| Metric | 12258629:solusd:triple_med_gx:lsma265_145 | 12258629:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 489.2% | 138.66% |
| Max Drawdown | -33.7% | -93.44% |
| Sharpe | 0.75 | 0.37 |
| Sortino | 1.34 | 0.55 |
| Payoff Ratio | 1.32 | 1.28 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 2.06 | 1.07 |
| CPC Index | 0.92 | 0.68 |
| Tail Ratio | 1.49 | 1.0 |
| Outlier Win Ratio | 36.04 | 3.13 |
| Outlier Loss Ratio | 3.44 | 2.71 |
| Volatility (ann.) | 19.33% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.97 | 0.3 |
| Skew | 4.05 | 0.49 |
| Kurtosis | 79.02 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.21% | 2.04% |
| Expected Yearly % | 55.8% | 24.29% |
| Kelly Criterion | 12.44% | 11.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12258629:SOLUSD | 12258629:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 20.56 | -0.23 | + |
| 2023 | 921.46 | 93.56 | 0.10 | - |
| 2024 | 85.41 | 79.20 | 0.93 | - |
| 2025 | 5.60 | 40.90 | 7.30 | + |
| Metric | 12258629:solusd:triple_med_gx:lsma265_145 | 12258629:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.07% | 26.39% |
| 6M | 46.19% | 38.87% |
| YTD | 40.9% | 5.6% |
| 1Y | 93.53% | 47.35% |
| 3Y (ann.) | 56.41% | 84.92% |
| 5Y (ann.) | 66.28% | 28.33% |
| Metric | 12258629:solusd:triple_med_gx:lsma265_145 | 12258629:SOLUSD |
|---|---|---|
| Max Drawdown | -33.7% | -93.44% |
| Longest DD Days | 284.0 | 703.0 |
| Avg. Drawdown | -5.07% | -11.46% |
| Avg. Drawdown Days | 25.0 | 43.0 |
| Recovery Factor | 14.51 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-30 | -33.70 | 284 |
| 2024-04-01 | 2024-10-21 | -28.75 | 203 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-11-29 | 2025-04-12 | -15.13 | 133 |
| 2025-05-14 | 2025-09-01 | -14.36 | 110 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2023-11-25 | 2024-01-08 | -8.50 | 43 |
| 2022-04-14 | 2022-06-15 | -8.16 | 62 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| Metric | 12258629:solusd:triple_med_gx:lsma265_145 | 12258629:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 93.56% | 921.46% |
| Worst Year | 20.56% | -88.07% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.42% | -1.47% |
| Avg. Up Week | 10.67% | 13.35% |
| Avg. Down Week | -4.05% | -8.5% |
| Avg. Up Month | 16.85% | 39.96% |
| Avg. Down Month | -5.63% | -21.63% |
| Win Days % | 50.13% | 50.25% |
| Win Month % | 63.33% | 51.16% |
| Win Week % | 58.93% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |