| Metric | 12242585:solusd:triple_med_gx:lsma275_105 | 12242585:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 662.35% | 142.43% |
| Max Drawdown | -44.13% | -93.44% |
| Sharpe | 0.75 | 0.38 |
| Sortino | 1.24 | 0.56 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 24.61 | 3.41 |
| Outlier Loss Ratio | 3.55 | 2.96 |
| Volatility (ann.) | 23.03% | 50.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.8 | 0.31 |
| Skew | 2.08 | 0.49 |
| Kurtosis | 35.75 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.84% | 2.08% |
| Expected Yearly % | 66.16% | 24.78% |
| Kelly Criterion | 9.14% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.26% |
| Expected Shortfall (cVaR) | -1.94% | -4.26% |
| Year | 12242585:SOLUSD | 12242585:solusd:triple_med_gx:lsma275_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 18.57 | -0.21 | + |
| 2023 | 921.46 | 141.84 | 0.15 | - |
| 2024 | 85.41 | 46.84 | 0.55 | - |
| 2025 | 5.60 | 81.05 | 14.47 | + |
| Metric | 12242585:solusd:triple_med_gx:lsma275_105 | 12242585:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 4.91% | 26.39% |
| 6M | 41.88% | 38.87% |
| YTD | 81.05% | 5.6% |
| 1Y | 160.51% | 47.35% |
| 3Y (ann.) | 61.92% | 84.92% |
| 5Y (ann.) | 79.28% | 28.98% |
| Metric | 12242585:solusd:triple_med_gx:lsma275_105 | 12242585:SOLUSD |
|---|---|---|
| Max Drawdown | -44.13% | -93.44% |
| Longest DD Days | 249.0 | 703.0 |
| Avg. Drawdown | -5.99% | -10.56% |
| Avg. Drawdown Days | 19.0 | 40.0 |
| Recovery Factor | 15.01 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-30 | -44.13 | 215 |
| 2024-03-01 | 2024-11-06 | -31.07 | 249 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2023-04-30 | 2023-10-20 | -15.71 | 172 |
| 2025-07-18 | 2025-08-28 | -15.24 | 41 |
| 2022-04-10 | 2022-06-19 | -14.38 | 70 |
| 2024-01-09 | 2024-02-28 | -13.26 | 50 |
| 2025-02-04 | 2025-04-03 | -12.51 | 58 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| Metric | 12242585:solusd:triple_med_gx:lsma275_105 | 12242585:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 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 | 141.84% | 921.46% |
| Worst Year | 18.57% | -87.88% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.5% | -1.56% |
| Avg. Up Week | 10.11% | 13.48% |
| Avg. Down Week | -4.35% | -8.26% |
| Avg. Up Month | 18.0% | 35.09% |
| Avg. Down Month | -6.27% | -20.38% |
| Win Days % | 49.58% | 50.25% |
| Win Month % | 55.56% | 51.16% |
| Win Week % | 55.42% | 48.39% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |