| Metric | 12259353:solusd:triple_med_gx:lsma100_145 | 12259353:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 285.78% | 32.69% |
| Max Drawdown | -25.54% | -93.44% |
| Sharpe | 0.59 | 0.28 |
| Sortino | 0.96 | 0.42 |
| Payoff Ratio | 1.25 | 1.15 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 2.12 | 1.04 |
| CPC Index | 0.85 | 0.6 |
| Tail Ratio | 1.58 | 1.0 |
| Outlier Win Ratio | 45.5 | 3.03 |
| Outlier Loss Ratio | 3.12 | 2.65 |
| Volatility (ann.) | 17.52% | 49.49% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.65 | 0.08 |
| Skew | 2.29 | 0.46 |
| Kurtosis | 114.2 | 11.04 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.91% | 0.6% |
| Expected Yearly % | 40.15% | 7.33% |
| Kelly Criterion | 10.74% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.22% |
| Expected Shortfall (cVaR) | -1.48% | -4.22% |
| Year | 12259353:SOLUSD | 12259353:solusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 16.95 | -0.19 | + |
| 2023 | 921.46 | 41.46 | 0.04 | - |
| 2024 | 85.41 | 83.31 | 0.98 | - |
| 2025 | -27.33 | 27.21 | -1.00 | + |
| Metric | 12259353:solusd:triple_med_gx:lsma100_145 | 12259353:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | -16.37% | -36.8% |
| 6M | -10.75% | -14.9% |
| YTD | 27.21% | -27.33% |
| 1Y | 27.21% | -36.69% |
| 3Y (ann.) | 45.03% | 116.03% |
| 5Y (ann.) | 42.26% | 7.66% |
| Metric | 12259353:solusd:triple_med_gx:lsma100_145 | 12259353:SOLUSD |
|---|---|---|
| Max Drawdown | -25.54% | -93.44% |
| Longest DD Days | 269.0 | 703.0 |
| Avg. Drawdown | -4.75% | -13.63% |
| Avg. Drawdown Days | 24.0 | 58.0 |
| Recovery Factor | 11.19 | 0.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-05-15 | -25.54 | 74 |
| 2022-08-15 | 2023-04-11 | -24.38 | 239 |
| 2025-10-27 | 2025-12-10 | -24.21 | 44 |
| 2024-04-01 | 2024-08-06 | -17.82 | 127 |
| 2025-03-09 | 2025-04-09 | -11.59 | 31 |
| 2023-04-14 | 2024-01-08 | -9.84 | 269 |
| 2022-05-16 | 2022-07-16 | -8.69 | 61 |
| 2025-05-14 | 2025-09-09 | -8.59 | 118 |
| 2022-02-25 | 2022-02-28 | -7.88 | 2 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| Metric | 12259353:solusd:triple_med_gx:lsma100_145 | 12259353:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 21.18% | 43.67% |
| Worst Week | -11.38% | -51.66% |
| Best Month | 23.43% | 140.02% |
| Worst Month | -17.22% | -56.44% |
| Best Year | 83.31% | 921.46% |
| Worst Year | 16.95% | -90.36% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.54% | -1.69% |
| Avg. Up Week | 8.45% | 10.73% |
| Avg. Down Week | -2.99% | -11.53% |
| Avg. Up Month | 9.95% | 22.46% |
| Avg. Down Month | -5.22% | -24.61% |
| Win Days % | 50.39% | 50.13% |
| Win Month % | 69.44% | 51.06% |
| Win Week % | 54.1% | 47.06% |
| Win Quarter % | 81.25% | 56.25% |
| Win Year % | 100.0% | 50.0% |