| Metric | 12254757:solusd:triple_med_gx:lsma275_135 | 12254757:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 697.91% | 65.14% |
| Max Drawdown | -37.66% | -93.44% |
| Sharpe | 0.83 | 0.31 |
| Sortino | 1.41 | 0.46 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.44 | 1.01 |
| Outlier Win Ratio | 31.34 | 3.23 |
| Outlier Loss Ratio | 3.57 | 2.79 |
| Volatility (ann.) | 18.9% | 49.4% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.96 | 0.15 |
| Skew | 3.15 | 0.47 |
| Kurtosis | 55.69 | 11.34 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.62% | 1.1% |
| Expected Yearly % | 68.07% | 13.36% |
| Kelly Criterion | 11.68% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.21% |
| Expected Shortfall (cVaR) | -1.58% | -4.21% |
| Year | 12254757:SOLUSD | 12254757:solusd:triple_med_gx:lsma275_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 24.43 | -0.28 | + |
| 2023 | 921.46 | 54.24 | 0.06 | - |
| 2024 | 85.41 | 137.32 | 1.61 | + |
| 2025 | -28.06 | 75.19 | -2.68 | + |
| Metric | 12254757:solusd:triple_med_gx:lsma275_135 | 12254757:SOLUSD |
|---|---|---|
| MTD | 0.0% | 1.73% |
| 3M | 11.05% | -34.17% |
| 6M | 18.01% | -10.95% |
| YTD | 75.19% | -28.06% |
| 1Y | 75.19% | -43.01% |
| 3Y (ann.) | 72.71% | 115.74% |
| 5Y (ann.) | 73.97% | 14.31% |
| Metric | 12254757:solusd:triple_med_gx:lsma275_135 | 12254757:SOLUSD |
|---|---|---|
| Max Drawdown | -37.66% | -93.44% |
| Longest DD Days | 419.0 | 703.0 |
| Avg. Drawdown | -4.95% | -10.56% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 18.53 | 0.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2023-11-29 | -37.66 | 419 |
| 2022-07-19 | 2022-08-13 | -19.05 | 24 |
| 2024-06-05 | 2024-08-06 | -16.79 | 61 |
| 2024-04-01 | 2024-06-05 | -16.06 | 65 |
| 2024-08-09 | 2024-10-20 | -15.18 | 72 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-01-11 | 2024-02-28 | -13.33 | 48 |
| 2022-04-20 | 2022-06-15 | -13.18 | 56 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-08 | -10.07 | 78 |
| Metric | 12254757:solusd:triple_med_gx:lsma275_135 | 12254757:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -16.28% | -51.66% |
| Best Month | 30.73% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 137.32% | 921.46% |
| Worst Year | 24.43% | -87.88% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.4% | -1.47% |
| Avg. Up Week | 9.51% | 13.34% |
| Avg. Down Week | -4.48% | -7.84% |
| Avg. Up Month | 14.3% | 36.83% |
| Avg. Down Month | -8.86% | -16.3% |
| Win Days % | 51.83% | 50.21% |
| Win Month % | 71.43% | 52.17% |
| Win Week % | 60.0% | 47.5% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |