| Metric | 12254751:solusd:triple_med_gx:lsma240_135 | 12254751:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 607.36% | 38.65% |
| Max Drawdown | -35.94% | -93.44% |
| Sharpe | 0.8 | 0.29 |
| Sortino | 1.38 | 0.43 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.9 | 1.05 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.41 | 1.0 |
| Outlier Win Ratio | 33.48 | 3.17 |
| Outlier Loss Ratio | 3.59 | 2.77 |
| Volatility (ann.) | 18.29% | 49.4% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.89 | 0.1 |
| Skew | 3.49 | 0.47 |
| Kurtosis | 61.64 | 11.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.34% | 0.71% |
| Expected Yearly % | 63.08% | 8.51% |
| Kelly Criterion | 11.75% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.21% |
| Expected Shortfall (cVaR) | -1.54% | -4.21% |
| Year | 12254751:SOLUSD | 12254751:solusd:triple_med_gx:lsma240_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | -3.75 | 0.04 | + |
| 2023 | 921.46 | 56.65 | 0.06 | - |
| 2024 | 85.41 | 173.19 | 2.03 | + |
| 2025 | -27.52 | 71.73 | -2.61 | + |
| Metric | 12254751:solusd:triple_med_gx:lsma240_135 | 12254751:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 0.33% | -36.97% |
| 6M | 10.69% | -17.14% |
| YTD | 71.73% | -27.52% |
| 1Y | 71.73% | -36.85% |
| 3Y (ann.) | 80.73% | 115.85% |
| 5Y (ann.) | 67.84% | 9.04% |
| Metric | 12254751:solusd:triple_med_gx:lsma240_135 | 12254751:SOLUSD |
|---|---|---|
| Max Drawdown | -35.94% | -93.44% |
| Longest DD Days | 265.0 | 703.0 |
| Avg. Drawdown | -4.77% | -13.6% |
| Avg. Drawdown Days | 20.0 | 57.0 |
| Recovery Factor | 16.9 | 0.41 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-11 | -35.94 | 265 |
| 2022-03-02 | 2022-04-14 | -21.89 | 42 |
| 2022-04-14 | 2022-06-15 | -20.77 | 62 |
| 2023-04-30 | 2024-01-08 | -17.21 | 253 |
| 2024-04-01 | 2024-08-06 | -16.06 | 127 |
| 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 | 12254751:solusd:triple_med_gx:lsma240_135 | 12254751: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 | 31.98% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 173.19% | 921.46% |
| Worst Year | -3.75% | -89.9% |
| Avg. Up Day | 1.67% | 1.68% |
| Avg. Down Day | -1.39% | -1.46% |
| Avg. Up Week | 9.22% | 13.02% |
| Avg. Down Week | -4.48% | -7.8% |
| Avg. Up Month | 13.46% | 32.17% |
| Avg. Down Month | -6.36% | -17.09% |
| Win Days % | 51.79% | 50.16% |
| Win Month % | 68.57% | 52.17% |
| Win Week % | 60.87% | 47.26% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 75.0% | 50.0% |