| Metric | 12254756:solusd:triple_med_gx:lsma265_135 | 12254756:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 666.45% | 63.79% |
| Max Drawdown | -39.21% | -93.44% |
| Sharpe | 0.82 | 0.31 |
| Sortino | 1.39 | 0.46 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.92 | 1.06 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.42 | 1.01 |
| Outlier Win Ratio | 32.24 | 3.23 |
| Outlier Loss Ratio | 3.57 | 2.78 |
| Volatility (ann.) | 18.72% | 49.42% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.83 | 0.15 |
| Skew | 3.19 | 0.47 |
| Kurtosis | 57.59 | 11.29 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.53% | 1.08% |
| Expected Yearly % | 66.39% | 13.13% |
| Kelly Criterion | 11.73% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.21% |
| Expected Shortfall (cVaR) | -1.57% | -4.21% |
| Year | 12254756:SOLUSD | 12254756:solusd:triple_med_gx:lsma265_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 18.37 | -0.21 | + |
| 2023 | 921.46 | 42.51 | 0.05 | - |
| 2024 | 85.41 | 163.35 | 1.91 | + |
| 2025 | -27.52 | 72.54 | -2.64 | + |
| Metric | 12254756:solusd:triple_med_gx:lsma265_135 | 12254756:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 5.06% | -36.97% |
| 6M | 16.82% | -17.14% |
| YTD | 72.54% | -27.52% |
| 1Y | 72.54% | -36.85% |
| 3Y (ann.) | 73.27% | 115.85% |
| 5Y (ann.) | 71.84% | 14.02% |
| Metric | 12254756:solusd:triple_med_gx:lsma265_135 | 12254756:SOLUSD |
|---|---|---|
| Max Drawdown | -39.21% | -93.44% |
| Longest DD Days | 538.0 | 703.0 |
| Avg. Drawdown | -4.53% | -11.46% |
| Avg. Drawdown Days | 21.0 | 47.0 |
| Recovery Factor | 17.0 | 0.68 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-01-09 | -39.21 | 538 |
| 2024-04-01 | 2024-08-06 | -17.42 | 127 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-01-11 | 2024-02-28 | -13.33 | 48 |
| 2022-04-14 | 2022-06-15 | -13.08 | 62 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-10 | -10.07 | 80 |
| 2025-04-01 | 2025-04-11 | -8.24 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| Metric | 12254756:solusd:triple_med_gx:lsma265_135 | 12254756:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -17.16% | -51.66% |
| Best Month | 30.13% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 163.35% | 921.46% |
| Worst Year | 18.37% | -88.07% |
| Avg. Up Day | 1.69% | 1.69% |
| Avg. Down Day | -1.4% | -1.48% |
| Avg. Up Week | 9.28% | 13.1% |
| Avg. Down Week | -4.76% | -7.84% |
| Avg. Up Month | 14.1% | 35.44% |
| Avg. Down Month | -9.58% | -16.3% |
| Win Days % | 51.73% | 50.19% |
| Win Month % | 74.29% | 52.17% |
| Win Week % | 62.16% | 47.5% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |