| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 509.08% | 147.18% |
| Max Drawdown | -42.19% | -93.44% |
| Sharpe | 0.69 | 0.38 |
| Sortino | 1.15 | 0.56 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 26.73 | 3.36 |
| Outlier Loss Ratio | 3.51 | 2.92 |
| Volatility (ann.) | 22.24% | 50.09% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.62 | 0.32 |
| Skew | 2.22 | 0.49 |
| Kurtosis | 40.07 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.29% | 2.13% |
| Expected Yearly % | 57.1% | 25.39% |
| Kelly Criterion | 8.77% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.26% |
| Expected Shortfall (cVaR) | -1.87% | -4.26% |
| Year | 12244363:SOLUSD | 12244363:solusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 7.23 | -0.08 | + |
| 2023 | 921.46 | 168.01 | 0.18 | - |
| 2024 | 85.41 | 24.59 | 0.29 | - |
| 2025 | 5.60 | 70.12 | 12.51 | + |
| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -1.87% | 26.39% |
| 6M | 43.99% | 38.87% |
| YTD | 70.12% | 5.6% |
| 1Y | 112.64% | 47.35% |
| 3Y (ann.) | 64.13% | 84.92% |
| 5Y (ann.) | 68.15% | 29.73% |
| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| Max Drawdown | -42.19% | -93.44% |
| Longest DD Days | 292.0 | 703.0 |
| Avg. Drawdown | -5.87% | -9.92% |
| Avg. Drawdown Days | 21.0 | 38.0 |
| Recovery Factor | 12.07 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-01-18 | -42.19 | 292 |
| 2022-12-14 | 2023-04-25 | -37.89 | 132 |
| 2022-04-10 | 2022-07-27 | -24.04 | 108 |
| 2025-01-19 | 2025-04-12 | -21.52 | 83 |
| 2023-11-25 | 2024-02-28 | -16.32 | 95 |
| 2022-09-27 | 2022-12-14 | -15.59 | 78 |
| 2025-07-18 | 2025-08-28 | -15.47 | 41 |
| 2022-07-29 | 2022-08-08 | -9.29 | 9 |
| 2023-07-27 | 2023-10-17 | -9.02 | 81 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363: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 | 35.58% | 140.02% |
| Worst Month | -24.43% | -56.44% |
| Best Year | 168.01% | 921.46% |
| Worst Year | 7.23% | -87.64% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.49% | -1.54% |
| Avg. Up Week | 10.89% | 14.02% |
| Avg. Down Week | -5.04% | -7.26% |
| Avg. Up Month | 21.21% | 38.53% |
| Avg. Down Month | -9.09% | -18.37% |
| Win Days % | 48.9% | 50.26% |
| Win Month % | 55.56% | 51.16% |
| Win Week % | 56.41% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |