| Metric | 12258695:solusd:triple_med_gx:lsma295_145 | 12258695:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 402.77% | 140.78% |
| Max Drawdown | -36.65% | -93.44% |
| Sharpe | 0.69 | 0.38 |
| Sortino | 1.2 | 0.56 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 33.04 | 3.16 |
| Outlier Loss Ratio | 3.48 | 2.77 |
| Volatility (ann.) | 19.5% | 50.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.62 | 0.31 |
| Skew | 3.51 | 0.49 |
| Kurtosis | 70.18 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.83% | 2.06% |
| Expected Yearly % | 49.74% | 24.57% |
| Kelly Criterion | 10.62% | 9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.26% |
| Expected Shortfall (cVaR) | -1.64% | -4.26% |
| Year | 12258695:SOLUSD | 12258695:solusd:triple_med_gx:lsma295_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 17.90 | -0.20 | + |
| 2023 | 921.46 | 92.92 | 0.10 | - |
| 2024 | 85.41 | 86.56 | 1.01 | + |
| 2025 | 5.60 | 18.49 | 3.30 | + |
| Metric | 12258695:solusd:triple_med_gx:lsma295_145 | 12258695:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.94% | 26.39% |
| 6M | 25.74% | 38.87% |
| YTD | 18.49% | 5.6% |
| 1Y | 77.88% | 47.35% |
| 3Y (ann.) | 48.51% | 84.92% |
| 5Y (ann.) | 59.36% | 28.86% |
| Metric | 12258695:solusd:triple_med_gx:lsma295_145 | 12258695:SOLUSD |
|---|---|---|
| Max Drawdown | -36.65% | -93.44% |
| Longest DD Days | 242.0 | 703.0 |
| Avg. Drawdown | -5.96% | -10.7% |
| Avg. Drawdown Days | 25.0 | 41.0 |
| Recovery Factor | 10.99 | 1.51 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-06 | -36.65 | 219 |
| 2022-08-13 | 2023-04-12 | -35.53 | 242 |
| 2025-05-14 | 2025-09-01 | -21.88 | 110 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2024-11-30 | 2025-04-12 | -15.26 | 132 |
| 2022-04-14 | 2022-06-15 | -12.65 | 62 |
| 2023-07-27 | 2023-10-20 | -10.48 | 84 |
| 2023-04-30 | 2023-07-26 | -9.01 | 87 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12258695:solusd:triple_med_gx:lsma295_145 | 12258695: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 | 92.92% | 921.46% |
| Worst Year | 17.9% | -87.96% |
| Avg. Up Day | 1.78% | 1.78% |
| Avg. Down Day | -1.42% | -1.48% |
| Avg. Up Week | 11.12% | 12.11% |
| Avg. Down Week | -5.03% | -8.65% |
| Avg. Up Month | 16.47% | 41.69% |
| Avg. Down Month | -7.25% | -20.22% |
| Win Days % | 50.28% | 50.23% |
| Win Month % | 63.33% | 51.16% |
| Win Week % | 58.18% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |