| Metric | 12244522:solusd:triple_med_gx:lsma245_110 | 12244522:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 727.3% | 101.31% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.78 | 0.35 |
| Sortino | 1.35 | 0.52 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.54 | 1.05 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 26.8 | 3.36 |
| Outlier Loss Ratio | 3.46 | 2.88 |
| Volatility (ann.) | 22.71% | 50.05% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.35 | 0.24 |
| Skew | 3.23 | 0.49 |
| Kurtosis | 53.47 | 11.41 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.04% | 1.64% |
| Expected Yearly % | 69.6% | 19.12% |
| Kelly Criterion | 10.21% | 11.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.26% |
| Expected Shortfall (cVaR) | -1.91% | -4.26% |
| Year | 12244522:SOLUSD | 12244522:solusd:triple_med_gx:lsma245_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 33.51 | -0.37 | + |
| 2023 | 921.46 | 65.42 | 0.07 | - |
| 2024 | 85.41 | 102.34 | 1.20 | + |
| 2025 | 5.60 | 85.13 | 15.19 | + |
| Metric | 12244522:solusd:triple_med_gx:lsma245_110 | 12244522:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.8% | 26.39% |
| 6M | 36.88% | 38.87% |
| YTD | 85.13% | 5.6% |
| 1Y | 152.56% | 47.35% |
| 3Y (ann.) | 73.41% | 84.92% |
| 5Y (ann.) | 82.85% | 22.12% |
| Metric | 12244522:solusd:triple_med_gx:lsma245_110 | 12244522:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -5.38% | -13.15% |
| Avg. Drawdown Days | 17.0 | 50.0 |
| Recovery Factor | 20.67 | 1.08 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.19 | 45 |
| 2024-07-20 | 2024-11-06 | -25.57 | 108 |
| 2022-04-10 | 2022-07-17 | -23.90 | 97 |
| 2023-01-29 | 2023-10-23 | -22.06 | 266 |
| 2025-02-04 | 2025-04-12 | -19.30 | 67 |
| 2025-07-18 | 2025-09-01 | -14.59 | 45 |
| 2022-09-27 | 2022-11-10 | -12.89 | 44 |
| 2024-04-01 | 2024-05-27 | -12.79 | 56 |
| 2024-01-09 | 2024-02-28 | -12.06 | 50 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| Metric | 12244522:solusd:triple_med_gx:lsma245_110 | 12244522:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 102.34% | 921.46% |
| Worst Year | 33.51% | -89.93% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.5% | -1.58% |
| Avg. Up Week | 8.96% | 12.51% |
| Avg. Down Week | -4.02% | -6.99% |
| Avg. Up Month | 19.95% | 35.88% |
| Avg. Down Month | -6.31% | -17.95% |
| Win Days % | 48.72% | 50.23% |
| Win Month % | 55.26% | 51.16% |
| Win Week % | 56.25% | 48.13% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |