| Metric | 12244364:solusd:triple_med_gx:lsma290_110 | 12244364:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 426.96% | 146.51% |
| Max Drawdown | -38.91% | -93.44% |
| Sharpe | 0.64 | 0.38 |
| Sortino | 1.06 | 0.56 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 26.45 | 3.37 |
| Outlier Loss Ratio | 3.46 | 2.92 |
| Volatility (ann.) | 22.45% | 50.12% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.58 | 0.32 |
| Skew | 2.18 | 0.49 |
| Kurtosis | 38.82 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.94% | 2.12% |
| Expected Yearly % | 51.51% | 25.3% |
| Kelly Criterion | 8.05% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.26% |
| Expected Shortfall (cVaR) | -1.89% | -4.26% |
| Year | 12244364:SOLUSD | 12244364:solusd:triple_med_gx:lsma290_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | -4.99 | 0.06 | + |
| 2023 | 921.46 | 161.30 | 0.18 | - |
| 2024 | 85.41 | 30.61 | 0.36 | - |
| 2025 | 5.60 | 62.51 | 11.16 | + |
| Metric | 12244364:solusd:triple_med_gx:lsma290_110 | 12244364:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -0.49% | 26.39% |
| 6M | 40.11% | 38.87% |
| YTD | 62.51% | 5.6% |
| 1Y | 116.75% | 47.35% |
| 3Y (ann.) | 60.35% | 84.92% |
| 5Y (ann.) | 61.41% | 29.68% |
| Metric | 12244364:solusd:triple_med_gx:lsma290_110 | 12244364:SOLUSD |
|---|---|---|
| Max Drawdown | -38.91% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -5.91% | -10.15% |
| Avg. Drawdown Days | 22.0 | 39.0 |
| Recovery Factor | 10.97 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-26 | -38.91 | 211 |
| 2024-04-01 | 2024-11-10 | -35.03 | 223 |
| 2022-04-10 | 2022-07-27 | -24.04 | 108 |
| 2025-01-19 | 2025-04-12 | -23.07 | 83 |
| 2025-05-27 | 2025-08-28 | -15.80 | 92 |
| 2023-11-25 | 2024-02-29 | -13.31 | 95 |
| 2023-04-30 | 2023-10-20 | -13.30 | 172 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2022-07-29 | 2022-08-08 | -9.29 | 9 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12244364:solusd:triple_med_gx:lsma290_110 | 12244364: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 | 40.45% | 140.02% |
| Worst Month | -24.43% | -56.44% |
| Best Year | 161.3% | 921.46% |
| Worst Year | -4.99% | -87.67% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.51% | -1.56% |
| Avg. Up Week | 9.9% | 13.36% |
| Avg. Down Week | -4.82% | -7.55% |
| Avg. Up Month | 19.06% | 36.74% |
| Avg. Down Month | -7.95% | -17.6% |
| Win Days % | 48.78% | 50.24% |
| Win Month % | 56.76% | 51.16% |
| Win Week % | 55.84% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |