| Metric | 12258519:solusd:triple_med_gx:lsma285_145 | 12258519:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 319.91% | 142.61% |
| Max Drawdown | -38.4% | -93.44% |
| Sharpe | 0.61 | 0.38 |
| Sortino | 1.05 | 0.56 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 33.93 | 3.15 |
| Outlier Loss Ratio | 3.31 | 2.78 |
| Volatility (ann.) | 20.06% | 50.11% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.33 | 0.31 |
| Skew | 3.5 | 0.49 |
| Kurtosis | 69.23 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.39% | 2.08% |
| Expected Yearly % | 43.15% | 24.8% |
| Kelly Criterion | 10.27% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12258519:SOLUSD | 12258519:solusd:triple_med_gx:lsma285_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 19.81 | -0.23 | + |
| 2023 | 921.46 | 111.09 | 0.12 | - |
| 2024 | 85.41 | 26.61 | 0.31 | - |
| 2025 | 5.60 | 31.14 | 5.56 | + |
| Metric | 12258519:solusd:triple_med_gx:lsma285_145 | 12258519:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.7% | 26.39% |
| 6M | 35.28% | 38.87% |
| YTD | 31.14% | 5.6% |
| 1Y | 76.26% | 47.35% |
| 3Y (ann.) | 37.22% | 84.92% |
| 5Y (ann.) | 51.14% | 29.06% |
| Metric | 12258519:solusd:triple_med_gx:lsma285_145 | 12258519:SOLUSD |
|---|---|---|
| Max Drawdown | -38.4% | -93.44% |
| Longest DD Days | 241.0 | 703.0 |
| Avg. Drawdown | -6.08% | -10.49% |
| Avg. Drawdown Days | 26.0 | 40.0 |
| Recovery Factor | 8.33 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-10 | -38.40 | 223 |
| 2022-08-13 | 2023-04-11 | -37.29 | 241 |
| 2025-05-14 | 2025-09-01 | -17.08 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-11-29 | 2025-04-09 | -12.95 | 131 |
| 2024-01-06 | 2024-02-28 | -10.52 | 52 |
| 2022-04-14 | 2022-06-15 | -10.04 | 62 |
| 2025-04-14 | 2025-05-08 | -9.44 | 24 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-07-27 | 2023-10-16 | -8.69 | 81 |
| Metric | 12258519:solusd:triple_med_gx:lsma285_145 | 12258519:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.41% | 140.02% |
| Worst Month | -20.26% | -56.44% |
| Best Year | 111.09% | 921.46% |
| Worst Year | 19.81% | -87.87% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 9.65% | 13.41% |
| Avg. Down Week | -4.61% | -8.65% |
| Avg. Up Month | 15.99% | 39.62% |
| Avg. Down Month | -6.98% | -19.99% |
| Win Days % | 50.06% | 50.25% |
| Win Month % | 53.33% | 51.16% |
| Win Week % | 60.71% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |