| Metric | 12254574:solusd:triple_med_gx:lsma190_135 | 12254574:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 190.4% | 101.09% |
| Max Drawdown | -27.65% | -93.44% |
| Sharpe | 0.52 | 0.35 |
| Sortino | 0.82 | 0.52 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 2.99 | 1.05 |
| CPC Index | 0.73 | 0.56 |
| Tail Ratio | 2.38 | 0.99 |
| Outlier Win Ratio | 42.1 | 3.02 |
| Outlier Loss Ratio | 3.16 | 2.7 |
| Volatility (ann.) | 17.41% | 50.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.27 | 0.23 |
| Skew | 2.35 | 0.48 |
| Kurtosis | 82.01 | 11.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.45% | 1.6% |
| Expected Yearly % | 30.54% | 19.08% |
| Kelly Criterion | 8.15% | 3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -4.27% |
| Expected Shortfall (cVaR) | -1.47% | -4.27% |
| Year | 12254574:SOLUSD | 12254574:solusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 37.40 | -0.42 | + |
| 2023 | 921.46 | 21.43 | 0.02 | - |
| 2024 | 85.41 | 65.77 | 0.77 | - |
| 2025 | 5.60 | 5.00 | 0.89 | - |
| Metric | 12254574:solusd:triple_med_gx:lsma190_135 | 12254574:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -2.96% | 26.39% |
| 6M | 5.0% | 38.87% |
| YTD | 5.0% | 5.6% |
| 1Y | 41.19% | 47.35% |
| 3Y (ann.) | 28.06% | 84.92% |
| 5Y (ann.) | 35.14% | 21.82% |
| Metric | 12254574:solusd:triple_med_gx:lsma190_135 | 12254574:SOLUSD |
|---|---|---|
| Max Drawdown | -27.65% | -93.44% |
| Longest DD Days | 284.0 | 703.0 |
| Avg. Drawdown | -5.84% | -13.4% |
| Avg. Drawdown Days | 26.0 | 49.0 |
| Recovery Factor | 6.89 | 1.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-08 | -27.65 | 155 |
| 2024-11-30 | 2025-05-09 | -23.87 | 159 |
| 2022-07-19 | 2023-04-30 | -22.00 | 284 |
| 2022-06-12 | 2022-06-15 | -19.73 | 3 |
| 2022-06-16 | 2022-07-16 | -14.02 | 30 |
| 2022-03-02 | 2022-03-25 | -12.73 | 22 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2025-05-14 | 2025-09-01 | -10.84 | 110 |
| 2023-04-30 | 2023-07-27 | -8.13 | 87 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12254574:solusd:triple_med_gx:lsma190_135 | 12254574:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 23.01% | 43.67% |
| Worst Week | -19.45% | -51.66% |
| Best Month | 35.06% | 140.02% |
| Worst Month | -19.45% | -56.44% |
| Best Year | 65.77% | 921.46% |
| Worst Year | 5.0% | -89.95% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.57% | -1.67% |
| Avg. Up Week | 8.08% | 13.07% |
| Avg. Down Week | -3.66% | -6.93% |
| Avg. Up Month | 10.72% | 27.03% |
| Avg. Down Month | -7.32% | -21.52% |
| Win Days % | 51.45% | 50.19% |
| Win Month % | 67.65% | 52.27% |
| Win Week % | 56.36% | 48.15% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |