| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 440.56% | 110.83% |
| Max Drawdown | -37.86% | -93.44% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 1.06 | 0.52 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.5 | 1.06 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 27.17 | 3.29 |
| Outlier Loss Ratio | 3.51 | 2.89 |
| Volatility (ann.) | 21.89% | 49.76% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.55 | 0.24 |
| Skew | 2.8 | 0.47 |
| Kurtosis | 50.47 | 11.25 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.82% | 1.67% |
| Expected Yearly % | 52.48% | 20.5% |
| Kelly Criterion | 6.68% | 8.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.24% |
| Expected Shortfall (cVaR) | -1.85% | -4.24% |
| Year | 12242686:SOLUSD | 12242686:solusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 61.96 | -0.70 | + |
| 2023 | 921.46 | 99.58 | 0.11 | - |
| 2024 | 85.41 | 35.09 | 0.41 | - |
| 2025 | 1.99 | 23.79 | 11.98 | + |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -21.55% | 17.41% |
| 6M | -11.78% | 52.72% |
| YTD | 23.79% | 1.99% |
| 1Y | 46.28% | 24.46% |
| 3Y (ann.) | 46.4% | 86.57% |
| 5Y (ann.) | 58.68% | 22.64% |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Max Drawdown | -37.86% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -6.39% | -12.93% |
| Avg. Drawdown Days | 21.0 | 49.0 |
| Recovery Factor | 11.64 | 1.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-01-18 | -37.86 | 181 |
| 2022-12-14 | 2023-10-21 | -30.18 | 310 |
| 2025-06-30 | 2025-10-16 | -26.89 | 107 |
| 2022-03-25 | 2022-06-15 | -25.01 | 82 |
| 2025-02-04 | 2025-05-09 | -24.97 | 94 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2024-04-01 | 2024-05-15 | -9.29 | 44 |
| 2022-07-30 | 2022-09-23 | -9.07 | 55 |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.75% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 41.09% | 140.02% |
| Worst Month | -34.22% | -56.44% |
| Best Year | 99.58% | 921.46% |
| Worst Year | 23.79% | -89.08% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.52% | -1.59% |
| Avg. Up Week | 8.97% | 13.18% |
| Avg. Down Week | -4.29% | -7.69% |
| Avg. Up Month | 16.24% | 29.68% |
| Avg. Down Month | -10.79% | -23.45% |
| Win Days % | 48.17% | 50.2% |
| Win Month % | 66.67% | 53.33% |
| Win Week % | 54.35% | 48.45% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |