| Metric | 12242577:solusd:triple_med_gx:lsma230_105 | 12242577:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 684.44% | 122.21% |
| Max Drawdown | -37.14% | -93.44% |
| Sharpe | 0.74 | 0.36 |
| Sortino | 1.25 | 0.53 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.63 | 1.07 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 27.0 | 3.35 |
| Outlier Loss Ratio | 3.39 | 2.92 |
| Volatility (ann.) | 22.47% | 49.72% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.06 | 0.26 |
| Skew | 2.67 | 0.48 |
| Kurtosis | 47.45 | 11.37 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.68% | 1.79% |
| Expected Yearly % | 67.36% | 22.09% |
| Kelly Criterion | 9.53% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12242577:SOLUSD | 12242577:solusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 41.61 | -0.47 | + |
| 2023 | 921.46 | 124.20 | 0.13 | - |
| 2024 | 85.41 | 28.75 | 0.34 | - |
| 2025 | 6.92 | 91.91 | 13.29 | + |
| Metric | 12242577:solusd:triple_med_gx:lsma230_105 | 12242577:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 3.13% | 24.43% |
| 6M | 12.41% | 56.02% |
| YTD | 91.91% | 6.92% |
| 1Y | 138.1% | 36.69% |
| 3Y (ann.) | 66.56% | 87.68% |
| 5Y (ann.) | 76.37% | 24.6% |
| Metric | 12242577:solusd:triple_med_gx:lsma230_105 | 12242577:SOLUSD |
|---|---|---|
| Max Drawdown | -37.14% | -93.44% |
| Longest DD Days | 308.0 | 703.0 |
| Avg. Drawdown | -5.65% | -12.91% |
| Avg. Drawdown Days | 18.0 | 50.0 |
| Recovery Factor | 18.43 | 1.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-19 | -37.14 | 308 |
| 2024-07-19 | 2024-11-10 | -29.83 | 113 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2025-07-18 | 2025-09-12 | -15.24 | 56 |
| 2022-04-10 | 2022-06-19 | -14.46 | 70 |
| 2024-03-01 | 2024-07-16 | -13.61 | 137 |
| 2022-09-27 | 2022-11-10 | -12.89 | 44 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2023-11-25 | 2024-01-09 | -12.17 | 44 |
| Metric | 12242577:solusd:triple_med_gx:lsma230_105 | 12242577:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.75% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 40.56% | 140.02% |
| Worst Month | -25.94% | -56.44% |
| Best Year | 124.2% | 921.46% |
| Worst Year | 28.75% | -89.03% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.55% | -1.63% |
| Avg. Up Week | 9.6% | 14.56% |
| Avg. Down Week | -4.1% | -7.87% |
| Avg. Up Month | 14.17% | 32.38% |
| Avg. Down Month | -9.32% | -23.44% |
| Win Days % | 49.54% | 50.24% |
| Win Month % | 69.23% | 53.33% |
| Win Week % | 55.81% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |