| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 621.06% | 42.11% |
| Max Drawdown | -40.07% | -93.44% |
| Sharpe | 0.81 | 0.29 |
| Sortino | 1.39 | 0.43 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.97 | 1.05 |
| CPC Index | 0.86 | 0.6 |
| Tail Ratio | 1.44 | 1.0 |
| Outlier Win Ratio | 33.94 | 3.17 |
| Outlier Loss Ratio | 3.62 | 2.79 |
| Volatility (ann.) | 18.2% | 49.39% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.71 | 0.1 |
| Skew | 3.52 | 0.47 |
| Kurtosis | 62.84 | 11.26 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.29% | 0.75% |
| Expected Yearly % | 63.87% | 9.18% |
| Kelly Criterion | 12.12% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.21% |
| Expected Shortfall (cVaR) | -1.53% | -4.21% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | -7.71 | 0.09 | + |
| 2023 | 921.46 | 66.51 | 0.07 | - |
| 2024 | 85.41 | 165.24 | 1.93 | + |
| 2025 | -27.52 | 76.91 | -2.79 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 0.33% | -36.97% |
| 6M | 11.36% | -17.14% |
| YTD | 76.91% | -27.52% |
| 1Y | 76.91% | -36.85% |
| 3Y (ann.) | 84.45% | 115.85% |
| 5Y (ann.) | 68.56% | 9.73% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -40.07% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -4.65% | -13.19% |
| Avg. Drawdown Days | 18.0 | 55.0 |
| Recovery Factor | 15.5 | 0.45 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-12 | -40.07 | 266 |
| 2022-03-02 | 2022-04-14 | -21.89 | 42 |
| 2022-04-14 | 2022-06-15 | -20.77 | 62 |
| 2024-04-01 | 2024-08-06 | -16.37 | 127 |
| 2023-04-30 | 2023-11-29 | -15.73 | 212 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2024-01-11 | 2024-02-28 | -10.70 | 48 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-10 | -9.91 | 80 |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 30.72% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 165.24% | 921.46% |
| Worst Year | -7.71% | -89.65% |
| Avg. Up Day | 1.67% | 1.68% |
| Avg. Down Day | -1.39% | -1.46% |
| Avg. Up Week | 9.09% | 13.02% |
| Avg. Down Week | -4.26% | -7.71% |
| Avg. Up Month | 13.07% | 30.6% |
| Avg. Down Month | -5.88% | -17.86% |
| Win Days % | 51.93% | 50.17% |
| Win Month % | 66.67% | 53.19% |
| Win Week % | 60.87% | 47.26% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 75.0% | 50.0% |