| Metric | 12258127:solusd:triple_med_gx:lsma275_145 | 12258127:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 165.39% | 142.43% |
| Max Drawdown | -39.97% | -93.44% |
| Sharpe | 0.46 | 0.38 |
| Sortino | 0.75 | 0.56 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 33.93 | 3.12 |
| Outlier Loss Ratio | 3.43 | 2.8 |
| Volatility (ann.) | 19.32% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.81 | 0.31 |
| Skew | 3.07 | 0.49 |
| Kurtosis | 58.94 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.3% | 2.08% |
| Expected Yearly % | 27.64% | 24.78% |
| Kelly Criterion | 6.5% | 8.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.26% |
| Expected Shortfall (cVaR) | -1.64% | -4.26% |
| Year | 12258127:SOLUSD | 12258127:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 39.73 | -0.45 | + |
| 2023 | 921.46 | 77.35 | 0.08 | - |
| 2024 | 85.41 | 3.36 | 0.04 | - |
| 2025 | 5.60 | 3.61 | 0.64 | - |
| Metric | 12258127:solusd:triple_med_gx:lsma275_145 | 12258127:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.83% | 26.39% |
| 6M | 15.97% | 38.87% |
| YTD | 3.61% | 5.6% |
| 1Y | 22.66% | 47.35% |
| 3Y (ann.) | 12.3% | 84.92% |
| 5Y (ann.) | 32.38% | 28.98% |
| Metric | 12258127:solusd:triple_med_gx:lsma275_145 | 12258127:SOLUSD |
|---|---|---|
| Max Drawdown | -39.97% | -93.44% |
| Longest DD Days | 416.0 | 703.0 |
| Avg. Drawdown | -6.91% | -10.56% |
| Avg. Drawdown Days | 35.0 | 40.0 |
| Recovery Factor | 4.14 | 1.52 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-22 | -39.97 | 416 |
| 2022-07-30 | 2023-01-29 | -38.03 | 182 |
| 2022-04-10 | 2022-06-20 | -20.29 | 70 |
| 2024-01-02 | 2024-03-24 | -19.05 | 82 |
| 2025-05-23 | 2025-09-01 | -17.27 | 101 |
| 2023-04-23 | 2023-10-20 | -15.13 | 179 |
| 2023-01-29 | 2023-04-12 | -14.33 | 72 |
| 2023-11-20 | 2023-11-22 | -8.91 | 2 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12258127:solusd:triple_med_gx:lsma275_145 | 12258127:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 72.12% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 77.35% | 921.46% |
| Worst Year | 3.36% | -87.88% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.45% | -1.53% |
| Avg. Up Week | 10.3% | 12.51% |
| Avg. Down Week | -4.64% | -7.49% |
| Avg. Up Month | 17.62% | 41.99% |
| Avg. Down Month | -7.59% | -19.44% |
| Win Days % | 48.23% | 50.25% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 51.61% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |