| Metric | 12242687:solusd:triple_med_gx:lsma210_105 | 12242687:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 623.8% | 125.89% |
| Max Drawdown | -39.31% | -93.44% |
| Sharpe | 0.72 | 0.36 |
| Sortino | 1.21 | 0.53 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.57 | 1.06 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 26.28 | 3.32 |
| Outlier Loss Ratio | 3.52 | 2.89 |
| Volatility (ann.) | 22.39% | 49.72% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.83 | 0.27 |
| Skew | 2.98 | 0.48 |
| Kurtosis | 52.65 | 11.31 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.5% | 1.83% |
| Expected Yearly % | 64.02% | 22.6% |
| Kelly Criterion | 8.07% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12242687:SOLUSD | 12242687:solusd:triple_med_gx:lsma210_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.30 | 49.16 | -0.56 | + |
| 2023 | 921.46 | 106.81 | 0.12 | - |
| 2024 | 85.41 | 68.94 | 0.81 | - |
| 2025 | 1.99 | 38.89 | 19.58 | + |
| Metric | 12242687:solusd:triple_med_gx:lsma210_105 | 12242687:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.01% | 17.41% |
| 6M | -7.81% | 52.72% |
| YTD | 38.89% | 1.99% |
| 1Y | 61.38% | 24.46% |
| 3Y (ann.) | 58.27% | 86.57% |
| 5Y (ann.) | 72.08% | 25.04% |
| Metric | 12242687:solusd:triple_med_gx:lsma210_105 | 12242687:SOLUSD |
|---|---|---|
| Max Drawdown | -39.31% | -93.44% |
| Longest DD Days | 312.0 | 703.0 |
| Avg. Drawdown | -6.1% | -12.51% |
| Avg. Drawdown Days | 20.0 | 47.0 |
| Recovery Factor | 15.87 | 1.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-23 | -39.31 | 312 |
| 2024-07-20 | 2024-11-08 | -29.91 | 110 |
| 2025-05-14 | 2025-10-16 | -27.45 | 155 |
| 2022-03-25 | 2022-06-15 | -24.63 | 82 |
| 2025-02-04 | 2025-04-12 | -23.35 | 67 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2022-07-30 | 2022-09-23 | -9.07 | 55 |
| Metric | 12242687:solusd:triple_med_gx:lsma210_105 | 12242687:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.8% | 43.67% |
| Worst Week | -18.32% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -34.95% | -56.44% |
| Best Year | 106.81% | 921.46% |
| Worst Year | 38.89% | -88.3% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 9.07% | 13.26% |
| Avg. Down Week | -4.87% | -7.19% |
| Avg. Up Month | 16.42% | 29.51% |
| Avg. Down Month | -12.12% | -20.61% |
| Win Days % | 48.74% | 50.22% |
| Win Month % | 70.73% | 53.33% |
| Win Week % | 58.89% | 48.45% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |