| Metric | 12258290:solusd:triple_med_gx:lsma240_145 | 12258290:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 198.37% | 102.03% |
| Max Drawdown | -37.57% | -93.44% |
| Sharpe | 0.52 | 0.35 |
| Sortino | 0.9 | 0.52 |
| Payoff Ratio | 1.35 | 1.26 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.71 | 1.05 |
| CPC Index | 0.81 | 0.67 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 41.52 | 3.07 |
| Outlier Loss Ratio | 3.27 | 2.67 |
| Volatility (ann.) | 18.04% | 50.06% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.97 | 0.24 |
| Skew | 4.09 | 0.49 |
| Kurtosis | 74.99 | 11.4 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.57% | 1.65% |
| Expected Yearly % | 31.43% | 19.22% |
| Kelly Criterion | 8.43% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.26% |
| Expected Shortfall (cVaR) | -1.53% | -4.26% |
| Year | 12258290:SOLUSD | 12258290:solusd:triple_med_gx:lsma240_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 12.85 | -0.14 | + |
| 2023 | 921.46 | 142.01 | 0.15 | - |
| 2024 | 85.41 | -21.34 | -0.25 | - |
| 2025 | 5.60 | 38.88 | 6.94 | + |
| Metric | 12258290:solusd:triple_med_gx:lsma240_145 | 12258290:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.71% | 26.39% |
| 6M | 22.87% | 38.87% |
| YTD | 38.88% | 5.6% |
| 1Y | 36.35% | 47.35% |
| 3Y (ann.) | 31.69% | 84.92% |
| 5Y (ann.) | 36.61% | 22.22% |
| Metric | 12258290:solusd:triple_med_gx:lsma240_145 | 12258290:SOLUSD |
|---|---|---|
| Max Drawdown | -37.57% | -93.44% |
| Longest DD Days | 489.0 | 703.0 |
| Avg. Drawdown | -5.58% | -13.6% |
| Avg. Drawdown Days | 34.0 | 53.0 |
| Recovery Factor | 5.28 | 1.09 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-29 | -37.57 | 182 |
| 2024-01-05 | 2025-05-08 | -29.20 | 489 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -14.97 | 72 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2025-05-23 | 2025-09-01 | -10.90 | 101 |
| 2022-03-02 | 2022-03-18 | -6.25 | 16 |
| 2023-07-24 | 2023-07-26 | -5.41 | 2 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-07-08 | 2022-07-16 | -5.02 | 7 |
| Metric | 12258290:solusd:triple_med_gx:lsma240_145 | 12258290:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.76% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 142.01% | 921.46% |
| Worst Year | -21.34% | -89.9% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.47% | -1.58% |
| Avg. Up Week | 11.66% | 15.47% |
| Avg. Down Week | -4.76% | -7.88% |
| Avg. Up Month | 14.46% | 37.04% |
| Avg. Down Month | -10.01% | -22.87% |
| Win Days % | 47.39% | 50.22% |
| Win Month % | 56.67% | 51.16% |
| Win Week % | 50.85% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |