| Metric | 12242646:solusd:triple_med_gx:lsma290_105 | 12242646:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 632.99% | 138.06% |
| Max Drawdown | -43.2% | -93.44% |
| Sharpe | 0.71 | 0.37 |
| Sortino | 1.18 | 0.55 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.06 | 1.01 |
| Outlier Win Ratio | 23.21 | 3.41 |
| Outlier Loss Ratio | 3.48 | 2.93 |
| Volatility (ann.) | 23.53% | 49.74% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.72 | 0.29 |
| Skew | 2.4 | 0.48 |
| Kurtosis | 37.86 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.63% | 1.99% |
| Expected Yearly % | 64.54% | 24.21% |
| Kelly Criterion | 8.64% | 9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.23% |
| Expected Shortfall (cVaR) | -1.98% | -4.23% |
| Year | 12242646:SOLUSD | 12242646:solusd:triple_med_gx:lsma290_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 47.68 | -0.54 | + |
| 2023 | 921.46 | 119.46 | 0.13 | - |
| 2024 | 85.41 | 55.18 | 0.65 | - |
| 2025 | 1.99 | 45.74 | 23.03 | + |
| Metric | 12242646:solusd:triple_med_gx:lsma290_105 | 12242646:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -9.82% | 17.41% |
| 6M | 2.2% | 52.72% |
| YTD | 45.74% | 1.99% |
| 1Y | 88.97% | 24.46% |
| 3Y (ann.) | 49.24% | 86.57% |
| 5Y (ann.) | 74.12% | 27.31% |
| Metric | 12242646:solusd:triple_med_gx:lsma290_105 | 12242646:SOLUSD |
|---|---|---|
| Max Drawdown | -43.2% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -6.14% | -10.15% |
| Avg. Drawdown Days | 20.0 | 40.0 |
| Recovery Factor | 14.65 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-26 | -43.20 | 211 |
| 2024-04-01 | 2024-11-06 | -35.26 | 219 |
| 2025-05-16 | 2025-10-16 | -24.94 | 152 |
| 2023-04-30 | 2023-10-21 | -19.35 | 173 |
| 2022-04-10 | 2022-06-15 | -19.26 | 66 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2023-11-30 | 2024-02-29 | -15.47 | 90 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2022-08-11 | 2022-09-24 | -10.22 | 44 |
| Metric | 12242646:solusd:triple_med_gx:lsma290_105 | 12242646:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 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 | 119.46% | 921.46% |
| Worst Year | 45.74% | -87.67% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.49% | -1.55% |
| Avg. Up Week | 10.0% | 11.96% |
| Avg. Down Week | -5.17% | -7.27% |
| Avg. Up Month | 18.4% | 35.06% |
| Avg. Down Month | -8.68% | -19.02% |
| Win Days % | 49.08% | 50.22% |
| Win Month % | 56.76% | 52.27% |
| Win Week % | 54.22% | 48.69% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |