| Metric | 12248397:solusd:triple_med_gx:lsma235_120 | 12248397:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 416.67% | 107.06% |
| Max Drawdown | -40.1% | -93.44% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 1.09 | 0.52 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.66 | 1.05 |
| CPC Index | 0.8 | 0.64 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 29.56 | 3.23 |
| Outlier Loss Ratio | 3.36 | 2.88 |
| Volatility (ann.) | 21.84% | 50.05% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.49 | 0.25 |
| Skew | 3.28 | 0.48 |
| Kurtosis | 61.59 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.8% | 1.67% |
| Expected Yearly % | 50.77% | 19.96% |
| Kelly Criterion | 9.26% | 9.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.26% |
| Expected Shortfall (cVaR) | -1.84% | -4.26% |
| Year | 12248397:SOLUSD | 12248397:solusd:triple_med_gx:lsma235_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | -6.32 | 0.07 | + |
| 2023 | 921.46 | 99.44 | 0.11 | - |
| 2024 | 85.41 | 85.59 | 1.00 | + |
| 2025 | 5.60 | 49.01 | 8.75 | + |
| Metric | 12248397:solusd:triple_med_gx:lsma235_120 | 12248397:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.49% | 26.39% |
| 6M | 12.94% | 38.87% |
| YTD | 49.01% | 5.6% |
| 1Y | 88.44% | 47.35% |
| 3Y (ann.) | 67.29% | 84.92% |
| 5Y (ann.) | 59.73% | 23.07% |
| Metric | 12248397:solusd:triple_med_gx:lsma235_120 | 12248397:SOLUSD |
|---|---|---|
| Max Drawdown | -40.1% | -93.44% |
| Longest DD Days | 214.0 | 703.0 |
| Avg. Drawdown | -6.79% | -13.19% |
| Avg. Drawdown Days | 24.0 | 50.0 |
| Recovery Factor | 10.39 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-11-10 | -40.10 | 214 |
| 2022-12-16 | 2023-01-29 | -35.01 | 44 |
| 2024-07-19 | 2024-11-06 | -25.71 | 109 |
| 2025-02-04 | 2025-04-12 | -22.25 | 66 |
| 2025-05-14 | 2025-09-01 | -18.94 | 110 |
| 2024-01-09 | 2024-02-28 | -13.79 | 50 |
| 2023-01-29 | 2023-04-26 | -13.71 | 86 |
| 2024-04-01 | 2024-05-15 | -11.42 | 44 |
| 2022-03-02 | 2022-03-23 | -10.89 | 21 |
| 2024-11-29 | 2025-01-18 | -10.43 | 49 |
| Metric | 12248397:solusd:triple_med_gx:lsma235_120 | 12248397:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.6% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 99.44% | 921.46% |
| Worst Year | -6.32% | -89.65% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.54% | -1.62% |
| Avg. Up Week | 11.06% | 13.06% |
| Avg. Down Week | -4.54% | -8.18% |
| Avg. Up Month | 16.75% | 35.12% |
| Avg. Down Month | -7.39% | -20.69% |
| Win Days % | 49.1% | 50.23% |
| Win Month % | 56.76% | 52.27% |
| Win Week % | 52.86% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |