| Metric | 12258742:solusd:triple_med_gx:lsma265_145 | 12258742:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 463.59% | 138.66% |
| Max Drawdown | -32.55% | -93.44% |
| Sharpe | 0.76 | 0.37 |
| Sortino | 1.37 | 0.55 |
| Payoff Ratio | 1.36 | 1.3 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 1.97 | 1.07 |
| CPC Index | 0.93 | 0.69 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 37.41 | 3.12 |
| Outlier Loss Ratio | 3.61 | 2.69 |
| Volatility (ann.) | 18.4% | 50.09% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.97 | 0.3 |
| Skew | 4.19 | 0.49 |
| Kurtosis | 87.05 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.1% | 2.04% |
| Expected Yearly % | 54.08% | 24.29% |
| Kelly Criterion | 12.34% | 12.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.26% |
| Expected Shortfall (cVaR) | -1.55% | -4.26% |
| Year | 12258742:SOLUSD | 12258742:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 8.31 | -0.09 | + |
| 2023 | 921.46 | 80.85 | 0.09 | - |
| 2024 | 85.41 | 115.41 | 1.35 | + |
| 2025 | 5.60 | 33.58 | 5.99 | + |
| Metric | 12258742:solusd:triple_med_gx:lsma265_145 | 12258742:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.52% | 26.39% |
| 6M | 44.17% | 38.87% |
| YTD | 33.58% | 5.6% |
| 1Y | 106.5% | 47.35% |
| 3Y (ann.) | 59.94% | 84.92% |
| 5Y (ann.) | 64.18% | 28.33% |
| Metric | 12258742:solusd:triple_med_gx:lsma265_145 | 12258742:SOLUSD |
|---|---|---|
| Max Drawdown | -32.55% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -5.03% | -11.46% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 14.24 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-04 | -32.55 | 168 |
| 2024-04-01 | 2024-09-20 | -25.85 | 172 |
| 2022-06-16 | 2022-07-14 | -15.70 | 28 |
| 2024-11-30 | 2025-04-12 | -15.02 | 132 |
| 2025-05-14 | 2025-09-01 | -11.99 | 110 |
| 2023-02-02 | 2023-04-11 | -10.93 | 67 |
| 2023-01-04 | 2023-02-02 | -9.41 | 28 |
| 2023-07-27 | 2023-10-20 | -9.07 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12258742:solusd:triple_med_gx:lsma265_145 | 12258742: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 | 115.41% | 921.46% |
| Worst Year | 8.31% | -88.07% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.34% | -1.4% |
| Avg. Up Week | 9.67% | 12.84% |
| Avg. Down Week | -3.53% | -8.76% |
| Avg. Up Month | 14.5% | 35.64% |
| Avg. Down Month | -5.26% | -20.22% |
| Win Days % | 49.55% | 50.25% |
| Win Month % | 65.52% | 51.16% |
| Win Week % | 58.18% | 48.39% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |