| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 430.44% | 31.98% |
| Max Drawdown | -38.42% | -93.44% |
| Sharpe | 0.72 | 0.28 |
| Sortino | 1.22 | 0.42 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 2.13 | 1.04 |
| CPC Index | 0.81 | 0.58 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 36.56 | 3.12 |
| Outlier Loss Ratio | 3.53 | 2.77 |
| Volatility (ann.) | 17.51% | 49.41% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.46 | 0.08 |
| Skew | 3.45 | 0.46 |
| Kurtosis | 68.77 | 11.3 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.61% | 0.59% |
| Expected Yearly % | 51.76% | 7.18% |
| Kelly Criterion | 10.9% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -4.22% |
| Expected Shortfall (cVaR) | -1.47% | -4.22% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | -6.46 | 0.07 | + |
| 2023 | 921.46 | 26.13 | 0.03 | - |
| 2024 | 85.41 | 154.48 | 1.81 | + |
| 2025 | -32.69 | 76.67 | -2.35 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | 3.41% | -36.65% |
| 6M | 11.12% | -18.81% |
| YTD | 76.67% | -32.69% |
| 1Y | 87.9% | -46.54% |
| 3Y (ann.) | 63.87% | 107.57% |
| 5Y (ann.) | 55.93% | 7.67% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -38.42% | -93.44% |
| Longest DD Days | 589.0 | 703.0 |
| Avg. Drawdown | -4.62% | -13.19% |
| Avg. Drawdown Days | 23.0 | 54.0 |
| Recovery Factor | 11.2 | 0.34 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-02-28 | -38.42 | 589 |
| 2022-03-02 | 2022-04-14 | -21.89 | 42 |
| 2022-04-14 | 2022-06-15 | -20.72 | 62 |
| 2024-04-01 | 2024-08-06 | -16.31 | 127 |
| 2022-06-16 | 2022-07-14 | -14.21 | 28 |
| 2025-05-14 | 2025-05-23 | -10.51 | 9 |
| 2025-09-21 | 2025-12-01 | -9.88 | 71 |
| 2024-09-20 | 2024-10-14 | -9.21 | 23 |
| 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 | -10.37% | -26.94% |
| Best Week | 33.93% | 43.67% |
| Worst Week | -18.29% | -51.66% |
| Best Month | 28.62% | 140.02% |
| Worst Month | -22.3% | -56.44% |
| Best Year | 154.48% | 921.46% |
| Worst Year | -6.46% | -89.65% |
| Avg. Up Day | 1.67% | 1.67% |
| Avg. Down Day | -1.42% | -1.51% |
| Avg. Up Week | 8.37% | 12.75% |
| Avg. Down Week | -4.15% | -7.71% |
| Avg. Up Month | 11.84% | 24.52% |
| Avg. Down Month | -5.71% | -17.86% |
| Win Days % | 51.81% | 50.22% |
| Win Month % | 63.89% | 51.06% |
| Win Week % | 60.61% | 47.0% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 75.0% | 50.0% |