| Metric | 12258685:solusd:triple_med_gx:lsma255_145 | 12258685:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 396.81% | 121.6% |
| Max Drawdown | -30.89% | -93.44% |
| Sharpe | 0.72 | 0.36 |
| Sortino | 1.28 | 0.54 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 2.04 | 1.06 |
| CPC Index | 0.91 | 0.67 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 38.96 | 3.08 |
| Outlier Loss Ratio | 3.48 | 2.65 |
| Volatility (ann.) | 18.13% | 50.06% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.89 | 0.27 |
| Skew | 4.23 | 0.49 |
| Kurtosis | 91.55 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.8% | 1.87% |
| Expected Yearly % | 49.3% | 22.01% |
| Kelly Criterion | 11.87% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -4.26% |
| Expected Shortfall (cVaR) | -1.52% | -4.26% |
| Year | 12258685:SOLUSD | 12258685:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 20.25 | -0.23 | + |
| 2023 | 921.46 | 76.04 | 0.08 | - |
| 2024 | 85.41 | 88.97 | 1.04 | + |
| 2025 | 5.60 | 24.20 | 4.32 | + |
| Metric | 12258685:solusd:triple_med_gx:lsma255_145 | 12258685:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.8% | 26.39% |
| 6M | 36.64% | 38.87% |
| YTD | 24.2% | 5.6% |
| 1Y | 79.64% | 47.35% |
| 3Y (ann.) | 51.05% | 84.92% |
| 5Y (ann.) | 58.23% | 25.58% |
| Metric | 12258685:solusd:triple_med_gx:lsma255_145 | 12258685:SOLUSD |
|---|---|---|
| Max Drawdown | -30.89% | -93.44% |
| Longest DD Days | 288.0 | 703.0 |
| Avg. Drawdown | -5.38% | -12.1% |
| Avg. Drawdown Days | 26.0 | 46.0 |
| Recovery Factor | 12.85 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-10-21 | -30.89 | 203 |
| 2022-10-06 | 2023-01-03 | -27.17 | 89 |
| 2024-11-30 | 2025-04-12 | -21.62 | 133 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2025-05-14 | 2025-09-01 | -15.23 | 110 |
| 2023-01-04 | 2023-10-19 | -13.16 | 288 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-04-14 | 2022-06-15 | -8.16 | 62 |
| 2022-07-19 | 2022-09-29 | -7.05 | 71 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| Metric | 12258685:solusd:triple_med_gx:lsma255_145 | 12258685:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.36% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 88.97% | 921.46% |
| Worst Year | 20.25% | -88.92% |
| Avg. Up Day | 1.84% | 1.84% |
| Avg. Down Day | -1.37% | -1.45% |
| Avg. Up Week | 9.69% | 11.81% |
| Avg. Down Week | -4.26% | -8.61% |
| Avg. Up Month | 15.91% | 36.97% |
| Avg. Down Month | -5.6% | -22.57% |
| Win Days % | 49.59% | 50.23% |
| Win Month % | 63.33% | 51.16% |
| Win Week % | 61.4% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |