07 | + |
| 2023 | 921.46 | 100.17 | 0.11 | - |
| 2024 | 85.41 | 144.95 | 1.70 | + |
| 2025 | -27.52 | 70.65 | -2.57 | + |
| Metric | 12254531:solusd:triple_med_gx:lsma255_135 | 12254531:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | -1.23% | -36.97% |
| 6M | 12.81% | -17.14% |
| YTD | 70.65% | -27.52% |
| 1Y | 70.65% | -36.85% |
| 3Y (ann.) | 89.22% | 115.85% |
| 5Y (ann.) | 78.54% | 11.76% |
| Metric | 12254531:solusd:triple_med_gx:lsma255_135 | 12254531:SOLUSD |
|---|---|---|
| Max Drawdown | -33.97% | -93.44% |
| Longest DD Days | 193.0 | 703.0 |
| Avg. Drawdown | -4.52% | -12.1% |
| Avg. Drawdown Days | 18.0 | 50.0 |
| Recovery Factor | 23.23 | 0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-29 | -33.97 | 193 |
| 2024-06-05 | 2024-09-18 | -25.90 | 105 |
| 2022-04-14 | 2022-07-16 | -23.51 | 93 |
| 2024-11-12 | 2025-04-09 | -17.61 | 148 |
| 2023-01-29 | 2023-04-12 | -17.03 | 72 |
| 2025-05-14 | 2025-09-02 | -11.42 | 111 |
| 2024-04-01 | 2024-05-30 | -11.13 | 59 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2023-04-30 | 2023-07-27 | -8.26 | 87 |
| Metric | 12254531:solusd:triple_med_gx:lsma255_135 | 12254531:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.09% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.63% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 144.95% | 921.46% |
| Worst Year | 6.27% | -88.92% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.43% | -1.47% |
| Avg. Up Week | 9.98% | 12.83% |
| Avg. Down Week | -3.96% | -8.01% |
| Avg. Up Month | 17.13% | 35.3% |
| Avg. Down Month | -5.51% | -20.47% |
| Win Days % | 51.3% | 50.17% |
| Win Month % | 66.67% | 52.17% |
| Win Week % | 60.66% | 47.5% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 50.0% |