| Metric | 12244299:solusd:triple_med_gx:lsma265_110 | 12244299:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 251.04% | 138.66% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.52 | 0.37 |
| Sortino | 0.85 | 0.55 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 28.81 | 3.27 |
| Outlier Loss Ratio | 3.37 | 2.87 |
| Volatility (ann.) | 21.54% | 50.09% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.14 | 0.3 |
| Skew | 2.37 | 0.49 |
| Kurtosis | 49.59 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.96% | 2.04% |
| Expected Yearly % | 36.88% | 24.29% |
| Kelly Criterion | 6.8% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.26% |
| Expected Shortfall (cVaR) | -1.82% | -4.26% |
| Year | 12244299:SOLUSD | 12244299:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 1.92 | -0.02 | + |
| 2023 | 921.46 | 114.93 | 0.12 | - |
| 2024 | 85.41 | 10.58 | 0.12 | - |
| 2025 | 5.60 | 44.93 | 8.02 | + |
| Metric | 12244299:solusd:triple_med_gx:lsma265_110 | 12244299:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.84% | 26.39% |
| 6M | 6.05% | 38.87% |
| YTD | 44.93% | 5.6% |
| 1Y | 44.78% | 47.35% |
| 3Y (ann.) | 36.63% | 84.92% |
| 5Y (ann.) | 43.34% | 28.33% |
| Metric | 12244299:solusd:triple_med_gx:lsma265_110 | 12244299:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 305.0 | 703.0 |
| Avg. Drawdown | -6.84% | -11.46% |
| Avg. Drawdown Days | 31.0 | 43.0 |
| Recovery Factor | 6.63 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-16 | -37.89 | 305 |
| 2024-07-16 | 2025-01-18 | -33.97 | 185 |
| 2025-01-19 | 2025-05-08 | -25.95 | 108 |
| 2025-05-11 | 2025-09-01 | -18.64 | 113 |
| 2022-03-19 | 2022-06-15 | -17.76 | 88 |
| 2023-11-25 | 2024-02-28 | -16.96 | 95 |
| 2022-06-16 | 2022-07-27 | -15.70 | 41 |
| 2022-09-27 | 2022-12-14 | -13.74 | 78 |
| 2024-04-01 | 2024-07-15 | -12.44 | 105 |
| 2022-08-01 | 2022-09-23 | -10.10 | 53 |
| Metric | 12244299:solusd:triple_med_gx:lsma265_110 | 12244299:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -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 | 114.93% | 921.46% |
| Worst Year | 1.92% | -88.07% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.53% | -1.65% |
| Avg. Up Week | 10.83% | 16.05% |
| Avg. Down Week | -4.21% | -6.82% |
| Avg. Up Month | 18.04% | 39.12% |
| Avg. Down Month | -7.76% | -18.86% |
| Win Days % | 48.83% | 50.25% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 46.67% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |