| Metric | 12254587:solusd:triple_med_gx:lsma255_135 | 12254587:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 623.14% | 121.6% |
| Max Drawdown | -35.65% | -93.44% |
| Sharpe | 0.82 | 0.36 |
| Sortino | 1.38 | 0.54 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 2.08 | 1.06 |
| CPC Index | 0.88 | 0.64 |
| Tail Ratio | 1.51 | 1.0 |
| Outlier Win Ratio | 32.26 | 3.17 |
| Outlier Loss Ratio | 3.39 | 2.76 |
| Volatility (ann.) | 19.69% | 50.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.14 | 0.27 |
| Skew | 3.02 | 0.49 |
| Kurtosis | 67.25 | 11.43 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.71% | 1.87% |
| Expected Yearly % | 63.99% | 22.01% |
| Kelly Criterion | 12.74% | 8.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12254587:SOLUSD | 12254587:solusd:triple_med_gx:lsma255_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 2.07 | -0.02 | + |
| 2023 | 921.46 | 73.20 | 0.08 | - |
| 2024 | 85.41 | 201.07 | 2.35 | + |
| 2025 | 5.60 | 35.87 | 6.40 | + |
| Metric | 12254587:solusd:triple_med_gx:lsma255_135 | 12254587:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.7% | 26.39% |
| 6M | 44.31% | 38.87% |
| YTD | 35.87% | 5.6% |
| 1Y | 133.75% | 47.35% |
| 3Y (ann.) | 79.31% | 84.92% |
| 5Y (ann.) | 76.19% | 25.58% |
| Metric | 12254587:solusd:triple_med_gx:lsma255_135 | 12254587:SOLUSD |
|---|---|---|
| Max Drawdown | -35.65% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -4.9% | -12.1% |
| Avg. Drawdown Days | 19.0 | 46.0 |
| Recovery Factor | 17.48 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-12 | -35.65 | 266 |
| 2024-06-05 | 2024-09-19 | -26.35 | 105 |
| 2022-06-12 | 2022-06-15 | -19.73 | 3 |
| 2024-11-30 | 2025-04-11 | -14.52 | 132 |
| 2022-06-16 | 2022-07-16 | -14.02 | 30 |
| 2025-05-14 | 2025-09-01 | -12.02 | 110 |
| 2024-04-01 | 2024-06-05 | -11.13 | 65 |
| 2023-07-27 | 2023-11-25 | -10.13 | 120 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12254587:solusd:triple_med_gx:lsma255_135 | 12254587: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 | 201.07% | 921.46% |
| Worst Year | 2.07% | -88.92% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.46% | -1.51% |
| Avg. Up Week | 10.34% | 12.92% |
| Avg. Down Week | -3.59% | -8.02% |
| Avg. Up Month | 16.01% | 36.58% |
| Avg. Down Month | -5.77% | -21.7% |
| Win Days % | 51.65% | 50.23% |
| Win Month % | 68.75% | 51.16% |
| Win Week % | 55.0% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |