| Metric | 12244357:solusd:triple_med_gx:lsma265_110 | 12244357:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 484.98% | 138.66% |
| Max Drawdown | -38.38% | -93.44% |
| Sharpe | 0.68 | 0.37 |
| Sortino | 1.12 | 0.55 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 27.52 | 3.36 |
| Outlier Loss Ratio | 3.46 | 2.92 |
| Volatility (ann.) | 22.01% | 50.09% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.72 | 0.3 |
| Skew | 2.16 | 0.49 |
| Kurtosis | 40.92 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.19% | 2.04% |
| Expected Yearly % | 55.52% | 24.29% |
| Kelly Criterion | 8.69% | 9.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.26% |
| Expected Shortfall (cVaR) | -1.85% | -4.26% |
| Year | 12244357:SOLUSD | 12244357:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | -6.92 | 0.08 | + |
| 2023 | 921.46 | 159.46 | 0.17 | - |
| 2024 | 85.41 | 30.56 | 0.36 | - |
| 2025 | 5.60 | 85.53 | 15.27 | + |
| Metric | 12244357:solusd:triple_med_gx:lsma265_110 | 12244357:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.15% | 26.39% |
| 6M | 32.03% | 38.87% |
| YTD | 85.53% | 5.6% |
| 1Y | 145.43% | 47.35% |
| 3Y (ann.) | 67.64% | 84.92% |
| 5Y (ann.) | 65.94% | 28.33% |
| Metric | 12244357:solusd:triple_med_gx:lsma265_110 | 12244357:SOLUSD |
|---|---|---|
| Max Drawdown | -38.38% | -93.44% |
| Longest DD Days | 242.0 | 703.0 |
| Avg. Drawdown | -5.77% | -11.46% |
| Avg. Drawdown Days | 23.0 | 43.0 |
| Recovery Factor | 12.64 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -38.38 | 213 |
| 2024-04-01 | 2024-11-29 | -36.83 | 242 |
| 2022-04-10 | 2022-07-27 | -23.89 | 108 |
| 2023-11-25 | 2024-02-29 | -19.55 | 95 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-01 | -15.47 | 45 |
| 2025-01-19 | 2025-04-04 | -12.00 | 75 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2022-07-29 | 2022-09-23 | -9.29 | 55 |
| 2023-04-29 | 2023-07-27 | -8.17 | 89 |
| Metric | 12244357:solusd:triple_med_gx:lsma265_110 | 12244357:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.43% | -56.44% |
| Best Year | 159.46% | 921.46% |
| Worst Year | -6.92% | -88.07% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.52% | -1.57% |
| Avg. Up Week | 10.56% | 13.52% |
| Avg. Down Week | -4.85% | -7.24% |
| Avg. Up Month | 19.72% | 35.61% |
| Avg. Down Month | -8.52% | -19.11% |
| Win Days % | 49.05% | 50.25% |
| Win Month % | 58.33% | 51.16% |
| Win Week % | 57.69% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |