| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 630.02% | 69.75% |
| Max Drawdown | -42.55% | -93.44% |
| Sharpe | 0.65 | 0.32 |
| Sortino | 1.07 | 0.47 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.32 | 1.05 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 18.13 | 3.43 |
| Outlier Loss Ratio | 3.48 | 2.97 |
| Volatility (ann.) | 25.7% | 49.74% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.68 | 0.16 |
| Skew | 2.29 | 0.46 |
| Kurtosis | 30.67 | 11.16 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.52% | 1.18% |
| Expected Yearly % | 64.37% | 14.14% |
| Kelly Criterion | 7.01% | 6.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.17% | -4.24% |
| Expected Shortfall (cVaR) | -2.17% | -4.24% |
| Year | 12258825:SOLUSD | 12258825:solusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 30.51 | -0.33 | + |
| 2023 | 921.46 | 130.86 | 0.14 | - |
| 2024 | 85.41 | 41.10 | 0.48 | - |
| 2025 | 1.99 | 71.71 | 36.11 | + |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| MTD | 4.99% | -7.75% |
| 3M | 26.67% | 17.41% |
| 6M | 62.46% | 52.72% |
| YTD | 71.71% | 1.99% |
| 1Y | 85.24% | 24.46% |
| 3Y (ann.) | 61.26% | 86.57% |
| 5Y (ann.) | 71.3% | 15.41% |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825:SOLUSD |
|---|---|---|
| Max Drawdown | -42.55% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -6.91% | -14.32% |
| Avg. Drawdown Days | 22.0 | 58.0 |
| Recovery Factor | 14.81 | 0.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-03-12 | -42.55 | 199 |
| 2024-04-01 | 2024-11-10 | -39.79 | 223 |
| 2025-02-09 | 2025-04-12 | -20.05 | 62 |
| 2023-04-30 | 2023-08-29 | -18.36 | 120 |
| 2023-08-30 | 2023-12-07 | -18.20 | 99 |
| 2024-11-10 | 2025-02-09 | -17.05 | 90 |
| 2022-05-16 | 2022-06-15 | -16.70 | 30 |
| 2025-08-14 | 2025-10-02 | -13.98 | 48 |
| 2022-04-20 | 2022-05-13 | -13.34 | 22 |
| 2025-06-11 | 2025-08-07 | -12.88 | 57 |
| Metric | 12258825:solusd:triple_med_gx:lsma95_145 | 12258825: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 | -18.75% | -56.44% |
| Best Year | 130.86% | 921.46% |
| Worst Year | 30.51% | -91.21% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.51% | -1.59% |
| Avg. Up Week | 8.97% | 10.27% |
| Avg. Down Week | -5.66% | -9.07% |
| Avg. Up Month | 14.45% | 41.06% |
| Avg. Down Month | -8.95% | -24.09% |
| Win Days % | 49.5% | 50.13% |
| Win Month % | 60.98% | 51.11% |
| Win Week % | 58.65% | 47.96% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |