| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 615.93% | 110.83% |
| Max Drawdown | -38.3% | -93.44% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 1.22 | 0.52 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 27.46 | 3.31 |
| Outlier Loss Ratio | 3.4 | 2.88 |
| Volatility (ann.) | 21.95% | 49.76% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.86 | 0.24 |
| Skew | 2.91 | 0.47 |
| Kurtosis | 51.55 | 11.25 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.47% | 1.67% |
| Expected Yearly % | 63.58% | 20.5% |
| Kelly Criterion | 9.61% | 9.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.24% |
| Expected Shortfall (cVaR) | -1.85% | -4.24% |
| Year | 12242633:SOLUSD | 12242633:solusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 140.92 | -1.58 | + |
| 2023 | 921.46 | 83.29 | 0.09 | - |
| 2024 | 85.41 | 1.48 | 0.02 | - |
| 2025 | 1.99 | 59.77 | 30.09 | + |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.7% | 17.41% |
| 6M | 5.4% | 52.72% |
| YTD | 59.77% | 1.99% |
| 1Y | 108.29% | 24.46% |
| 3Y (ann.) | 43.26% | 86.57% |
| 5Y (ann.) | 71.36% | 22.64% |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Max Drawdown | -38.3% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -5.95% | -12.93% |
| Avg. Drawdown Days | 21.0 | 49.0 |
| Recovery Factor | 16.08 | 1.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -38.30 | 166 |
| 2022-12-14 | 2023-10-20 | -27.64 | 309 |
| 2025-07-18 | 2025-10-16 | -23.00 | 89 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2023-11-25 | 2024-03-29 | -17.11 | 125 |
| 2022-04-10 | 2022-06-14 | -16.08 | 64 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2024-04-01 | 2024-07-20 | -15.72 | 110 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2022-03-09 | 2022-03-23 | -9.07 | 13 |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 25.75% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -31.84% | -56.44% |
| Best Year | 140.92% | 921.46% |
| Worst Year | 1.48% | -89.08% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.51% | -1.6% |
| Avg. Up Week | 9.01% | 11.5% |
| Avg. Down Week | -4.63% | -6.64% |
| Avg. Up Month | 17.05% | 34.12% |
| Avg. Down Month | -10.3% | -22.03% |
| Win Days % | 49.07% | 50.2% |
| Win Month % | 62.5% | 53.33% |
| Win Week % | 56.79% | 48.45% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |