| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 747.93% | 132.53% |
| Max Drawdown | -45.51% | -93.44% |
| Sharpe | 0.77 | 0.37 |
| Sortino | 1.29 | 0.54 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 25.31 | 3.4 |
| Outlier Loss Ratio | 3.48 | 2.92 |
| Volatility (ann.) | 22.66% | 49.74% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.79 | 0.28 |
| Skew | 2.24 | 0.48 |
| Kurtosis | 37.31 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.98% | 1.94% |
| Expected Yearly % | 70.64% | 23.49% |
| Kelly Criterion | 10.25% | 9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12244425:SOLUSD | 12244425:solusd:triple_med_gx:lsma295_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 10.15 | -0.12 | + |
| 2023 | 921.46 | 170.80 | 0.19 | - |
| 2024 | 85.41 | 86.27 | 1.01 | + |
| 2025 | 1.99 | 52.60 | 26.49 | + |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -7.49% | 17.41% |
| 6M | 8.58% | 52.72% |
| YTD | 52.6% | 1.99% |
| 1Y | 107.15% | 24.46% |
| 3Y (ann.) | 75.56% | 86.57% |
| 5Y (ann.) | 81.41% | 26.51% |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Max Drawdown | -45.51% | -93.44% |
| Longest DD Days | 427.0 | 703.0 |
| Avg. Drawdown | -5.33% | -10.7% |
| Avg. Drawdown Days | 20.0 | 43.0 |
| Recovery Factor | 16.43 | 1.42 |
| Ulcer Index | 1.06 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-18 | 2023-10-20 | -45.51 | 427 |
| 2024-04-01 | 2024-11-06 | -31.73 | 219 |
| 2022-03-19 | 2022-06-21 | -19.40 | 93 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-27 | 2025-10-16 | -17.51 | 141 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-01-19 | 2025-04-04 | -10.84 | 75 |
| 2024-01-06 | 2024-02-18 | -10.68 | 43 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 41.57% | 140.02% |
| Worst Month | -24.03% | -56.44% |
| Best Year | 170.8% | 921.46% |
| Worst Year | 10.15% | -87.96% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 10.42% | 13.57% |
| Avg. Down Week | -5.17% | -7.99% |
| Avg. Up Month | 20.28% | 35.44% |
| Avg. Down Month | -7.7% | -19.02% |
| Win Days % | 49.66% | 50.21% |
| Win Month % | 57.14% | 52.27% |
| Win Week % | 58.97% | 48.69% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |