| Metric | 12258573:solusd:triple_med_gx:lsma255_145 | 12258573:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 377.31% | 121.6% |
| Max Drawdown | -30.47% | -93.44% |
| Sharpe | 0.68 | 0.36 |
| Sortino | 1.2 | 0.54 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 2.31 | 1.06 |
| CPC Index | 0.87 | 0.65 |
| Tail Ratio | 1.7 | 1.0 |
| Outlier Win Ratio | 38.43 | 3.09 |
| Outlier Loss Ratio | 3.31 | 2.71 |
| Volatility (ann.) | 18.89% | 50.06% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.85 | 0.27 |
| Skew | 4.07 | 0.49 |
| Kurtosis | 84.37 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.7% | 1.87% |
| Expected Yearly % | 47.81% | 22.01% |
| Kelly Criterion | 10.98% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.26% |
| Expected Shortfall (cVaR) | -1.59% | -4.26% |
| Year | 12258573:SOLUSD | 12258573:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 21.08 | -0.24 | + |
| 2023 | 921.46 | 95.71 | 0.10 | - |
| 2024 | 85.41 | 50.65 | 0.59 | - |
| 2025 | 5.60 | 33.70 | 6.02 | + |
| Metric | 12258573:solusd:triple_med_gx:lsma255_145 | 12258573:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.8% | 26.39% |
| 6M | 33.87% | 38.87% |
| YTD | 33.7% | 5.6% |
| 1Y | 93.2% | 47.35% |
| 3Y (ann.) | 48.53% | 84.92% |
| 5Y (ann.) | 56.43% | 25.58% |
| Metric | 12258573:solusd:triple_med_gx:lsma255_145 | 12258573:SOLUSD |
|---|---|---|
| Max Drawdown | -30.47% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.57% | -12.1% |
| Avg. Drawdown Days | 23.0 | 46.0 |
| Recovery Factor | 12.38 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-01-03 | -30.47 | 81 |
| 2024-04-01 | 2024-11-06 | -30.27 | 219 |
| 2025-05-14 | 2025-09-01 | -16.52 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-28 | -15.45 | 88 |
| 2022-06-20 | 2022-07-16 | -13.38 | 26 |
| 2025-02-04 | 2025-04-09 | -12.65 | 64 |
| 2023-11-25 | 2024-02-26 | -12.51 | 92 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2022-04-14 | 2022-06-15 | -9.25 | 62 |
| Metric | 12258573:solusd:triple_med_gx:lsma255_145 | 12258573:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.35% | 140.02% |
| Worst Month | -20.45% | -56.44% |
| Best Year | 95.71% | 921.46% |
| Worst Year | 21.08% | -88.92% |
| Avg. Up Day | 1.93% | 1.93% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 10.77% | 14.13% |
| Avg. Down Week | -3.95% | -9.63% |
| Avg. Up Month | 16.77% | 35.74% |
| Avg. Down Month | -5.18% | -22.13% |
| Win Days % | 49.93% | 50.23% |
| Win Month % | 53.33% | 51.16% |
| Win Week % | 58.18% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |