| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 890.53% | 69.75% |
| Max Drawdown | -39.99% | -93.44% |
| Sharpe | 0.73 | 0.32 |
| Sortino | 1.2 | 0.47 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.4 | 1.05 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 17.56 | 3.45 |
| Outlier Loss Ratio | 3.51 | 2.98 |
| Volatility (ann.) | 26.01% | 49.74% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.15 | 0.16 |
| Skew | 2.22 | 0.46 |
| Kurtosis | 29.28 | 11.16 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.23% | 1.18% |
| Expected Yearly % | 77.41% | 14.14% |
| Kelly Criterion | 7.87% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -4.24% |
| Expected Shortfall (cVaR) | -2.19% | -4.24% |
| Year | 12258823:SOLUSD | 12258823:solusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 45.82 | -0.50 | + |
| 2023 | 921.46 | 136.06 | 0.15 | - |
| 2024 | 85.41 | 71.66 | 0.84 | - |
| 2025 | 1.99 | 67.64 | 34.06 | + |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| MTD | 9.58% | -7.75% |
| 3M | 33.67% | 17.41% |
| 6M | 64.32% | 52.72% |
| YTD | 67.64% | 1.99% |
| 1Y | 86.0% | 24.46% |
| 3Y (ann.) | 71.94% | 86.57% |
| 5Y (ann.) | 86.06% | 15.41% |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Max Drawdown | -39.99% | -93.44% |
| Longest DD Days | 199.0 | 703.0 |
| Avg. Drawdown | -6.19% | -14.32% |
| Avg. Drawdown Days | 18.0 | 58.0 |
| Recovery Factor | 22.27 | 0.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-03-12 | -39.99 | 199 |
| 2024-04-01 | 2024-08-06 | -27.34 | 127 |
| 2024-12-05 | 2025-05-07 | -23.74 | 152 |
| 2022-05-16 | 2022-06-15 | -18.86 | 30 |
| 2023-04-30 | 2023-08-29 | -18.75 | 120 |
| 2024-08-09 | 2024-10-20 | -15.27 | 72 |
| 2025-08-14 | 2025-10-01 | -14.75 | 48 |
| 2023-08-30 | 2023-12-02 | -14.73 | 94 |
| 2022-04-20 | 2022-05-13 | -13.34 | 22 |
| 2022-06-16 | 2022-07-18 | -13.31 | 32 |
| Metric | 12258823:solusd:triple_med_gx:lsma100_145 | 12258823:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -18.76% | -51.66% |
| Best Month | 32.85% | 140.02% |
| Worst Month | -18.17% | -56.44% |
| Best Year | 136.06% | 921.46% |
| Worst Year | 45.82% | -91.21% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.5% | -1.59% |
| Avg. Up Week | 8.65% | 10.12% |
| Avg. Down Week | -5.05% | -9.02% |
| Avg. Up Month | 13.39% | 33.12% |
| Avg. Down Month | -8.28% | -24.09% |
| Win Days % | 49.83% | 50.13% |
| Win Month % | 65.85% | 51.11% |
| Win Week % | 60.75% | 47.96% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |