| Metric | 12258688:solusd:triple_med_gx:lsma265_145 | 12258688:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 557.82% | 138.66% |
| Max Drawdown | -29.56% | -93.44% |
| Sharpe | 0.82 | 0.37 |
| Sortino | 1.45 | 0.55 |
| Payoff Ratio | 1.33 | 1.28 |
| Profit Factor | 1.41 | 1.06 |
| Common Sense Ratio | 2.21 | 1.07 |
| CPC Index | 0.95 | 0.68 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 36.22 | 3.13 |
| Outlier Loss Ratio | 3.56 | 2.7 |
| Volatility (ann.) | 18.61% | 50.09% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.42 | 0.3 |
| Skew | 3.99 | 0.49 |
| Kurtosis | 83.06 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.48% | 2.04% |
| Expected Yearly % | 60.15% | 24.29% |
| Kelly Criterion | 13.2% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.26% |
| Expected Shortfall (cVaR) | -1.56% | -4.26% |
| Year | 12258688:SOLUSD | 12258688:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 19.63 | -0.22 | + |
| 2023 | 921.46 | 90.78 | 0.10 | - |
| 2024 | 85.41 | 132.15 | 1.55 | + |
| 2025 | 5.60 | 24.16 | 4.31 | + |
| Metric | 12258688:solusd:triple_med_gx:lsma265_145 | 12258688:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.66% | 26.39% |
| 6M | 34.29% | 38.87% |
| YTD | 24.16% | 5.6% |
| 1Y | 100.74% | 47.35% |
| 3Y (ann.) | 65.06% | 84.92% |
| 5Y (ann.) | 71.62% | 28.33% |
| Metric | 12258688:solusd:triple_med_gx:lsma265_145 | 12258688:SOLUSD |
|---|---|---|
| Max Drawdown | -29.56% | -93.44% |
| Longest DD Days | 171.0 | 703.0 |
| Avg. Drawdown | -5.23% | -11.46% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 18.87 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-01-03 | -29.56 | 142 |
| 2024-04-01 | 2024-09-19 | -28.45 | 171 |
| 2025-05-14 | 2025-09-01 | -17.90 | 110 |
| 2024-11-30 | 2025-04-12 | -17.24 | 133 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2023-01-04 | 2023-04-11 | -12.62 | 97 |
| 2023-07-27 | 2023-10-20 | -9.27 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2022-04-14 | 2022-06-15 | -8.02 | 62 |
| Metric | 12258688:solusd:triple_med_gx:lsma265_145 | 12258688: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 | 132.15% | 921.46% |
| Worst Year | 19.63% | -88.07% |
| Avg. Up Day | 1.82% | 1.82% |
| Avg. Down Day | -1.36% | -1.43% |
| Avg. Up Week | 10.68% | 11.83% |
| Avg. Down Week | -4.15% | -9.04% |
| Avg. Up Month | 16.2% | 36.35% |
| Avg. Down Month | -4.82% | -20.71% |
| Win Days % | 50.38% | 50.25% |
| Win Month % | 63.33% | 51.16% |
| Win Week % | 60.71% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |