| Metric | 12258741:solusd:triple_med_gx:lsma255_145 | 12258741:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 537.24% | 52.49% |
| Max Drawdown | -29.65% | -93.44% |
| Sharpe | 0.78 | 0.3 |
| Sortino | 1.41 | 0.45 |
| Payoff Ratio | 1.36 | 1.3 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | 2.26 | 1.06 |
| CPC Index | 0.96 | 0.69 |
| Tail Ratio | 1.59 | 1.01 |
| Outlier Win Ratio | 39.43 | 3.09 |
| Outlier Loss Ratio | 3.57 | 2.64 |
| Volatility (ann.) | 17.67% | 49.4% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.14 | 0.13 |
| Skew | 4.4 | 0.47 |
| Kurtosis | 94.85 | 11.29 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.11% | 0.92% |
| Expected Yearly % | 58.88% | 11.12% |
| Kelly Criterion | 13.18% | 11.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.21% |
| Expected Shortfall (cVaR) | -1.48% | -4.21% |
| Year | 12258741:SOLUSD | 12258741:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 5.45 | -0.06 | + |
| 2023 | 921.46 | 72.77 | 0.08 | - |
| 2024 | 85.41 | 127.66 | 1.49 | + |
| 2025 | -27.33 | 53.63 | -1.96 | + |
| Metric | 12258741:solusd:triple_med_gx:lsma255_145 | 12258741:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | -1.34% | -36.8% |
| 6M | 9.27% | -14.9% |
| YTD | 53.63% | -27.33% |
| 1Y | 53.63% | -36.69% |
| 3Y (ann.) | 68.69% | 116.03% |
| 5Y (ann.) | 63.5% | 11.85% |
| Metric | 12258741:solusd:triple_med_gx:lsma255_145 | 12258741:SOLUSD |
|---|---|---|
| Max Drawdown | -29.65% | -93.44% |
| Longest DD Days | 188.0 | 703.0 |
| Avg. Drawdown | -4.63% | -12.1% |
| Avg. Drawdown Days | 23.0 | 50.0 |
| Recovery Factor | 18.12 | 0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-03 | -29.65 | 168 |
| 2024-04-01 | 2024-09-18 | -24.60 | 170 |
| 2024-11-30 | 2025-04-12 | -17.96 | 133 |
| 2022-06-16 | 2022-07-14 | -15.70 | 28 |
| 2022-03-05 | 2022-06-15 | -13.10 | 102 |
| 2023-02-02 | 2023-04-11 | -12.26 | 67 |
| 2025-05-14 | 2025-09-02 | -9.77 | 111 |
| 2023-04-14 | 2023-10-20 | -9.64 | 188 |
| 2023-01-04 | 2023-02-02 | -9.41 | 28 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12258741:solusd:triple_med_gx:lsma255_145 | 12258741:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 31.76% | 140.02% |
| Worst Month | -20.45% | -56.44% |
| Best Year | 127.66% | 921.46% |
| Worst Year | 5.45% | -88.92% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.32% | -1.39% |
| Avg. Up Week | 10.27% | 13.1% |
| Avg. Down Week | -3.95% | -8.75% |
| Avg. Up Month | 14.57% | 33.66% |
| Avg. Down Month | -6.15% | -22.23% |
| Win Days % | 50.0% | 50.18% |
| Win Month % | 67.74% | 52.17% |
| Win Week % | 58.62% | 47.5% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 50.0% |