| Metric | 12258639:solusd:triple_med_gx:lsma285_145 | 12258639:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 425.39% | 142.61% |
| Max Drawdown | -37.81% | -93.44% |
| Sharpe | 0.69 | 0.38 |
| Sortino | 1.21 | 0.56 |
| Payoff Ratio | 1.29 | 1.26 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 33.26 | 3.17 |
| Outlier Loss Ratio | 3.42 | 2.77 |
| Volatility (ann.) | 20.06% | 50.11% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.62 | 0.31 |
| Skew | 3.69 | 0.49 |
| Kurtosis | 69.1 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.93% | 2.08% |
| Expected Yearly % | 51.4% | 24.8% |
| Kelly Criterion | 11.15% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12258639:SOLUSD | 12258639:solusd:triple_med_gx:lsma285_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 19.64 | -0.22 | + |
| 2023 | 921.46 | 106.28 | 0.12 | - |
| 2024 | 85.41 | 71.25 | 0.83 | - |
| 2025 | 5.60 | 24.32 | 4.34 | + |
| Metric | 12258639:solusd:triple_med_gx:lsma285_145 | 12258639:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.31% | 26.39% |
| 6M | 36.32% | 38.87% |
| YTD | 24.32% | 5.6% |
| 1Y | 67.97% | 47.35% |
| 3Y (ann.) | 47.45% | 84.92% |
| 5Y (ann.) | 61.21% | 29.06% |
| Metric | 12258639:solusd:triple_med_gx:lsma285_145 | 12258639:SOLUSD |
|---|---|---|
| Max Drawdown | -37.81% | -93.44% |
| Longest DD Days | 260.0 | 703.0 |
| Avg. Drawdown | -6.02% | -10.49% |
| Avg. Drawdown Days | 26.0 | 40.0 |
| Recovery Factor | 11.25 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-04-30 | -37.81 | 260 |
| 2024-04-01 | 2024-11-06 | -34.45 | 219 |
| 2024-11-29 | 2025-04-12 | -18.07 | 134 |
| 2025-05-14 | 2025-09-01 | -17.47 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-08-08 | 2022-08-13 | -11.80 | 4 |
| 2023-07-27 | 2023-10-18 | -9.27 | 82 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-04-14 | 2022-06-15 | -7.67 | 62 |
| Metric | 12258639:solusd:triple_med_gx:lsma285_145 | 12258639: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 | 106.28% | 921.46% |
| Worst Year | 19.64% | -87.87% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.43% | -1.48% |
| Avg. Up Week | 11.61% | 13.98% |
| Avg. Down Week | -4.8% | -8.39% |
| Avg. Up Month | 18.22% | 42.24% |
| Avg. Down Month | -7.27% | -19.01% |
| Win Days % | 49.94% | 50.25% |
| Win Month % | 62.07% | 51.16% |
| Win Week % | 56.36% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |