| Metric | 12254794:solusd:triple_med_gx:lsma175_135 | 12254794:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 264.84% | 113.24% |
| Max Drawdown | -29.58% | -93.44% |
| Sharpe | 0.68 | 0.36 |
| Sortino | 1.17 | 0.53 |
| Payoff Ratio | 1.28 | 1.19 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 49.7 | 2.92 |
| Outlier Loss Ratio | 3.61 | 2.61 |
| Volatility (ann.) | 15.03% | 50.12% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.49 | 0.25 |
| Skew | 4.08 | 0.48 |
| Kurtosis | 94.89 | 11.18 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 2.99% | 1.74% |
| Expected Yearly % | 38.21% | 20.84% |
| Kelly Criterion | 9.9% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.27% |
| Expected Shortfall (cVaR) | -1.27% | -4.27% |
| Year | 12254794:SOLUSD | 12254794:solusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.34 | 78.86 | -0.88 | + |
| 2023 | 921.46 | 35.72 | 0.04 | - |
| 2024 | 85.41 | 48.06 | 0.56 | - |
| 2025 | 5.60 | 1.51 | 0.27 | - |
| Metric | 12254794:solusd:triple_med_gx:lsma175_135 | 12254794:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.01% | 26.39% |
| 6M | 11.09% | 38.87% |
| YTD | 1.51% | 5.6% |
| 1Y | 21.17% | 47.35% |
| 3Y (ann.) | 25.57% | 84.92% |
| 5Y (ann.) | 44.02% | 23.79% |
| Metric | 12254794:solusd:triple_med_gx:lsma175_135 | 12254794:SOLUSD |
|---|---|---|
| Max Drawdown | -29.58% | -93.44% |
| Longest DD Days | 271.0 | 703.0 |
| Avg. Drawdown | -5.41% | -12.19% |
| Avg. Drawdown Days | 36.0 | 47.0 |
| Recovery Factor | 8.95 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-09-01 | -29.58 | 271 |
| 2022-06-16 | 2022-07-18 | -14.93 | 32 |
| 2022-07-19 | 2023-04-11 | -14.86 | 265 |
| 2023-04-30 | 2023-10-19 | -12.72 | 171 |
| 2023-11-26 | 2024-02-08 | -9.39 | 73 |
| 2022-04-14 | 2022-06-14 | -8.58 | 60 |
| 2024-08-06 | 2024-11-05 | -8.36 | 91 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-11-12 | 2024-12-03 | -7.92 | 21 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12254794:solusd:triple_med_gx:lsma175_135 | 12254794:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.61% | -26.94% |
| Best Week | 24.37% | 43.67% |
| Worst Week | -10.67% | -51.66% |
| Best Month | 24.15% | 140.02% |
| Worst Month | -14.72% | -56.44% |
| Best Year | 78.86% | 921.46% |
| Worst Year | 1.51% | -89.34% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.4% | -1.5% |
| Avg. Up Week | 7.92% | 12.66% |
| Avg. Down Week | -3.27% | -7.53% |
| Avg. Up Month | 11.41% | 25.98% |
| Avg. Down Month | -5.23% | -19.62% |
| Win Days % | 49.49% | 50.18% |
| Win Month % | 66.67% | 52.27% |
| Win Week % | 58.33% | 48.15% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |