| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 1,272.26% | 130.48% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.88 | 0.36 |
| Sortino | 1.53 | 0.54 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 23.56 | 3.43 |
| Outlier Loss Ratio | 3.55 | 2.92 |
| Volatility (ann.) | 23.73% | 49.7% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.75 | 0.28 |
| Skew | 2.98 | 0.48 |
| Kurtosis | 45.48 | 11.45 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 6.13% | 1.92% |
| Expected Yearly % | 92.47% | 23.21% |
| Kelly Criterion | 11.15% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -4.23% |
| Expected Shortfall (cVaR) | -1.99% | -4.23% |
| Year | 12242645:SOLUSD | 12242645:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 97.73 | -1.11 | + |
| 2023 | 921.46 | 125.01 | 0.14 | - |
| 2024 | 85.41 | 80.26 | 0.94 | - |
| 2025 | 1.99 | 71.10 | 35.80 | + |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -9.39% | 17.41% |
| 6M | 7.92% | 52.72% |
| YTD | 71.1% | 1.99% |
| 1Y | 121.81% | 24.46% |
| 3Y (ann.) | 80.84% | 86.57% |
| 5Y (ann.) | 106.54% | 26.02% |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -5.69% | -11.46% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 32.81 | 1.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2024-04-01 | 2024-10-14 | -30.32 | 196 |
| 2025-05-16 | 2025-10-16 | -20.32 | 152 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-04-30 | 2023-10-21 | -16.93 | 173 |
| 2023-01-29 | 2023-04-12 | -16.28 | 72 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -14.98 | 64 |
| 2023-11-29 | 2024-02-28 | -13.57 | 91 |
| 2025-02-04 | 2025-04-04 | -12.43 | 59 |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 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 | 125.01% | 921.46% |
| Worst Year | 71.1% | -88.07% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 10.09% | 11.69% |
| Avg. Down Week | -4.51% | -6.92% |
| Avg. Up Month | 19.17% | 34.78% |
| Avg. Down Month | -6.24% | -19.02% |
| Win Days % | 49.4% | 50.23% |
| Win Month % | 56.76% | 52.27% |
| Win Week % | 56.63% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |