| Metric | 12242527:solusd:triple_med_gx:lsma245_105 | 12242527:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 707.9% | 53.7% |
| Max Drawdown | -38.66% | -93.44% |
| Sharpe | 0.79 | 0.32 |
| Sortino | 1.35 | 0.47 |
| Payoff Ratio | 1.31 | 1.28 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.63 | 1.07 |
| CPC Index | 0.85 | 0.68 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 27.09 | 3.44 |
| Outlier Loss Ratio | 3.5 | 2.95 |
| Volatility (ann.) | 23.02% | 50.55% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.24 | 0.15 |
| Skew | 2.74 | 0.49 |
| Kurtosis | 46.57 | 11.41 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.23% | 1.05% |
| Expected Yearly % | 68.59% | 11.34% |
| Kelly Criterion | 9.9% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -4.31% |
| Expected Shortfall (cVaR) | -1.93% | -4.31% |
| Year | 12242527:SOLUSD | 12242527:solusd:triple_med_gx:lsma245_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 16.22 | -0.18 | + |
| 2023 | 921.46 | 154.88 | 0.17 | - |
| 2024 | 85.41 | 18.13 | 0.21 | - |
| 2025 | -19.37 | 130.87 | -6.76 | + |
| Metric | 12242527:solusd:triple_med_gx:lsma245_105 | 12242527:SOLUSD |
|---|---|---|
| MTD | 0.0% | -1.7% |
| 3M | 48.57% | 42.36% |
| 6M | 130.87% | -30.27% |
| YTD | 130.87% | -19.37% |
| 1Y | 177.58% | 15.68% |
| 3Y (ann.) | 81.18% | 58.14% |
| 5Y (ann.) | 86.55% | 13.69% |
| Metric | 12242527:solusd:triple_med_gx:lsma245_105 | 12242527:SOLUSD |
|---|---|---|
| Max Drawdown | -38.66% | -93.44% |
| Longest DD Days | 259.0 | 703.0 |
| Avg. Drawdown | -6.14% | -13.15% |
| Avg. Drawdown Days | 19.0 | 48.0 |
| Recovery Factor | 18.31 | 0.57 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.66 | 45 |
| 2024-08-02 | 2024-11-10 | -29.40 | 100 |
| 2023-11-25 | 2024-03-01 | -22.32 | 96 |
| 2024-03-01 | 2024-07-19 | -19.94 | 140 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-09-27 | 2022-12-13 | -17.60 | 77 |
| 2023-01-29 | 2023-10-16 | -15.90 | 259 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-04-10 | 2022-06-19 | -13.54 | 70 |
| 2023-11-11 | 2023-11-25 | -11.92 | 14 |
| Metric | 12242527:solusd:triple_med_gx:lsma245_105 | 12242527:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.66% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 61.52% | 140.02% |
| Worst Month | -26.27% | -56.44% |
| Best Year | 154.88% | 921.46% |
| Worst Year | 16.22% | -89.93% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -1.55% | -1.59% |
| Avg. Up Week | 12.33% | 14.74% |
| Avg. Down Week | -3.87% | -7.22% |
| Avg. Up Month | 20.84% | 34.07% |
| Avg. Down Month | -6.79% | -18.57% |
| Win Days % | 48.86% | 50.12% |
| Win Month % | 51.43% | 48.78% |
| Win Week % | 51.95% | 46.93% |
| Win Quarter % | 78.57% | 53.33% |
| Win Year % | 100.0% | 50.0% |