| Metric | 12254582:solusd:triple_med_gx:lsma245_135 | 12254582:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 535.8% | 101.31% |
| Max Drawdown | -35.51% | -93.44% |
| Sharpe | 0.77 | 0.35 |
| Sortino | 1.3 | 0.52 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.98 | 1.05 |
| CPC Index | 0.86 | 0.64 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 32.77 | 3.16 |
| Outlier Loss Ratio | 3.41 | 2.76 |
| Volatility (ann.) | 19.59% | 50.05% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.96 | 0.24 |
| Skew | 3.02 | 0.49 |
| Kurtosis | 68.4 | 11.41 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.4% | 1.64% |
| Expected Yearly % | 58.79% | 19.12% |
| Kelly Criterion | 11.94% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12254582:SOLUSD | 12254582:solusd:triple_med_gx:lsma245_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | -8.25 | 0.09 | + |
| 2023 | 921.46 | 64.83 | 0.07 | - |
| 2024 | 85.41 | 190.11 | 2.23 | + |
| 2025 | 5.60 | 44.92 | 8.02 | + |
| Metric | 12254582:solusd:triple_med_gx:lsma245_135 | 12254582:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 3.41% | 26.39% |
| 6M | 52.77% | 38.87% |
| YTD | 44.92% | 5.6% |
| 1Y | 128.52% | 47.35% |
| 3Y (ann.) | 76.97% | 84.92% |
| 5Y (ann.) | 69.6% | 22.12% |
| Metric | 12254582:solusd:triple_med_gx:lsma245_135 | 12254582:SOLUSD |
|---|---|---|
| Max Drawdown | -35.51% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -5.01% | -13.15% |
| Avg. Drawdown Days | 18.0 | 50.0 |
| Recovery Factor | 15.09 | 1.08 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-12 | -35.51 | 266 |
| 2024-06-05 | 2024-09-20 | -26.70 | 106 |
| 2022-06-12 | 2022-06-15 | -19.73 | 3 |
| 2024-11-30 | 2025-04-12 | -17.35 | 133 |
| 2022-06-16 | 2022-07-16 | -14.02 | 30 |
| 2022-03-03 | 2022-04-14 | -13.36 | 41 |
| 2024-04-01 | 2024-05-30 | -11.13 | 59 |
| 2025-05-14 | 2025-09-01 | -10.56 | 110 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12254582:solusd:triple_med_gx:lsma245_135 | 12254582:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 35.3% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.06% | 140.02% |
| Worst Month | -20.26% | -56.44% |
| Best Year | 190.11% | 921.46% |
| Worst Year | -8.25% | -89.93% |
| Avg. Up Day | 1.81% | 1.81% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 9.82% | 12.75% |
| Avg. Down Week | -4.07% | -7.97% |
| Avg. Up Month | 15.38% | 35.32% |
| Avg. Down Month | -5.15% | -20.77% |
| Win Days % | 51.2% | 50.23% |
| Win Month % | 62.5% | 51.16% |
| Win Week % | 57.63% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |