| Metric | 12242639:solusd:triple_med_gx:lsma240_105 | 12242639:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 915.08% | 95.11% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.8 | 0.34 |
| Sortino | 1.39 | 0.5 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 25.44 | 3.41 |
| Outlier Loss Ratio | 3.49 | 2.92 |
| Volatility (ann.) | 23.32% | 49.67% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.31 | 0.22 |
| Skew | 3.1 | 0.48 |
| Kurtosis | 49.07 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.41% | 1.53% |
| Expected Yearly % | 78.49% | 18.19% |
| Kelly Criterion | 9.91% | 10.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -4.23% |
| Expected Shortfall (cVaR) | -1.96% | -4.23% |
| Year | 12242639:SOLUSD | 12242639:solusd:triple_med_gx:lsma240_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 92.64 | -1.03 | + |
| 2023 | 921.46 | 109.80 | 0.12 | - |
| 2024 | 85.41 | 46.25 | 0.54 | - |
| 2025 | 1.99 | 71.74 | 36.12 | + |
| Metric | 12242639:solusd:triple_med_gx:lsma240_105 | 12242639:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -17.61% | 17.41% |
| 6M | 4.25% | 52.72% |
| YTD | 71.74% | 1.99% |
| 1Y | 113.35% | 24.46% |
| 3Y (ann.) | 67.43% | 86.57% |
| 5Y (ann.) | 89.44% | 20.23% |
| Metric | 12242639:solusd:triple_med_gx:lsma240_105 | 12242639:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -5.86% | -13.6% |
| Avg. Drawdown Days | 19.0 | 54.0 |
| Recovery Factor | 23.6 | 1.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2024-04-01 | 2024-11-07 | -33.80 | 220 |
| 2025-07-18 | 2025-10-16 | -21.97 | 89 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-20 | -16.82 | 263 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -15.42 | 64 |
| 2024-01-09 | 2024-02-28 | -13.17 | 50 |
| 2023-11-25 | 2024-01-09 | -12.25 | 44 |
| 2024-11-12 | 2025-01-15 | -10.18 | 64 |
| Metric | 12242639:solusd:triple_med_gx:lsma240_105 | 12242639:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 109.8% | 921.46% |
| Worst Year | 46.25% | -89.9% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.51% | -1.59% |
| Avg. Up Week | 9.55% | 11.79% |
| Avg. Down Week | -4.01% | -7.6% |
| Avg. Up Month | 18.33% | 33.23% |
| Avg. Down Month | -6.26% | -19.11% |
| Win Days % | 48.61% | 50.2% |
| Win Month % | 55.26% | 52.27% |
| Win Week % | 52.27% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |