| Metric | 12258297:solusd:triple_med_gx:lsma265_145 | 12258297:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 153.51% | 138.66% |
| Max Drawdown | -39.98% | -93.44% |
| Sharpe | 0.45 | 0.37 |
| Sortino | 0.75 | 0.55 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 37.53 | 3.09 |
| Outlier Loss Ratio | 3.38 | 2.77 |
| Volatility (ann.) | 18.67% | 50.09% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.76 | 0.3 |
| Skew | 3.56 | 0.49 |
| Kurtosis | 65.79 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.19% | 2.04% |
| Expected Yearly % | 26.18% | 24.29% |
| Kelly Criterion | 6.65% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.26% |
| Expected Shortfall (cVaR) | -1.58% | -4.26% |
| Year | 12258297:SOLUSD | 12258297:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 17.03 | -0.19 | + |
| 2023 | 921.46 | 130.34 | 0.14 | - |
| 2024 | 85.41 | -14.34 | -0.17 | - |
| 2025 | 5.60 | 9.78 | 1.75 | + |
| Metric | 12258297:solusd:triple_med_gx:lsma265_145 | 12258297:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.62% | 26.39% |
| 6M | 16.34% | 38.87% |
| YTD | 9.78% | 5.6% |
| 1Y | 11.32% | 47.35% |
| 3Y (ann.) | 21.4% | 84.92% |
| 5Y (ann.) | 30.57% | 28.33% |
| Metric | 12258297:solusd:triple_med_gx:lsma265_145 | 12258297:SOLUSD |
|---|---|---|
| Max Drawdown | -39.98% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -5.31% | -11.46% |
| Avg. Drawdown Days | 28.0 | 43.0 |
| Recovery Factor | 3.84 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -39.98 | 518 |
| 2022-07-30 | 2023-01-29 | -37.65 | 182 |
| 2023-01-29 | 2023-04-12 | -16.88 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-04-10 | 2022-06-15 | -13.69 | 66 |
| 2024-01-05 | 2024-03-01 | -8.58 | 56 |
| 2024-03-01 | 2024-03-30 | -6.21 | 28 |
| 2023-07-24 | 2023-07-26 | -5.41 | 2 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12258297:solusd:triple_med_gx:lsma265_145 | 12258297: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 | 130.34% | 921.46% |
| Worst Year | -14.34% | -88.07% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.47% | -1.51% |
| Avg. Up Week | 9.45% | 14.71% |
| Avg. Down Week | -4.72% | -8.35% |
| Avg. Up Month | 14.1% | 40.33% |
| Avg. Down Month | -8.56% | -22.38% |
| Win Days % | 47.88% | 50.25% |
| Win Month % | 53.33% | 51.16% |
| Win Week % | 53.23% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |