| Metric | 12242648:solusd:triple_med_gx:lsma295_105 | 12242648:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 755.21% | 132.53% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.75 | 0.37 |
| Sortino | 1.26 | 0.54 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 22.96 | 3.41 |
| Outlier Loss Ratio | 3.48 | 2.93 |
| Volatility (ann.) | 23.57% | 49.74% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.11 | 0.28 |
| Skew | 2.42 | 0.48 |
| Kurtosis | 37.51 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.0% | 1.94% |
| Expected Yearly % | 71.01% | 23.49% |
| Kelly Criterion | 9.36% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.23% |
| Expected Shortfall (cVaR) | -1.98% | -4.23% |
| Year | 12242648:SOLUSD | 12242648:solusd:triple_med_gx:lsma295_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 64.58 | -0.73 | + |
| 2023 | 921.46 | 124.65 | 0.14 | - |
| 2024 | 85.41 | 61.70 | 0.72 | - |
| 2025 | 1.99 | 43.04 | 21.67 | + |
| Metric | 12242648:solusd:triple_med_gx:lsma295_105 | 12242648:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -9.18% | 17.41% |
| 6M | 2.91% | 52.72% |
| YTD | 43.04% | 1.99% |
| 1Y | 90.08% | 24.46% |
| 3Y (ann.) | 55.45% | 86.57% |
| 5Y (ann.) | 81.84% | 26.51% |
| Metric | 12242648:solusd:triple_med_gx:lsma295_105 | 12242648:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -6.44% | -10.7% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 19.48 | 1.42 |
| Ulcer Index | 1.06 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2024-04-01 | 2024-11-06 | -37.62 | 219 |
| 2025-05-16 | 2025-10-16 | -25.39 | 152 |
| 2022-04-10 | 2022-06-15 | -19.26 | 66 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-04-25 | -17.44 | 86 |
| 2023-04-30 | 2023-10-21 | -16.40 | 173 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2024-01-09 | 2024-02-28 | -14.91 | 50 |
| 2022-09-27 | 2022-12-14 | -14.11 | 78 |
| Metric | 12242648:solusd:triple_med_gx:lsma295_105 | 12242648: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 | 124.65% | 921.46% |
| Worst Year | 43.04% | -87.96% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.49% | -1.55% |
| Avg. Up Week | 9.92% | 11.91% |
| Avg. Down Week | -5.04% | -7.27% |
| Avg. Up Month | 19.35% | 39.97% |
| Avg. Down Month | -8.11% | -19.02% |
| Win Days % | 49.43% | 50.21% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 55.56% | 48.69% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |