| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 498.28% | 38.37% |
| Max Drawdown | -29.47% | -93.44% |
| Sharpe | 0.68 | 0.29 |
| Sortino | 1.18 | 0.43 |
| Payoff Ratio | 1.29 | 1.22 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.75 | 1.04 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 30.55 | 3.17 |
| Outlier Loss Ratio | 3.52 | 2.84 |
| Volatility (ann.) | 20.03% | 49.48% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.03 | 0.1 |
| Skew | 3.72 | 0.46 |
| Kurtosis | 60.45 | 11.08 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.88% | 0.69% |
| Expected Yearly % | 56.4% | 8.46% |
| Kelly Criterion | 8.74% | 9.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.22% |
| Expected Shortfall (cVaR) | -1.69% | -4.22% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 45.92 | -0.51 | + |
| 2023 | 921.46 | 45.74 | 0.05 | - |
| 2024 | 85.41 | 77.42 | 0.91 | - |
| 2025 | -27.33 | 58.57 | -2.14 | + |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| MTD | -4.05% | 2.76% |
| 3M | -11.79% | -36.8% |
| 6M | -18.77% | -14.9% |
| YTD | 58.57% | -27.33% |
| 1Y | 58.57% | -36.69% |
| 3Y (ann.) | 49.36% | 116.03% |
| 5Y (ann.) | 59.85% | 8.89% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -29.47% | -93.44% |
| Longest DD Days | 346.0 | 703.0 |
| Avg. Drawdown | -5.08% | -13.4% |
| Avg. Drawdown Days | 19.0 | 53.0 |
| Recovery Factor | 16.91 | 0.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-10-23 | -29.47 | 346 |
| 2025-07-18 | 2025-12-10 | -27.82 | 145 |
| 2022-04-10 | 2022-07-18 | -24.47 | 98 |
| 2024-07-20 | 2024-11-06 | -21.96 | 108 |
| 2025-04-04 | 2025-05-08 | -18.54 | 33 |
| 2024-01-06 | 2024-03-24 | -14.84 | 78 |
| 2022-02-18 | 2022-03-02 | -14.66 | 12 |
| 2022-09-27 | 2022-11-10 | -8.89 | 44 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -7.61% | -26.94% |
| Best Week | 24.07% | 43.67% |
| Worst Week | -13.47% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -18.64% | -56.44% |
| Best Year | 77.42% | 921.46% |
| Worst Year | 45.74% | -89.95% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.47% | -1.56% |
| Avg. Up Week | 8.64% | 12.51% |
| Avg. Down Week | -4.09% | -6.87% |
| Avg. Up Month | 14.26% | 26.67% |
| Avg. Down Month | -7.12% | -18.45% |
| Win Days % | 48.56% | 50.15% |
| Win Month % | 66.67% | 53.19% |
| Win Week % | 53.49% | 47.29% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 50.0% |