| Metric | 12242580:solusd:triple_med_gx:lsma235_105 | 12242580:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 613.26% | 109.64% |
| Max Drawdown | -37.14% | -93.44% |
| Sharpe | 0.71 | 0.35 |
| Sortino | 1.19 | 0.52 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 26.6 | 3.34 |
| Outlier Loss Ratio | 3.41 | 2.93 |
| Volatility (ann.) | 22.61% | 49.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.94 | 0.24 |
| Skew | 2.67 | 0.48 |
| Kurtosis | 46.68 | 11.41 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.46% | 1.66% |
| Expected Yearly % | 63.42% | 20.33% |
| Kelly Criterion | 8.85% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12242580:SOLUSD | 12242580:solusd:triple_med_gx:lsma235_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 26.66 | -0.30 | + |
| 2023 | 921.46 | 124.32 | 0.13 | - |
| 2024 | 85.41 | 32.00 | 0.37 | - |
| 2025 | 6.92 | 90.17 | 13.04 | + |
| Metric | 12242580:solusd:triple_med_gx:lsma235_105 | 12242580:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 3.13% | 24.43% |
| 6M | 11.39% | 56.02% |
| YTD | 90.17% | 6.92% |
| 1Y | 135.95% | 36.69% |
| 3Y (ann.) | 65.25% | 87.68% |
| 5Y (ann.) | 71.88% | 22.64% |
| Metric | 12242580:solusd:triple_med_gx:lsma235_105 | 12242580:SOLUSD |
|---|---|---|
| Max Drawdown | -37.14% | -93.44% |
| Longest DD Days | 171.0 | 703.0 |
| Avg. Drawdown | -5.99% | -13.19% |
| Avg. Drawdown Days | 20.0 | 52.0 |
| Recovery Factor | 16.51 | 1.17 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.14 | 45 |
| 2024-07-19 | 2024-11-08 | -29.83 | 111 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2023-11-25 | 2024-02-29 | -17.38 | 95 |
| 2022-08-05 | 2022-12-14 | -17.25 | 130 |
| 2025-07-18 | 2025-09-12 | -15.24 | 56 |
| 2022-04-10 | 2022-06-19 | -14.65 | 70 |
| 2024-03-01 | 2024-07-16 | -14.12 | 137 |
| 2023-01-29 | 2023-04-28 | -13.71 | 89 |
| Metric | 12242580:solusd:triple_med_gx:lsma235_105 | 12242580:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 40.56% | 140.02% |
| Worst Month | -25.94% | -56.44% |
| Best Year | 124.32% | 921.46% |
| Worst Year | 26.66% | -89.65% |
| Avg. Up Day | 1.98% | 1.98% |
| Avg. Down Day | -1.55% | -1.62% |
| Avg. Up Week | 9.93% | 14.48% |
| Avg. Down Week | -4.34% | -7.67% |
| Avg. Up Month | 14.39% | 32.07% |
| Avg. Down Month | -9.58% | -23.69% |
| Win Days % | 48.9% | 50.23% |
| Win Month % | 66.67% | 53.33% |
| Win Week % | 55.81% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |