| Metric | 12242531:solusd:triple_med_gx:lsma265_105 | 12242531:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 791.32% | 141.63% |
| Max Drawdown | -43.41% | -93.44% |
| Sharpe | 0.79 | 0.37 |
| Sortino | 1.31 | 0.55 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 25.62 | 3.39 |
| Outlier Loss Ratio | 3.55 | 2.93 |
| Volatility (ann.) | 22.46% | 49.72% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.92 | 0.3 |
| Skew | 2.19 | 0.48 |
| Kurtosis | 37.98 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.1% | 2.03% |
| Expected Yearly % | 72.79% | 24.68% |
| Kelly Criterion | 9.3% | 10.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12242531:SOLUSD | 12242531:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 2.20 | -0.02 | + |
| 2023 | 921.46 | 186.97 | 0.20 | - |
| 2024 | 85.41 | 32.22 | 0.38 | - |
| 2025 | 6.92 | 129.86 | 18.78 | + |
| Metric | 12242531:solusd:triple_med_gx:lsma265_105 | 12242531:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 8.39% | 24.43% |
| 6M | 28.6% | 56.02% |
| YTD | 129.86% | 6.92% |
| 1Y | 190.05% | 36.69% |
| 3Y (ann.) | 80.62% | 87.68% |
| 5Y (ann.) | 83.44% | 27.72% |
| Metric | 12242531:solusd:triple_med_gx:lsma265_105 | 12242531:SOLUSD |
|---|---|---|
| Max Drawdown | -43.41% | -93.44% |
| Longest DD Days | 213.0 | 703.0 |
| Avg. Drawdown | -5.41% | -11.46% |
| Avg. Drawdown Days | 17.0 | 45.0 |
| Recovery Factor | 18.23 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -43.41 | 213 |
| 2024-08-02 | 2024-11-06 | -29.40 | 95 |
| 2024-03-01 | 2024-07-19 | -19.14 | 140 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-11-25 | 2024-02-29 | -16.44 | 95 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-07-18 | 2025-09-12 | -15.47 | 55 |
| 2022-04-10 | 2022-06-19 | -14.04 | 70 |
| 2023-11-11 | 2023-11-25 | -11.92 | 14 |
| 2025-02-04 | 2025-03-24 | -11.02 | 48 |
| Metric | 12242531:solusd:triple_med_gx:lsma265_105 | 12242531:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 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 | 186.97% | 921.46% |
| Worst Year | 2.2% | -88.07% |
| Avg. Up Day | 1.92% | 1.92% |
| Avg. Down Day | -1.5% | -1.52% |
| Avg. Up Week | 11.59% | 13.77% |
| Avg. Down Week | -4.88% | -9.01% |
| Avg. Up Month | 18.75% | 31.09% |
| Avg. Down Month | -7.36% | -21.5% |
| Win Days % | 49.01% | 50.25% |
| Win Month % | 56.76% | 52.27% |
| Win Week % | 56.63% | 48.44% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |