| Metric | 12242591:solusd:triple_med_gx:lsma265_105 | 12242591:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 711.77% | 138.66% |
| Max Drawdown | -37.14% | -93.44% |
| Sharpe | 0.76 | 0.37 |
| Sortino | 1.28 | 0.55 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 25.07 | 3.42 |
| Outlier Loss Ratio | 3.53 | 2.96 |
| Volatility (ann.) | 23.35% | 50.09% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.22 | 0.3 |
| Skew | 2.67 | 0.49 |
| Kurtosis | 43.69 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.99% | 2.04% |
| Expected Yearly % | 68.79% | 24.29% |
| Kelly Criterion | 9.47% | 9.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -4.26% |
| Expected Shortfall (cVaR) | -1.96% | -4.26% |
| Year | 12242591:SOLUSD | 12242591:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 35.83 | -0.41 | + |
| 2023 | 921.46 | 125.69 | 0.14 | - |
| 2024 | 85.41 | 36.48 | 0.43 | - |
| 2025 | 5.60 | 94.02 | 16.78 | + |
| Metric | 12242591:solusd:triple_med_gx:lsma265_105 | 12242591:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 4.11% | 26.39% |
| 6M | 44.24% | 38.87% |
| YTD | 94.02% | 5.6% |
| 1Y | 154.32% | 47.35% |
| 3Y (ann.) | 68.85% | 84.92% |
| 5Y (ann.) | 82.29% | 28.33% |
| Metric | 12242591:solusd:triple_med_gx:lsma265_105 | 12242591:SOLUSD |
|---|---|---|
| Max Drawdown | -37.14% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -5.7% | -11.46% |
| Avg. Drawdown Days | 18.0 | 43.0 |
| Recovery Factor | 19.16 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.14 | 45 |
| 2024-03-01 | 2024-11-06 | -30.05 | 249 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2023-01-29 | 2023-10-20 | -15.92 | 263 |
| 2025-07-18 | 2025-08-28 | -15.24 | 41 |
| 2022-09-27 | 2022-11-10 | -15.19 | 44 |
| 2022-04-10 | 2022-06-19 | -14.51 | 70 |
| 2024-01-09 | 2024-02-28 | -13.26 | 50 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| Metric | 12242591:solusd:triple_med_gx:lsma265_105 | 12242591: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 | 125.69% | 921.46% |
| Worst Year | 35.83% | -88.07% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 9.64% | 13.15% |
| Avg. Down Week | -4.28% | -6.84% |
| Avg. Up Month | 16.47% | 33.46% |
| Avg. Down Month | -6.08% | -17.6% |
| Win Days % | 49.49% | 50.25% |
| Win Month % | 59.46% | 51.16% |
| Win Week % | 56.63% | 48.39% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |