| Metric | 12244294:solusd:triple_med_gx:lsma235_110 | 12244294:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 323.47% | 107.06% |
| Max Drawdown | -39.81% | -93.44% |
| Sharpe | 0.61 | 0.35 |
| Sortino | 1.01 | 0.52 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.82 | 1.05 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 31.71 | 3.16 |
| Outlier Loss Ratio | 3.37 | 2.81 |
| Volatility (ann.) | 19.93% | 50.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.28 | 0.25 |
| Skew | 2.72 | 0.48 |
| Kurtosis | 50.08 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.33% | 1.67% |
| Expected Yearly % | 43.45% | 19.96% |
| Kelly Criterion | 8.03% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12244294:SOLUSD | 12244294:solusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | -5.60 | 0.06 | + |
| 2023 | 921.46 | 150.80 | 0.16 | - |
| 2024 | 85.41 | 12.90 | 0.15 | - |
| 2025 | 5.60 | 58.43 | 10.43 | + |
| Metric | 12244294:solusd:triple_med_gx:lsma235_110 | 12244294:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.5% | 26.39% |
| 6M | 14.59% | 38.87% |
| YTD | 58.43% | 5.6% |
| 1Y | 66.35% | 47.35% |
| 3Y (ann.) | 49.79% | 84.92% |
| 5Y (ann.) | 50.92% | 23.07% |
| Metric | 12244294:solusd:triple_med_gx:lsma235_110 | 12244294:SOLUSD |
|---|---|---|
| Max Drawdown | -39.81% | -93.44% |
| Longest DD Days | 253.0 | 703.0 |
| Avg. Drawdown | -6.08% | -13.19% |
| Avg. Drawdown Days | 31.0 | 50.0 |
| Recovery Factor | 8.13 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2023-04-11 | -39.81 | 253 |
| 2024-07-16 | 2025-01-18 | -27.30 | 185 |
| 2025-01-19 | 2025-05-08 | -25.08 | 108 |
| 2025-05-11 | 2025-09-01 | -17.06 | 113 |
| 2022-06-16 | 2022-07-27 | -15.70 | 41 |
| 2023-11-25 | 2024-03-25 | -13.33 | 120 |
| 2022-06-06 | 2022-06-15 | -13.27 | 9 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| 2023-04-26 | 2023-10-16 | -11.85 | 172 |
| 2024-05-10 | 2024-07-14 | -7.92 | 64 |
| Metric | 12244294:solusd:triple_med_gx:lsma235_110 | 12244294:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 46.15% | 140.02% |
| Worst Month | -27.04% | -56.44% |
| Best Year | 150.8% | 921.46% |
| Worst Year | -5.6% | -89.65% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.51% | -1.66% |
| Avg. Up Week | 9.4% | 15.14% |
| Avg. Down Week | -3.93% | -6.96% |
| Avg. Up Month | 14.39% | 34.84% |
| Avg. Down Month | -7.36% | -17.92% |
| Win Days % | 48.77% | 50.23% |
| Win Month % | 57.89% | 52.27% |
| Win Week % | 52.63% | 48.13% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |