| Metric | 12244537:solusd:triple_med_gx:lsma295_110 | 12244537:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 593.07% | 143.78% |
| Max Drawdown | -42.63% | -93.44% |
| Sharpe | 0.71 | 0.37 |
| Sortino | 1.18 | 0.55 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.12 | 1.01 |
| Outlier Win Ratio | 24.26 | 3.35 |
| Outlier Loss Ratio | 3.52 | 2.92 |
| Volatility (ann.) | 22.65% | 49.76% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.68 | 0.3 |
| Skew | 2.44 | 0.48 |
| Kurtosis | 41.11 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.5% | 2.05% |
| Expected Yearly % | 62.25% | 24.95% |
| Kelly Criterion | 8.77% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.23% |
| Expected Shortfall (cVaR) | -1.91% | -4.23% |
| Year | 12244537:SOLUSD | 12244537:solusd:triple_med_gx:lsma295_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 13.48 | -0.15 | + |
| 2023 | 921.46 | 93.73 | 0.10 | - |
| 2024 | 85.41 | 110.38 | 1.29 | + |
| 2025 | 6.92 | 49.85 | 7.21 | + |
| Metric | 12244537:solusd:triple_med_gx:lsma295_110 | 12244537:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -7.95% | 24.43% |
| 6M | 4.45% | 56.02% |
| YTD | 49.85% | 6.92% |
| 1Y | 119.42% | 36.69% |
| 3Y (ann.) | 58.81% | 87.68% |
| 5Y (ann.) | 71.57% | 28.21% |
| Metric | 12244537:solusd:triple_med_gx:lsma295_110 | 12244537:SOLUSD |
|---|---|---|
| Max Drawdown | -42.63% | -93.44% |
| Longest DD Days | 389.0 | 703.0 |
| Avg. Drawdown | -5.6% | -10.7% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 13.91 | 1.54 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-21 | -42.63 | 389 |
| 2024-04-01 | 2024-11-03 | -35.04 | 216 |
| 2022-04-10 | 2022-07-18 | -27.36 | 98 |
| 2025-05-27 | 2025-10-14 | -23.18 | 139 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-02-04 | 2025-03-25 | -12.43 | 49 |
| 2024-01-09 | 2024-02-28 | -12.06 | 50 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12244537:solusd:triple_med_gx:lsma295_110 | 12244537:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.98% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 110.38% | 921.46% |
| Worst Year | 13.48% | -87.96% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 8.94% | 12.03% |
| Avg. Down Week | -4.83% | -6.58% |
| Avg. Up Month | 19.3% | 39.97% |
| Avg. Down Month | -7.9% | -20.31% |
| Win Days % | 49.2% | 50.23% |
| Win Month % | 55.56% | 52.27% |
| Win Week % | 59.49% | 48.69% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |