| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 679.0% | 113.02% |
| Max Drawdown | -29.39% | -93.44% |
| Sharpe | 0.82 | 0.35 |
| Sortino | 1.42 | 0.52 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 2.05 | 1.06 |
| CPC Index | 0.9 | 0.68 |
| Tail Ratio | 1.5 | 1.0 |
| Outlier Win Ratio | 32.43 | 3.23 |
| Outlier Loss Ratio | 3.49 | 2.79 |
| Volatility (ann.) | 19.39% | 49.75% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.56 | 0.25 |
| Skew | 3.21 | 0.47 |
| Kurtosis | 51.88 | 11.24 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.67% | 1.69% |
| Expected Yearly % | 67.06% | 20.81% |
| Kelly Criterion | 11.68% | 11.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.24% |
| Expected Shortfall (cVaR) | -1.63% | -4.24% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 72.33 | -0.81 | + |
| 2023 | 921.46 | 102.45 | 0.11 | - |
| 2024 | 85.41 | 28.81 | 0.34 | - |
| 2025 | 1.99 | 73.35 | 36.93 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -3.51% | 17.41% |
| 6M | 14.6% | 52.72% |
| YTD | 73.35% | 1.99% |
| 1Y | 141.38% | 24.46% |
| 3Y (ann.) | 64.72% | 86.57% |
| 5Y (ann.) | 75.29% | 22.97% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -29.39% | -93.44% |
| Longest DD Days | 305.0 | 703.0 |
| Avg. Drawdown | -5.04% | -12.52% |
| Avg. Drawdown Days | 20.0 | 47.0 |
| Recovery Factor | 23.1 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-16 | -29.39 | 305 |
| 2024-08-02 | 2024-11-10 | -26.16 | 100 |
| 2025-04-04 | 2025-05-10 | -18.56 | 36 |
| 2022-03-19 | 2022-06-20 | -17.85 | 92 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-06-30 | 2025-10-16 | -15.11 | 107 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2022-09-27 | 2022-11-10 | -11.77 | 44 |
| 2024-05-10 | 2024-07-15 | -10.83 | 66 |
| 2024-01-06 | 2024-03-25 | -10.64 | 79 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -14.4% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -17.53% | -56.44% |
| Best Year | 102.45% | 921.46% |
| Worst Year | 28.81% | -88.97% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.43% | -1.51% |
| Avg. Up Week | 9.07% | 12.95% |
| Avg. Down Week | -4.12% | -6.22% |
| Avg. Up Month | 16.04% | 25.49% |
| Avg. Down Month | -6.18% | -16.31% |
| Win Days % | 49.45% | 50.21% |
| Win Month % | 64.1% | 53.33% |
| Win Week % | 58.97% | 48.21% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |