| Metric | 12242689:solusd:triple_med_gx:lsma215_105 | 12242689:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 559.69% | 116.15% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.69 | 0.35 |
| Sortino | 1.16 | 0.52 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 26.35 | 3.33 |
| Outlier Loss Ratio | 3.51 | 2.89 |
| Volatility (ann.) | 22.44% | 49.72% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.77 | 0.25 |
| Skew | 2.98 | 0.48 |
| Kurtosis | 52.27 | 11.32 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.28% | 1.73% |
| Expected Yearly % | 60.26% | 21.25% |
| Kelly Criterion | 7.92% | 9.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12242689:SOLUSD | 12242689:solusd:triple_med_gx:lsma215_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 33.17 | -0.37 | + |
| 2023 | 921.46 | 120.10 | 0.13 | - |
| 2024 | 85.41 | 60.60 | 0.71 | - |
| 2025 | 1.99 | 40.13 | 20.21 | + |
| Metric | 12242689:solusd:triple_med_gx:lsma215_105 | 12242689:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.11% | 17.41% |
| 6M | -6.34% | 52.72% |
| YTD | 40.13% | 1.99% |
| 1Y | 62.82% | 24.46% |
| 3Y (ann.) | 58.04% | 86.57% |
| 5Y (ann.) | 67.82% | 23.56% |
| Metric | 12242689:solusd:triple_med_gx:lsma215_105 | 12242689:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -6.3% | -12.45% |
| Avg. Drawdown Days | 21.0 | 47.0 |
| Recovery Factor | 14.62 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-21 | -38.28 | 310 |
| 2024-07-20 | 2025-01-16 | -29.91 | 179 |
| 2025-05-14 | 2025-10-16 | -27.53 | 155 |
| 2022-03-25 | 2022-06-15 | -24.63 | 82 |
| 2025-02-04 | 2025-04-12 | -23.88 | 67 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2022-07-30 | 2022-09-24 | -9.40 | 55 |
| 2022-02-23 | 2022-02-24 | -9.24 | 1 |
| Metric | 12242689:solusd:triple_med_gx:lsma215_105 | 12242689:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.8% | 43.67% |
| Worst Week | -16.88% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -33.06% | -56.44% |
| Best Year | 120.1% | 921.46% |
| Worst Year | 33.17% | -88.81% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 9.02% | 13.13% |
| Avg. Down Week | -4.59% | -7.08% |
| Avg. Up Month | 18.13% | 30.41% |
| Avg. Down Month | -11.43% | -23.81% |
| Win Days % | 48.66% | 50.21% |
| Win Month % | 65.0% | 53.33% |
| Win Week % | 59.55% | 48.45% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |