| Metric | 12242575:solusd:triple_med_gx:lsma190_105 | 12242575:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 411.84% | 51.53% |
| Max Drawdown | -32.22% | -93.44% |
| Sharpe | 0.68 | 0.31 |
| Sortino | 1.14 | 0.46 |
| Payoff Ratio | 1.29 | 1.22 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.34 | 1.02 |
| Outlier Win Ratio | 30.27 | 3.29 |
| Outlier Loss Ratio | 3.54 | 2.91 |
| Volatility (ann.) | 20.81% | 50.7% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.93 | 0.14 |
| Skew | 2.78 | 0.48 |
| Kurtosis | 44.21 | 11.17 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.96% | 0.99% |
| Expected Yearly % | 50.41% | 10.95% |
| Kelly Criterion | 8.95% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.32% |
| Expected Shortfall (cVaR) | -1.75% | -4.32% |
| Year | 12242575:SOLUSD | 12242575:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 56.51 | -0.63 | + |
| 2023 | 921.46 | 106.27 | 0.12 | - |
| 2024 | 85.41 | -4.97 | -0.06 | - |
| 2025 | -20.42 | 66.82 | -3.27 | + |
| Metric | 12242575:solusd:triple_med_gx:lsma190_105 | 12242575:SOLUSD |
|---|---|---|
| MTD | -1.82% | -2.98% |
| 3M | 5.19% | 28.3% |
| 6M | 66.82% | -22.48% |
| YTD | 66.82% | -20.42% |
| 1Y | 86.36% | 6.8% |
| 3Y (ann.) | 63.6% | 65.07% |
| 5Y (ann.) | 62.15% | 13.09% |
| Metric | 12242575:solusd:triple_med_gx:lsma190_105 | 12242575:SOLUSD |
|---|---|---|
| Max Drawdown | -32.22% | -93.44% |
| Longest DD Days | 375.0 | 703.0 |
| Avg. Drawdown | -5.74% | -13.4% |
| Avg. Drawdown Days | 22.0 | 47.0 |
| Recovery Factor | 12.78 | 0.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-06 | 2025-01-15 | -32.22 | 375 |
| 2022-12-14 | 2023-10-20 | -24.92 | 309 |
| 2025-04-04 | 2025-05-13 | -21.39 | 39 |
| 2022-02-17 | 2022-03-18 | -18.46 | 29 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2022-06-06 | 2022-06-19 | -13.27 | 13 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| 2022-09-27 | 2022-11-10 | -11.77 | 44 |
| 2025-05-14 | 2025-06-30 | -9.58 | 47 |
| 2022-07-17 | 2022-07-27 | -8.96 | 10 |
| Metric | 12242575:solusd:triple_med_gx:lsma190_105 | 12242575:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 21.78% | 43.67% |
| Worst Week | -15.93% | -51.66% |
| Best Month | 40.56% | 140.02% |
| Worst Month | -23.94% | -56.44% |
| Best Year | 106.27% | 921.46% |
| Worst Year | -4.97% | -89.95% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.51% | -1.61% |
| Avg. Up Week | 9.32% | 13.91% |
| Avg. Down Week | -4.24% | -6.65% |
| Avg. Up Month | 16.23% | 40.29% |
| Avg. Down Month | -5.79% | -15.71% |
| Win Days % | 48.65% | 50.06% |
| Win Month % | 52.63% | 50.0% |
| Win Week % | 53.85% | 46.67% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 50.0% |