| Metric | 12254777:solusd:triple_med_gx:lsma95_135 | 12254777:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 370.07% | 103.51% |
| Max Drawdown | -45.21% | -93.44% |
| Sharpe | 0.54 | 0.35 |
| Sortino | 0.84 | 0.52 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 17.65 | 3.48 |
| Outlier Loss Ratio | 3.55 | 3.08 |
| Volatility (ann.) | 26.74% | 50.12% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.2 | 0.24 |
| Skew | 1.31 | 0.47 |
| Kurtosis | 27.96 | 11.11 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.58% | 1.63% |
| Expected Yearly % | 47.25% | 19.44% |
| Kelly Criterion | 5.42% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.26% | -4.27% |
| Expected Shortfall (cVaR) | -2.26% | -4.27% |
| Year | 12254777:SOLUSD | 12254777:solusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 40.47 | -0.45 | + |
| 2023 | 921.46 | 170.52 | 0.19 | - |
| 2024 | 85.41 | 4.68 | 0.05 | - |
| 2025 | 5.60 | 18.18 | 3.24 | + |
| Metric | 12254777:solusd:triple_med_gx:lsma95_135 | 12254777:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.92% | 26.39% |
| 6M | 24.64% | 38.87% |
| YTD | 18.18% | 5.6% |
| 1Y | 50.07% | 47.35% |
| 3Y (ann.) | 41.86% | 84.92% |
| 5Y (ann.) | 54.17% | 21.99% |
| Metric | 12254777:solusd:triple_med_gx:lsma95_135 | 12254777:SOLUSD |
|---|---|---|
| Max Drawdown | -45.21% | -93.44% |
| Longest DD Days | 499.0 | 703.0 |
| Avg. Drawdown | -7.67% | -13.81% |
| Avg. Drawdown Days | 28.0 | 54.0 |
| Recovery Factor | 8.19 | 1.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-08-13 | -45.21 | 499 |
| 2022-08-13 | 2023-01-04 | -32.89 | 143 |
| 2022-03-02 | 2022-05-15 | -28.11 | 74 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2023-04-30 | 2023-10-20 | -19.91 | 172 |
| 2022-05-16 | 2022-06-15 | -19.36 | 30 |
| 2024-01-09 | 2024-02-29 | -16.77 | 50 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2023-12-09 | 2024-01-09 | -11.20 | 30 |
| 2025-08-14 | 2025-09-01 | -10.23 | 18 |
| Metric | 12254777:solusd:triple_med_gx:lsma95_135 | 12254777:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 32.35% | 140.02% |
| Worst Month | -29.3% | -56.44% |
| Best Year | 170.52% | 921.46% |
| Worst Year | 4.68% | -89.82% |
| Avg. Up Day | 1.77% | 1.77% |
| Avg. Down Day | -1.55% | -1.6% |
| Avg. Up Week | 9.5% | 10.27% |
| Avg. Down Week | -5.52% | -8.67% |
| Avg. Up Month | 15.59% | 35.59% |
| Avg. Down Month | -10.15% | -24.97% |
| Win Days % | 49.6% | 50.14% |
| Win Month % | 60.0% | 52.27% |
| Win Week % | 53.92% | 48.17% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |