| Metric | 12254532:solusd:triple_med_gx:lsma265_135 | 12254532:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 608.72% | 138.66% |
| Max Drawdown | -37.91% | -93.44% |
| Sharpe | 0.8 | 0.37 |
| Sortino | 1.36 | 0.55 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.98 | 1.07 |
| CPC Index | 0.88 | 0.66 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 31.7 | 3.16 |
| Outlier Loss Ratio | 3.42 | 2.77 |
| Volatility (ann.) | 20.0% | 50.09% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.99 | 0.3 |
| Skew | 3.1 | 0.49 |
| Kurtosis | 65.5 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.66% | 2.04% |
| Expected Yearly % | 63.16% | 24.29% |
| Kelly Criterion | 12.03% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12254532:SOLUSD | 12254532:solusd:triple_med_gx:lsma265_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 0.44 | -0.00 | + |
| 2023 | 921.46 | 110.41 | 0.12 | - |
| 2024 | 85.41 | 131.77 | 1.54 | + |
| 2025 | 5.60 | 44.69 | 7.98 | + |
| Metric | 12254532:solusd:triple_med_gx:lsma265_135 | 12254532:SOLUSD |
|---|---|---|
| MTD | 0.32% | -0.61% |
| 3M | 0.84% | 26.39% |
| 6M | 56.04% | 38.87% |
| YTD | 44.69% | 5.6% |
| 1Y | 143.56% | 47.35% |
| 3Y (ann.) | 75.47% | 84.92% |
| 5Y (ann.) | 75.33% | 28.33% |
| Metric | 12254532:solusd:triple_med_gx:lsma265_135 | 12254532:SOLUSD |
|---|---|---|
| Max Drawdown | -37.91% | -93.44% |
| Longest DD Days | 267.0 | 703.0 |
| Avg. Drawdown | -4.76% | -11.46% |
| Avg. Drawdown Days | 18.0 | 43.0 |
| Recovery Factor | 16.06 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-13 | -37.91 | 267 |
| 2024-06-05 | 2024-10-06 | -26.56 | 123 |
| 2022-04-14 | 2022-07-15 | -23.13 | 92 |
| 2025-05-14 | 2025-09-01 | -14.03 | 110 |
| 2024-11-12 | 2025-04-09 | -12.67 | 148 |
| 2024-04-01 | 2024-05-30 | -11.13 | 59 |
| 2023-07-27 | 2023-10-20 | -9.93 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| Metric | 12254532:solusd:triple_med_gx:lsma265_135 | 12254532: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 | 131.77% | 921.46% |
| Worst Year | 0.44% | -88.07% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.46% | -1.49% |
| Avg. Up Week | 9.6% | 12.6% |
| Avg. Down Week | -4.03% | -7.5% |
| Avg. Up Month | 17.05% | 37.91% |
| Avg. Down Month | -5.2% | -19.74% |
| Win Days % | 50.9% | 50.25% |
| Win Month % | 65.62% | 51.16% |
| Win Week % | 60.34% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |