| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 661.04% | 51.38% |
| Max Drawdown | -29.05% | -93.44% |
| Sharpe | 0.78 | 0.3 |
| Sortino | 1.34 | 0.44 |
| Payoff Ratio | 1.34 | 1.3 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.94 | 1.04 |
| CPC Index | 0.87 | 0.69 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 31.98 | 3.27 |
| Outlier Loss Ratio | 3.56 | 2.8 |
| Volatility (ann.) | 19.46% | 49.48% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.42 | 0.12 |
| Skew | 3.04 | 0.46 |
| Kurtosis | 49.16 | 11.09 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.41% | 0.89% |
| Expected Yearly % | 66.09% | 10.92% |
| Kelly Criterion | 9.85% | 11.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.22% |
| Expected Shortfall (cVaR) | -1.63% | -4.22% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 47.21 | -0.53 | + |
| 2023 | 921.46 | 136.79 | 0.15 | - |
| 2024 | 85.41 | -1.98 | -0.02 | - |
| 2025 | -27.52 | 122.73 | -4.46 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 6.27% | -36.97% |
| 6M | 11.55% | -17.14% |
| YTD | 122.73% | -27.52% |
| 1Y | 122.73% | -36.85% |
| 3Y (ann.) | 62.12% | 115.85% |
| 5Y (ann.) | 70.33% | 11.49% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -29.05% | -93.44% |
| Longest DD Days | 327.0 | 703.0 |
| Avg. Drawdown | -5.24% | -12.52% |
| Avg. Drawdown Days | 20.0 | 49.0 |
| Recovery Factor | 22.75 | 0.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2024-11-27 | -29.05 | 327 |
| 2022-12-14 | 2023-10-16 | -26.27 | 305 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-09-27 | 2022-11-10 | -14.28 | 44 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2022-06-06 | 2022-06-19 | -13.27 | 13 |
| 2025-07-18 | 2025-09-12 | -13.25 | 55 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| 2023-11-11 | 2023-11-25 | -11.92 | 14 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -14.4% | -51.66% |
| Best Month | 61.52% | 140.02% |
| Worst Month | -18.87% | -56.44% |
| Best Year | 136.79% | 921.46% |
| Worst Year | -1.98% | -88.97% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.44% | -1.49% |
| Avg. Up Week | 10.05% | 13.51% |
| Avg. Down Week | -4.31% | -6.65% |
| Avg. Up Month | 16.37% | 33.36% |
| Avg. Down Month | -6.48% | -17.68% |
| Win Days % | 48.37% | 50.17% |
| Win Month % | 60.98% | 53.19% |
| Win Week % | 58.82% | 47.29% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |