| Metric | 12242421:solusd:triple_med_gx:lsma275_105 | 12242421:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 206.09% | 142.43% |
| Max Drawdown | -44.23% | -93.44% |
| Sharpe | 0.47 | 0.38 |
| Sortino | 0.75 | 0.56 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 26.74 | 3.3 |
| Outlier Loss Ratio | 3.42 | 2.94 |
| Volatility (ann.) | 22.64% | 50.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.86 | 0.31 |
| Skew | 2.27 | 0.49 |
| Kurtosis | 45.05 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.64% | 2.08% |
| Expected Yearly % | 32.27% | 24.78% |
| Kelly Criterion | 5.79% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.26% |
| Expected Shortfall (cVaR) | -1.92% | -4.26% |
| Year | 12242421:SOLUSD | 12242421:solusd:triple_med_gx:lsma275_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 4.64 | -0.05 | + |
| 2023 | 921.46 | 133.24 | 0.14 | - |
| 2024 | 85.41 | -0.50 | -0.01 | - |
| 2025 | 5.60 | 26.05 | 4.65 | + |
| Metric | 12242421:solusd:triple_med_gx:lsma275_105 | 12242421:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.13% | 26.39% |
| 6M | 11.22% | 38.87% |
| YTD | 26.05% | 5.6% |
| 1Y | 33.08% | 47.35% |
| 3Y (ann.) | 25.18% | 84.92% |
| 5Y (ann.) | 37.92% | 28.98% |
| Metric | 12242421:solusd:triple_med_gx:lsma275_105 | 12242421:SOLUSD |
|---|---|---|
| Max Drawdown | -44.23% | -93.44% |
| Longest DD Days | 437.0 | 703.0 |
| Avg. Drawdown | -7.13% | -10.56% |
| Avg. Drawdown Days | 29.0 | 40.0 |
| Recovery Factor | 4.66 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-10-20 | -44.23 | 437 |
| 2024-04-01 | 2025-01-19 | -37.59 | 293 |
| 2025-01-19 | 2025-05-08 | -31.32 | 109 |
| 2025-07-29 | 2025-09-01 | -22.96 | 34 |
| 2023-11-25 | 2024-02-29 | -21.06 | 95 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-27 | -15.59 | 19 |
| 2022-06-06 | 2022-06-15 | -13.27 | 9 |
| 2022-03-19 | 2022-06-06 | -13.22 | 78 |
| 2022-08-01 | 2022-08-08 | -10.26 | 7 |
| Metric | 12242421:solusd:triple_med_gx:lsma275_105 | 12242421:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.62% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.05% | 140.02% |
| Worst Month | -27.14% | -56.44% |
| Best Year | 133.24% | 921.46% |
| Worst Year | -0.5% | -87.88% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.53% | -1.63% |
| Avg. Up Week | 12.16% | 15.46% |
| Avg. Down Week | -5.03% | -7.11% |
| Avg. Up Month | 17.22% | 37.98% |
| Avg. Down Month | -10.46% | -19.11% |
| Win Days % | 48.24% | 50.25% |
| Win Month % | 54.29% | 51.16% |
| Win Week % | 45.57% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |