| Metric | 12258131:solusd:triple_med_gx:lsma265_145 | 12258131:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 160.52% | 138.66% |
| Max Drawdown | -37.11% | -93.44% |
| Sharpe | 0.45 | 0.37 |
| Sortino | 0.75 | 0.55 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 34.98 | 3.09 |
| Outlier Loss Ratio | 3.41 | 2.78 |
| Volatility (ann.) | 19.13% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.85 | 0.3 |
| Skew | 3.15 | 0.49 |
| Kurtosis | 61.14 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.25% | 2.04% |
| Expected Yearly % | 27.05% | 24.29% |
| Kelly Criterion | 5.88% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12258131:SOLUSD | 12258131:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 41.55 | -0.47 | + |
| 2023 | 921.46 | 70.77 | 0.08 | - |
| 2024 | 85.41 | 5.86 | 0.07 | - |
| 2025 | 5.60 | 1.82 | 0.32 | - |
| Metric | 12258131:solusd:triple_med_gx:lsma265_145 | 12258131:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.35% | 26.39% |
| 6M | 11.38% | 38.87% |
| YTD | 1.82% | 5.6% |
| 1Y | 19.24% | 47.35% |
| 3Y (ann.) | 12.01% | 84.92% |
| 5Y (ann.) | 31.59% | 28.33% |
| Metric | 12258131:solusd:triple_med_gx:lsma265_145 | 12258131:SOLUSD |
|---|---|---|
| Max Drawdown | -37.11% | -93.44% |
| Longest DD Days | 413.0 | 703.0 |
| Avg. Drawdown | -6.94% | -11.46% |
| Avg. Drawdown Days | 36.0 | 43.0 |
| Recovery Factor | 4.33 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-29 | -37.11 | 182 |
| 2024-04-01 | 2025-05-19 | -37.04 | 413 |
| 2024-01-02 | 2024-03-24 | -20.76 | 82 |
| 2022-04-10 | 2022-06-20 | -20.29 | 70 |
| 2023-04-23 | 2023-10-19 | -16.99 | 179 |
| 2023-01-29 | 2023-04-22 | -16.97 | 82 |
| 2025-05-21 | 2025-09-01 | -15.34 | 103 |
| 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 | 12258131:solusd:triple_med_gx:lsma265_145 | 12258131: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 | 70.77% | 921.46% |
| Worst Year | 1.82% | -88.07% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 10.32% | 13.58% |
| Avg. Down Week | -4.72% | -7.76% |
| Avg. Up Month | 14.61% | 38.33% |
| Avg. Down Month | -7.58% | -18.31% |
| Win Days % | 47.73% | 50.25% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 52.38% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |