| Metric | 12258575:solusd:triple_med_gx:lsma265_145 | 12258575:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 495.04% | 138.66% |
| Max Drawdown | -30.84% | -93.44% |
| Sharpe | 0.76 | 0.37 |
| Sortino | 1.35 | 0.55 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.13 | 1.07 |
| CPC Index | 0.91 | 0.67 |
| Tail Ratio | 1.53 | 1.0 |
| Outlier Win Ratio | 36.66 | 3.13 |
| Outlier Loss Ratio | 3.4 | 2.71 |
| Volatility (ann.) | 19.28% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.16 | 0.3 |
| Skew | 4.07 | 0.49 |
| Kurtosis | 79.89 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.23% | 2.04% |
| Expected Yearly % | 56.18% | 24.29% |
| Kelly Criterion | 11.98% | 10.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12258575:SOLUSD | 12258575:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 19.64 | -0.22 | + |
| 2023 | 921.46 | 120.26 | 0.13 | - |
| 2024 | 85.41 | 73.63 | 0.86 | - |
| 2025 | 5.60 | 30.05 | 5.36 | + |
| Metric | 12258575:solusd:triple_med_gx:lsma265_145 | 12258575:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.73% | 26.39% |
| 6M | 31.06% | 38.87% |
| YTD | 30.05% | 5.6% |
| 1Y | 90.57% | 47.35% |
| 3Y (ann.) | 60.21% | 84.92% |
| 5Y (ann.) | 66.76% | 28.33% |
| Metric | 12258575:solusd:triple_med_gx:lsma265_145 | 12258575:SOLUSD |
|---|---|---|
| Max Drawdown | -30.84% | -93.44% |
| Longest DD Days | 218.0 | 703.0 |
| Avg. Drawdown | -5.17% | -11.46% |
| Avg. Drawdown Days | 21.0 | 43.0 |
| Recovery Factor | 16.05 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-01-03 | -30.84 | 81 |
| 2024-04-01 | 2024-11-05 | -28.18 | 218 |
| 2025-05-14 | 2025-09-01 | -18.33 | 110 |
| 2023-01-29 | 2023-04-12 | -16.24 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-06-20 | 2022-07-16 | -13.38 | 26 |
| 2025-02-04 | 2025-04-09 | -13.22 | 64 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2022-04-14 | 2022-06-15 | -9.58 | 62 |
| 2023-11-25 | 2024-02-26 | -9.52 | 92 |
| Metric | 12258575:solusd:triple_med_gx:lsma265_145 | 12258575: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 | 120.26% | 921.46% |
| Worst Year | 19.64% | -88.07% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 10.0% | 12.95% |
| Avg. Down Week | -4.23% | -10.07% |
| Avg. Up Month | 16.57% | 37.67% |
| Avg. Down Month | -4.83% | -22.22% |
| Win Days % | 50.07% | 50.25% |
| Win Month % | 60.0% | 51.16% |
| Win Week % | 65.45% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |