| Metric | 12242587:solusd:triple_med_gx:lsma255_105 | 12242587:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 605.33% | 69.19% |
| Max Drawdown | -37.14% | -93.44% |
| Sharpe | 0.74 | 0.33 |
| Sortino | 1.25 | 0.49 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 26.14 | 3.45 |
| Outlier Loss Ratio | 3.51 | 2.97 |
| Volatility (ann.) | 23.45% | 50.56% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.14 | 0.18 |
| Skew | 2.71 | 0.49 |
| Kurtosis | 44.72 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.88% | 1.29% |
| Expected Yearly % | 62.97% | 14.05% |
| Kelly Criterion | 9.41% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -4.31% |
| Expected Shortfall (cVaR) | -1.97% | -4.31% |
| Year | 12242587:SOLUSD | 12242587:solusd:triple_med_gx:lsma255_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 37.78 | -0.42 | + |
| 2023 | 921.46 | 107.47 | 0.12 | - |
| 2024 | 85.41 | 34.00 | 0.40 | - |
| 2025 | -19.37 | 84.15 | -4.34 | + |
| Metric | 12242587:solusd:triple_med_gx:lsma255_105 | 12242587:SOLUSD |
|---|---|---|
| MTD | 0.0% | -1.7% |
| 3M | 28.63% | 42.36% |
| 6M | 84.15% | -30.27% |
| YTD | 84.15% | -19.37% |
| 1Y | 142.3% | 15.68% |
| 3Y (ann.) | 75.68% | 58.14% |
| 5Y (ann.) | 79.31% | 17.02% |
| Metric | 12242587:solusd:triple_med_gx:lsma255_105 | 12242587:SOLUSD |
|---|---|---|
| Max Drawdown | -37.14% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -5.74% | -12.1% |
| Avg. Drawdown Days | 18.0 | 44.0 |
| Recovery Factor | 16.3 | 0.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.14 | 45 |
| 2024-03-01 | 2024-11-06 | -29.83 | 249 |
| 2023-01-29 | 2023-10-21 | -20.69 | 264 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2022-04-10 | 2022-06-19 | -14.96 | 70 |
| 2022-09-27 | 2022-11-10 | -14.15 | 44 |
| 2024-01-09 | 2024-02-28 | -13.26 | 50 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2023-11-25 | 2024-01-09 | -11.97 | 44 |
| Metric | 12242587:solusd:triple_med_gx:lsma255_105 | 12242587:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 40.56% | 140.02% |
| Worst Month | -25.94% | -56.44% |
| Best Year | 107.47% | 921.46% |
| Worst Year | 34.0% | -88.92% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.53% | -1.6% |
| Avg. Up Week | 10.13% | 13.56% |
| Avg. Down Week | -3.87% | -6.6% |
| Avg. Up Month | 17.48% | 35.26% |
| Avg. Down Month | -6.98% | -19.99% |
| Win Days % | 49.25% | 50.12% |
| Win Month % | 60.61% | 48.78% |
| Win Week % | 53.75% | 47.19% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 100.0% | 50.0% |