| Metric | 12244359:solusd:triple_med_gx:lsma255_110 | 12244359:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 520.27% | 121.6% |
| Max Drawdown | -41.02% | -93.44% |
| Sharpe | 0.7 | 0.36 |
| Sortino | 1.16 | 0.54 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.57 | 1.06 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 27.96 | 3.36 |
| Outlier Loss Ratio | 3.43 | 2.92 |
| Volatility (ann.) | 21.93% | 50.06% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.67 | 0.27 |
| Skew | 2.15 | 0.49 |
| Kurtosis | 41.18 | 11.43 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.34% | 1.87% |
| Expected Yearly % | 57.81% | 22.01% |
| Kelly Criterion | 9.09% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.26% |
| Expected Shortfall (cVaR) | -1.85% | -4.26% |
| Year | 12244359:SOLUSD | 12244359:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | -5.59 | 0.06 | + |
| 2023 | 921.46 | 172.56 | 0.19 | - |
| 2024 | 85.41 | 21.29 | 0.25 | - |
| 2025 | 5.60 | 98.75 | 17.62 | + |
| Metric | 12244359:solusd:triple_med_gx:lsma255_110 | 12244359:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.93% | 26.39% |
| 6M | 41.33% | 38.87% |
| YTD | 98.75% | 5.6% |
| 1Y | 152.51% | 47.35% |
| 3Y (ann.) | 69.84% | 84.92% |
| 5Y (ann.) | 68.62% | 25.58% |
| Metric | 12244359:solusd:triple_med_gx:lsma255_110 | 12244359:SOLUSD |
|---|---|---|
| Max Drawdown | -41.02% | -93.44% |
| Longest DD Days | 291.0 | 703.0 |
| Avg. Drawdown | -5.85% | -12.1% |
| Avg. Drawdown Days | 24.0 | 46.0 |
| Recovery Factor | 12.68 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-01-17 | -41.02 | 291 |
| 2022-09-27 | 2023-04-28 | -38.71 | 213 |
| 2022-04-10 | 2022-07-27 | -23.72 | 108 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-11-25 | 2024-02-28 | -18.00 | 95 |
| 2025-07-18 | 2025-09-01 | -15.47 | 45 |
| 2025-01-19 | 2025-04-04 | -12.00 | 75 |
| 2022-07-29 | 2022-09-22 | -9.29 | 55 |
| 2023-06-10 | 2023-07-27 | -8.03 | 46 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| Metric | 12244359:solusd:triple_med_gx:lsma255_110 | 12244359:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 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 | 172.56% | 921.46% |
| Worst Year | -5.59% | -88.92% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.54% | -1.59% |
| Avg. Up Week | 10.76% | 13.68% |
| Avg. Down Week | -4.83% | -7.6% |
| Avg. Up Month | 21.0% | 35.26% |
| Avg. Down Month | -8.52% | -17.76% |
| Win Days % | 49.27% | 50.23% |
| Win Month % | 56.76% | 51.16% |
| Win Week % | 57.69% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |