| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 430.39% | 30.9% |
| Max Drawdown | -35.6% | -93.26% |
| Sharpe | 1.42 | 0.57 |
| Sortino | 2.7 | 0.87 |
| Payoff Ratio | 1.4 | 1.35 |
| Profit Factor | 1.67 | 1.09 |
| Common Sense Ratio | 3.18 | 1.28 |
| CPC Index | 1.26 | 0.72 |
| Tail Ratio | 1.91 | 1.18 |
| Outlier Win Ratio | 31.05 | 2.99 |
| Outlier Loss Ratio | 3.5 | 2.53 |
| Volatility (ann.) | 35.55% | 101.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.57 | 0.08 |
| Skew | 3.22 | 0.44 |
| Kurtosis | 34.07 | 7.35 |
| Expected Daily % | 0.12% | 0.02% |
| Expected Monthly % | 3.69% | 0.59% |
| Expected Yearly % | 51.76% | 6.96% |
| Kelly Criterion | 20.81% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.92% | -8.55% |
| Expected Shortfall (cVaR) | -2.92% | -8.55% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | -6.47 | 0.07 | + |
| 2023 | 940.49 | 26.13 | 0.03 | - |
| 2024 | 85.92 | 154.48 | 1.80 | + |
| 2025 | -33.02 | 76.67 | -2.32 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.16% |
| 3M | 3.41% | -38.81% |
| 6M | 11.12% | -18.29% |
| YTD | 76.67% | -33.02% |
| 1Y | 87.9% | -48.29% |
| 3Y (ann.) | 63.87% | 109.98% |
| 5Y (ann.) | 55.92% | 7.43% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -35.6% | -93.26% |
| Longest DD Days | 588.0 | 704.0 |
| Avg. Drawdown | -6.99% | -18.56% |
| Avg. Drawdown Days | 52.0 | 90.0 |
| Recovery Factor | 12.09 | 0.33 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-21 | 2024-02-29 | -35.60 | 588 |
| 2022-03-03 | 2022-03-28 | -20.10 | 25 |
| 2022-04-15 | 2022-07-15 | -17.70 | 91 |
| 2024-03-31 | 2024-08-06 | -14.78 | 128 |
| 2025-09-22 | 2025-12-01 | -9.88 | 70 |
| 2025-05-15 | 2025-05-23 | -9.76 | 8 |
| 2024-03-10 | 2024-03-30 | -6.44 | 20 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-09-21 | 2024-10-14 | -5.18 | 23 |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 41.46% |
| Worst Day | -11.17% | -36.82% |
| Best Week | 30.54% | 42.44% |
| Worst Week | -19.45% | -46.51% |
| Best Month | 28.62% | 147.89% |
| Worst Month | -22.3% | -59.31% |
| Best Year | 154.48% | 940.49% |
| Worst Year | -6.47% | -89.9% |
| Avg. Up Day | 3.7% | 4.09% |
| Avg. Down Day | -2.65% | -3.04% |
| Avg. Up Week | 8.07% | 10.94% |
| Avg. Down Week | -4.38% | -9.73% |
| Avg. Up Month | 11.98% | 28.81% |
| Avg. Down Month | -6.98% | -16.93% |
| Win Days % | 53.85% | 48.87% |
| Win Month % | 66.67% | 47.83% |
| Win Week % | 56.72% | 52.76% |
| Win Quarter % | 66.67% | 62.5% |
| Win Year % | 75.0% | 50.0% |