| Metric | 12254741:solusd:triple_med_gx:lsma185_135 | 12254741:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 316.71% | 94.01% |
| Max Drawdown | -23.95% | -93.44% |
| Sharpe | 0.68 | 0.34 |
| Sortino | 1.16 | 0.51 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 3.92 | 1.05 |
| CPC Index | 0.82 | 0.58 |
| Tail Ratio | 2.9 | 1.0 |
| Outlier Win Ratio | 42.53 | 3.05 |
| Outlier Loss Ratio | 3.41 | 2.68 |
| Volatility (ann.) | 16.85% | 50.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.07 | 0.22 |
| Skew | 4.0 | 0.48 |
| Kurtosis | 82.97 | 11.2 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.3% | 1.52% |
| Expected Yearly % | 42.88% | 18.02% |
| Kelly Criterion | 9.98% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.27% |
| Expected Shortfall (cVaR) | -1.42% | -4.27% |
| Year | 12254741:SOLUSD | 12254741:solusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.30 | 60.44 | -0.67 | + |
| 2023 | 921.46 | 24.90 | 0.03 | - |
| 2024 | 85.41 | 97.91 | 1.15 | + |
| 2025 | 5.60 | 5.07 | 0.91 | - |
| Metric | 12254741:solusd:triple_med_gx:lsma185_135 | 12254741:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.89% | 26.39% |
| 6M | 5.07% | 38.87% |
| YTD | 5.07% | 5.6% |
| 1Y | 41.2% | 47.35% |
| 3Y (ann.) | 35.06% | 84.92% |
| 5Y (ann.) | 49.61% | 20.57% |
| Metric | 12254741:solusd:triple_med_gx:lsma185_135 | 12254741:SOLUSD |
|---|---|---|
| Max Drawdown | -23.95% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -5.57% | -13.91% |
| Avg. Drawdown Days | 28.0 | 51.0 |
| Recovery Factor | 13.23 | 1.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-09 | -23.95 | 156 |
| 2022-07-19 | 2023-04-12 | -19.05 | 266 |
| 2022-04-14 | 2022-06-15 | -16.96 | 62 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2023-04-30 | 2024-01-08 | -13.30 | 253 |
| 2024-04-01 | 2024-06-05 | -11.45 | 65 |
| 2024-09-14 | 2024-11-06 | -11.42 | 53 |
| 2024-06-05 | 2024-08-05 | -10.73 | 60 |
| 2022-03-02 | 2022-03-24 | -8.92 | 22 |
| 2025-05-14 | 2025-09-01 | -7.96 | 110 |
| Metric | 12254741:solusd:triple_med_gx:lsma185_135 | 12254741:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 21.87% | 43.67% |
| Worst Week | -11.66% | -51.66% |
| Best Month | 25.14% | 140.02% |
| Worst Month | -18.26% | -56.44% |
| Best Year | 97.91% | 921.46% |
| Worst Year | 5.07% | -90.3% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.49% | -1.61% |
| Avg. Up Week | 7.12% | 13.46% |
| Avg. Down Week | -3.65% | -6.88% |
| Avg. Up Month | 11.15% | 26.37% |
| Avg. Down Month | -6.61% | -20.03% |
| Win Days % | 51.02% | 50.17% |
| Win Month % | 64.71% | 50.0% |
| Win Week % | 60.94% | 48.15% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |