| Metric | 12244408:solusd:triple_med_gx:lsma240_110 | 12244408:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 1,101.53% | 95.11% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.88 | 0.34 |
| Sortino | 1.52 | 0.5 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 1.89 | 1.06 |
| CPC Index | 0.92 | 0.68 |
| Tail Ratio | 1.37 | 1.01 |
| Outlier Win Ratio | 27.69 | 3.35 |
| Outlier Loss Ratio | 3.44 | 2.88 |
| Volatility (ann.) | 22.21% | 49.67% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.6 | 0.22 |
| Skew | 2.95 | 0.48 |
| Kurtosis | 50.46 | 11.42 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.81% | 1.53% |
| Expected Yearly % | 86.18% | 18.19% |
| Kelly Criterion | 12.2% | 11.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.23% |
| Expected Shortfall (cVaR) | -1.86% | -4.23% |
| Year | 12244408:SOLUSD | 12244408:solusd:triple_med_gx:lsma240_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 37.39 | -0.42 | + |
| 2023 | 921.46 | 180.30 | 0.20 | - |
| 2024 | 85.41 | 60.03 | 0.70 | - |
| 2025 | 1.99 | 94.96 | 47.82 | + |
| Metric | 12244408:solusd:triple_med_gx:lsma240_110 | 12244408:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -7.87% | 17.41% |
| 6M | 12.08% | 52.72% |
| YTD | 94.96% | 1.99% |
| 1Y | 158.34% | 24.46% |
| 3Y (ann.) | 94.15% | 86.57% |
| 5Y (ann.) | 98.45% | 20.23% |
| Metric | 12244408:solusd:triple_med_gx:lsma240_110 | 12244408:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 132.0 | 703.0 |
| Avg. Drawdown | -4.84% | -13.6% |
| Avg. Drawdown Days | 15.0 | 54.0 |
| Recovery Factor | 29.07 | 1.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-26 | -37.89 | 132 |
| 2024-08-02 | 2024-11-08 | -29.40 | 97 |
| 2022-03-19 | 2022-06-21 | -20.54 | 93 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2024-04-01 | 2024-07-16 | -16.47 | 106 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-09-27 | 2022-11-10 | -15.36 | 44 |
| 2023-11-25 | 2024-02-28 | -15.23 | 94 |
| 2025-05-26 | 2025-09-14 | -14.26 | 110 |
| 2025-09-14 | 2025-10-16 | -11.46 | 31 |
| Metric | 12244408:solusd:triple_med_gx:lsma240_110 | 12244408:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.03% | -56.44% |
| Best Year | 180.3% | 921.46% |
| Worst Year | 37.39% | -89.9% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 11.35% | 14.44% |
| Avg. Down Week | -4.17% | -8.27% |
| Avg. Up Month | 19.44% | 32.6% |
| Avg. Down Month | -8.6% | -21.38% |
| Win Days % | 49.66% | 50.2% |
| Win Month % | 64.86% | 52.27% |
| Win Week % | 56.79% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |