| Metric | 12258876:solusd:triple_med_gx:lsma100_145 | 12258876:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 432.18% | 75.78% |
| Max Drawdown | -36.19% | -93.44% |
| Sharpe | 0.58 | 0.33 |
| Sortino | 0.94 | 0.49 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.27 | 1.05 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 18.03 | 3.44 |
| Outlier Loss Ratio | 3.53 | 3.03 |
| Volatility (ann.) | 25.94% | 50.12% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.65 | 0.18 |
| Skew | 2.04 | 0.47 |
| Kurtosis | 27.81 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.87% | 1.29% |
| Expected Yearly % | 51.88% | 15.14% |
| Kelly Criterion | 6.05% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -4.27% |
| Expected Shortfall (cVaR) | -2.19% | -4.27% |
| Year | 12258876:SOLUSD | 12258876:solusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 24.16 | -0.26 | + |
| 2023 | 921.46 | 122.50 | 0.13 | - |
| 2024 | 85.41 | 71.00 | 0.83 | - |
| 2025 | 5.60 | 12.65 | 2.26 | + |
| Metric | 12258876:solusd:triple_med_gx:lsma100_145 | 12258876:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 8.69% | 26.39% |
| 6M | 35.24% | 38.87% |
| YTD | 12.65% | 5.6% |
| 1Y | 39.49% | 47.35% |
| 3Y (ann.) | 50.96% | 84.92% |
| 5Y (ann.) | 59.73% | 17.12% |
| Metric | 12258876:solusd:triple_med_gx:lsma100_145 | 12258876:SOLUSD |
|---|---|---|
| Max Drawdown | -36.19% | -93.44% |
| Longest DD Days | 221.0 | 703.0 |
| Avg. Drawdown | -7.84% | -14.32% |
| Avg. Drawdown Days | 28.0 | 56.0 |
| Recovery Factor | 11.94 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-02-20 | -36.19 | 178 |
| 2024-12-05 | 2025-05-10 | -30.91 | 156 |
| 2024-04-01 | 2024-08-06 | -30.50 | 127 |
| 2023-04-30 | 2023-12-08 | -21.54 | 221 |
| 2022-05-16 | 2022-07-18 | -20.61 | 63 |
| 2022-03-02 | 2022-05-13 | -17.37 | 71 |
| 2025-05-14 | 2025-08-11 | -15.68 | 89 |
| 2024-01-11 | 2024-02-28 | -15.02 | 48 |
| 2024-08-09 | 2024-10-19 | -14.74 | 71 |
| 2023-02-20 | 2023-03-12 | -13.18 | 20 |
| Metric | 12258876:solusd:triple_med_gx:lsma100_145 | 12258876:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.54% | 43.67% |
| Worst Week | -18.76% | -51.66% |
| Best Month | 33.52% | 140.02% |
| Worst Month | -18.41% | -56.44% |
| Best Year | 122.5% | 921.46% |
| Worst Year | 12.65% | -91.21% |
| Avg. Up Day | 1.79% | 1.79% |
| Avg. Down Day | -1.53% | -1.56% |
| Avg. Up Week | 9.23% | 9.94% |
| Avg. Down Week | -4.91% | -9.38% |
| Avg. Up Month | 13.53% | 34.89% |
| Avg. Down Month | -10.06% | -25.29% |
| Win Days % | 49.35% | 50.14% |
| Win Month % | 67.5% | 50.0% |
| Win Week % | 53.92% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |