| Metric | 12258577:solusd:triple_med_gx:lsma275_145 | 12258577:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 554.93% | 142.43% |
| Max Drawdown | -32.84% | -93.44% |
| Sharpe | 0.78 | 0.38 |
| Sortino | 1.39 | 0.56 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.06 | 1.07 |
| CPC Index | 0.92 | 0.67 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 34.84 | 3.16 |
| Outlier Loss Ratio | 3.41 | 2.74 |
| Volatility (ann.) | 19.65% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.18 | 0.31 |
| Skew | 3.92 | 0.49 |
| Kurtosis | 74.6 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.47% | 2.08% |
| Expected Yearly % | 59.97% | 24.78% |
| Kelly Criterion | 12.48% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12258577:SOLUSD | 12258577:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 26.44 | -0.30 | + |
| 2023 | 921.46 | 115.03 | 0.12 | - |
| 2024 | 85.41 | 71.13 | 0.83 | - |
| 2025 | 5.60 | 40.77 | 7.28 | + |
| Metric | 12258577:solusd:triple_med_gx:lsma275_145 | 12258577:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.7% | 26.39% |
| 6M | 37.96% | 38.87% |
| YTD | 40.77% | 5.6% |
| 1Y | 106.4% | 47.35% |
| 3Y (ann.) | 60.81% | 84.92% |
| 5Y (ann.) | 71.62% | 28.98% |
| Metric | 12258577:solusd:triple_med_gx:lsma275_145 | 12258577:SOLUSD |
|---|---|---|
| Max Drawdown | -32.84% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.17% | -10.56% |
| Avg. Drawdown Days | 20.0 | 40.0 |
| Recovery Factor | 16.9 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-01-04 | -32.84 | 81 |
| 2024-04-01 | 2024-11-06 | -28.28 | 219 |
| 2025-05-14 | 2025-09-01 | -17.67 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2022-06-20 | 2022-07-16 | -13.38 | 26 |
| 2025-02-04 | 2025-04-09 | -10.76 | 64 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2023-11-25 | 2024-02-24 | -9.37 | 91 |
| 2022-04-14 | 2022-06-15 | -9.10 | 62 |
| Metric | 12258577:solusd:triple_med_gx:lsma275_145 | 12258577: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 | 115.03% | 921.46% |
| Worst Year | 26.44% | -87.88% |
| Avg. Up Day | 1.9% | 1.9% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 10.7% | 13.8% |
| Avg. Down Week | -4.29% | -8.33% |
| Avg. Up Month | 17.25% | 39.61% |
| Avg. Down Month | -4.37% | -18.73% |
| Win Days % | 50.38% | 50.25% |
| Win Month % | 60.0% | 51.16% |
| Win Week % | 67.27% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |