| Metric | 12244395:solusd:triple_med_gx:lsma180_110 | 12244395:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 438.16% | 106.8% |
| Max Drawdown | -26.68% | -93.44% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 1.24 | 0.52 |
| Payoff Ratio | 1.37 | 1.27 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.84 | 1.07 |
| CPC Index | 0.88 | 0.67 |
| Tail Ratio | 1.38 | 1.01 |
| Outlier Win Ratio | 34.66 | 3.16 |
| Outlier Loss Ratio | 3.51 | 2.75 |
| Volatility (ann.) | 18.92% | 50.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.28 | 0.24 |
| Skew | 3.31 | 0.48 |
| Kurtosis | 56.79 | 11.18 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.9% | 1.67% |
| Expected Yearly % | 52.31% | 19.92% |
| Kelly Criterion | 10.34% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.27% |
| Expected Shortfall (cVaR) | -1.59% | -4.27% |
| Year | 12244395:SOLUSD | 12244395:solusd:triple_med_gx:lsma180_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | 62.68 | -0.70 | + |
| 2023 | 921.46 | 48.58 | 0.05 | - |
| 2024 | 85.41 | 34.46 | 0.40 | - |
| 2025 | 5.60 | 65.59 | 11.71 | + |
| Metric | 12244395:solusd:triple_med_gx:lsma180_110 | 12244395:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.17% | 26.39% |
| 6M | 20.35% | 38.87% |
| YTD | 65.59% | 5.6% |
| 1Y | 126.96% | 47.35% |
| 3Y (ann.) | 51.32% | 84.92% |
| 5Y (ann.) | 60.76% | 22.75% |
| Metric | 12244395:solusd:triple_med_gx:lsma180_110 | 12244395:SOLUSD |
|---|---|---|
| Max Drawdown | -26.68% | -93.44% |
| Longest DD Days | 330.0 | 703.0 |
| Avg. Drawdown | -5.43% | -13.13% |
| Avg. Drawdown Days | 24.0 | 51.0 |
| Recovery Factor | 16.42 | 1.14 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -26.68 | 100 |
| 2022-12-14 | 2023-11-10 | -26.30 | 330 |
| 2022-03-19 | 2022-06-21 | -20.15 | 93 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-02-18 | 2022-03-16 | -14.50 | 26 |
| 2025-06-30 | 2025-09-01 | -13.41 | 62 |
| 2022-09-27 | 2022-11-10 | -13.10 | 44 |
| 2024-05-10 | 2024-07-15 | -10.83 | 66 |
| 2025-01-19 | 2025-04-03 | -10.60 | 74 |
| Metric | 12244395:solusd:triple_med_gx:lsma180_110 | 12244395:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -11.25% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -18.11% | -56.44% |
| Best Year | 65.59% | 921.46% |
| Worst Year | 34.46% | -89.66% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.42% | -1.54% |
| Avg. Up Week | 9.85% | 13.29% |
| Avg. Down Week | -3.85% | -6.59% |
| Avg. Up Month | 17.49% | 28.09% |
| Avg. Down Month | -4.64% | -15.33% |
| Win Days % | 48.19% | 50.17% |
| Win Month % | 47.37% | 52.27% |
| Win Week % | 49.32% | 48.15% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |