| Metric | 12258631:solusd:triple_med_gx:lsma255_145 | 12258631:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 453.62% | 121.6% |
| Max Drawdown | -29.66% | -93.44% |
| Sharpe | 0.74 | 0.36 |
| Sortino | 1.31 | 0.54 |
| Payoff Ratio | 1.33 | 1.29 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.22 | 1.06 |
| CPC Index | 0.93 | 0.69 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 37.77 | 3.11 |
| Outlier Loss Ratio | 3.35 | 2.71 |
| Volatility (ann.) | 19.08% | 50.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.13 | 0.27 |
| Skew | 4.19 | 0.49 |
| Kurtosis | 82.93 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.06% | 1.87% |
| Expected Yearly % | 53.39% | 22.01% |
| Kelly Criterion | 12.66% | 11.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.26% |
| Expected Shortfall (cVaR) | -1.6% | -4.26% |
| Year | 12258631:SOLUSD | 12258631:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 27.23 | -0.31 | + |
| 2023 | 921.46 | 79.33 | 0.09 | - |
| 2024 | 85.41 | 76.02 | 0.89 | - |
| 2025 | 5.60 | 37.85 | 6.75 | + |
| Metric | 12258631:solusd:triple_med_gx:lsma255_145 | 12258631:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -1.07% | 26.39% |
| 6M | 43.02% | 38.87% |
| YTD | 37.85% | 5.6% |
| 1Y | 91.46% | 47.35% |
| 3Y (ann.) | 51.08% | 84.92% |
| 5Y (ann.) | 63.22% | 25.58% |
| Metric | 12258631:solusd:triple_med_gx:lsma255_145 | 12258631:SOLUSD |
|---|---|---|
| Max Drawdown | -29.66% | -93.44% |
| Longest DD Days | 288.0 | 703.0 |
| Avg. Drawdown | -5.53% | -12.1% |
| Avg. Drawdown Days | 28.0 | 46.0 |
| Recovery Factor | 15.29 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-03 | -29.66 | 168 |
| 2024-04-01 | 2024-11-06 | -27.95 | 219 |
| 2023-01-04 | 2023-10-19 | -19.35 | 288 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-05-14 | 2025-09-01 | -15.37 | 110 |
| 2024-11-29 | 2025-04-11 | -13.80 | 133 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2022-04-14 | 2022-06-15 | -8.65 | 62 |
| 2023-11-25 | 2024-01-08 | -8.50 | 43 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| Metric | 12258631:solusd:triple_med_gx:lsma255_145 | 12258631: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 | 79.33% | 921.46% |
| Worst Year | 27.23% | -88.92% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.45% | -1.5% |
| Avg. Up Week | 10.55% | 13.85% |
| Avg. Down Week | -3.84% | -7.83% |
| Avg. Up Month | 15.98% | 39.21% |
| Avg. Down Month | -5.58% | -22.73% |
| Win Days % | 50.07% | 50.23% |
| Win Month % | 65.52% | 51.16% |
| Win Week % | 57.41% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |