| Metric | 12291549:solusd:triple_med_gx:lsma245_115 | 12291549:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 206.01% | 73.73% |
| Max Drawdown | -36.33% | -93.44% |
| Sharpe | 0.51 | 0.33 |
| Sortino | 0.89 | 0.49 |
| Payoff Ratio | 1.36 | 1.24 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 2.25 | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.79 | 1.01 |
| Outlier Win Ratio | 39.99 | 3.32 |
| Outlier Loss Ratio | 3.43 | 2.82 |
| Volatility (ann.) | 20.24% | 50.42% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.08 | 0.19 |
| Skew | 6.19 | 0.49 |
| Kurtosis | 162.49 | 11.45 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.77% | 1.36% |
| Expected Yearly % | 32.26% | 14.81% |
| Kelly Criterion | 5.07% | 9.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.3% |
| Expected Shortfall (cVaR) | -1.71% | -4.3% |
| Year | 12291549:SOLUSD | 12291549:solusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | -29.24 | 0.33 | + |
| 2023 | 921.46 | 236.01 | 0.26 | - |
| 2024 | 85.41 | 68.26 | 0.80 | - |
| 2025 | -8.87 | -23.51 | 2.65 | - |
| Metric | 12291549:solusd:triple_med_gx:lsma245_115 | 12291549:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.95% | 36.47% |
| 6M | -23.51% | -8.22% |
| YTD | -23.51% | -8.87% |
| 1Y | -14.36% | 7.09% |
| 3Y (ann.) | 49.14% | 63.14% |
| 5Y (ann.) | 39.29% | 17.78% |
| Metric | 12291549:solusd:triple_med_gx:lsma245_115 | 12291549:SOLUSD |
|---|---|---|
| Max Drawdown | -36.33% | -93.44% |
| Longest DD Days | 331.0 | 703.0 |
| Avg. Drawdown | -8.33% | -13.15% |
| Avg. Drawdown Days | 53.0 | 48.0 |
| Recovery Factor | 5.67 | 0.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2023-12-18 | -36.33 | 331 |
| 2022-04-08 | 2023-01-14 | -32.93 | 280 |
| 2024-11-19 | 2025-07-17 | -28.23 | 239 |
| 2024-06-28 | 2024-11-17 | -16.59 | 142 |
| 2024-01-05 | 2024-03-11 | -14.92 | 66 |
| 2024-03-18 | 2024-06-27 | -10.50 | 101 |
| 2023-01-14 | 2023-01-20 | -6.23 | 6 |
| 2024-03-16 | 2024-03-17 | -5.74 | 1 |
| 2023-12-19 | 2023-12-20 | -5.31 | 1 |
| 2023-12-22 | 2023-12-23 | -5.00 | 1 |
| Metric | 12291549:solusd:triple_med_gx:lsma245_115 | 12291549:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 47.7% | 43.67% |
| Worst Week | -17.56% | -51.66% |
| Best Month | 94.47% | 140.02% |
| Worst Month | -19.59% | -56.44% |
| Best Year | 236.01% | 921.46% |
| Worst Year | -29.24% | -89.93% |
| Avg. Up Day | 2.17% | 2.19% |
| Avg. Down Day | -1.59% | -1.77% |
| Avg. Up Week | 11.48% | 16.87% |
| Avg. Down Week | -4.81% | -7.56% |
| Avg. Up Month | 31.29% | 57.18% |
| Avg. Down Month | -8.15% | -22.77% |
| Win Days % | 45.23% | 50.16% |
| Win Month % | 43.24% | 51.22% |
| Win Week % | 49.32% | 47.22% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 50.0% | 50.0% |