| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 486.33% | 31.98% |
| Max Drawdown | -23.49% | -93.44% |
| Sharpe | 0.79 | 0.28 |
| Sortino | 1.38 | 0.42 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 2.66 | 1.04 |
| CPC Index | 0.88 | 0.6 |
| Tail Ratio | 1.91 | 1.0 |
| Outlier Win Ratio | 39.27 | 3.1 |
| Outlier Loss Ratio | 3.58 | 2.74 |
| Volatility (ann.) | 16.74% | 49.41% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.56 | 0.08 |
| Skew | 4.25 | 0.46 |
| Kurtosis | 77.69 | 11.3 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.83% | 0.59% |
| Expected Yearly % | 55.61% | 7.18% |
| Kelly Criterion | 12.36% | 6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -4.22% |
| Expected Shortfall (cVaR) | -1.41% | -4.22% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 11.19 | -0.12 | + |
| 2023 | 921.46 | 21.60 | 0.02 | - |
| 2024 | 85.41 | 177.90 | 2.08 | + |
| 2025 | -32.69 | 56.05 | -1.71 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -4.78% | -36.65% |
| 6M | 2.32% | -18.81% |
| YTD | 56.05% | -32.69% |
| 1Y | 65.96% | -46.54% |
| 3Y (ann.) | 67.59% | 107.57% |
| 5Y (ann.) | 60.14% | 7.67% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -23.49% | -93.44% |
| Longest DD Days | 535.0 | 703.0 |
| Avg. Drawdown | -3.99% | -13.19% |
| Avg. Drawdown Days | 21.0 | 54.0 |
| Recovery Factor | 20.71 | 0.34 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-01-06 | -23.49 | 535 |
| 2022-03-02 | 2022-07-15 | -23.33 | 134 |
| 2024-04-01 | 2024-05-20 | -11.13 | 49 |
| 2024-06-05 | 2024-08-05 | -10.97 | 60 |
| 2024-01-11 | 2024-02-28 | -10.63 | 48 |
| 2025-05-14 | 2025-05-23 | -10.51 | 9 |
| 2025-09-21 | 2025-12-01 | -9.88 | 71 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-01 | 2025-04-11 | -8.18 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 33.93% | 43.67% |
| Worst Week | -9.16% | -51.66% |
| Best Month | 28.62% | 140.02% |
| Worst Month | -10.61% | -56.44% |
| Best Year | 177.9% | 921.46% |
| Worst Year | 11.19% | -89.65% |
| Avg. Up Day | 1.69% | 1.7% |
| Avg. Down Day | -1.39% | -1.49% |
| Avg. Up Week | 8.88% | 13.27% |
| Avg. Down Week | -3.85% | -7.96% |
| Avg. Up Month | 12.61% | 25.88% |
| Avg. Down Month | -4.34% | -19.44% |
| Win Days % | 51.86% | 50.22% |
| Win Month % | 61.11% | 51.06% |
| Win Week % | 61.29% | 47.0% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 50.0% |