| Metric | 12258576:solusd:triple_med_gx:lsma270_145 | 12258576:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 605.71% | 118.13% |
| Max Drawdown | -31.74% | -93.44% |
| Sharpe | 0.79 | 0.36 |
| Sortino | 1.41 | 0.53 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 2.04 | 1.07 |
| CPC Index | 0.91 | 0.65 |
| Tail Ratio | 1.46 | 1.01 |
| Outlier Win Ratio | 34.75 | 3.13 |
| Outlier Loss Ratio | 3.42 | 2.74 |
| Volatility (ann.) | 19.36% | 49.7% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.27 | 0.26 |
| Skew | 3.96 | 0.48 |
| Kurtosis | 76.5 | 11.46 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.54% | 1.79% |
| Expected Yearly % | 62.99% | 21.53% |
| Kelly Criterion | 12.85% | 9.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.23% |
| Expected Shortfall (cVaR) | -1.62% | -4.23% |
| Year | 12258576:SOLUSD | 12258576:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 31.38 | -0.35 | + |
| 2023 | 921.46 | 115.29 | 0.13 | - |
| 2024 | 85.41 | 69.58 | 0.81 | - |
| 2025 | 1.99 | 47.13 | 23.73 | + |
| Metric | 12258576:solusd:triple_med_gx:lsma270_145 | 12258576:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 2.42% | 17.41% |
| 6M | 26.71% | 52.72% |
| YTD | 47.13% | 1.99% |
| 1Y | 109.18% | 24.46% |
| 3Y (ann.) | 62.41% | 86.57% |
| 5Y (ann.) | 71.94% | 24.15% |
| Metric | 12258576:solusd:triple_med_gx:lsma270_145 | 12258576:SOLUSD |
|---|---|---|
| Max Drawdown | -31.74% | -93.44% |
| Longest DD Days | 218.0 | 703.0 |
| Avg. Drawdown | -5.11% | -11.8% |
| Avg. Drawdown Days | 20.0 | 46.0 |
| Recovery Factor | 19.08 | 1.26 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-01-03 | -31.74 | 81 |
| 2024-04-01 | 2024-11-05 | -27.06 | 218 |
| 2025-05-14 | 2025-09-12 | -17.67 | 121 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -15.44 | 72 |
| 2022-06-20 | 2022-07-16 | -13.38 | 26 |
| 2025-02-04 | 2025-04-09 | -13.22 | 64 |
| 2025-09-24 | 2025-10-16 | -10.42 | 21 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2023-11-25 | 2024-02-24 | -9.52 | 91 |
| Metric | 12258576:solusd:triple_med_gx:lsma270_145 | 12258576: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 | 115.29% | 921.46% |
| Worst Year | 31.38% | -88.71% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.44% | -1.5% |
| Avg. Up Week | 10.98% | 14.02% |
| Avg. Down Week | -4.15% | -8.69% |
| Avg. Up Month | 16.75% | 36.56% |
| Avg. Down Month | -5.08% | -23.66% |
| Win Days % | 51.2% | 50.22% |
| Win Month % | 63.33% | 52.27% |
| Win Week % | 63.79% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |