| Metric | 12242638:solusd:triple_med_gx:lsma245_105 | 12242638:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 711.18% | 94.42% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.73 | 0.34 |
| Sortino | 1.25 | 0.5 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 25.23 | 3.41 |
| Outlier Loss Ratio | 3.45 | 2.92 |
| Volatility (ann.) | 23.44% | 49.67% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.02 | 0.22 |
| Skew | 3.04 | 0.48 |
| Kurtosis | 48.21 | 11.44 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.87% | 1.52% |
| Expected Yearly % | 68.76% | 18.08% |
| Kelly Criterion | 9.23% | 10.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -4.23% |
| Expected Shortfall (cVaR) | -1.97% | -4.23% |
| Year | 12242638:SOLUSD | 12242638:solusd:triple_med_gx:lsma245_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 85.48 | -0.95 | + |
| 2023 | 921.46 | 93.66 | 0.10 | - |
| 2024 | 85.41 | 36.02 | 0.42 | - |
| 2025 | 1.99 | 66.03 | 33.25 | + |
| Metric | 12242638:solusd:triple_med_gx:lsma245_105 | 12242638:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -14.83% | 17.41% |
| 6M | 6.24% | 52.72% |
| YTD | 66.03% | 1.99% |
| 1Y | 105.34% | 24.46% |
| 3Y (ann.) | 57.88% | 86.57% |
| 5Y (ann.) | 78.16% | 20.13% |
| Metric | 12242638:solusd:triple_med_gx:lsma245_105 | 12242638:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -6.41% | -13.15% |
| Avg. Drawdown Days | 20.0 | 52.0 |
| Recovery Factor | 18.34 | 1.01 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2024-04-01 | 2024-11-08 | -34.56 | 221 |
| 2025-07-18 | 2025-10-16 | -19.34 | 89 |
| 2023-01-29 | 2023-10-21 | -19.31 | 264 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -15.42 | 64 |
| 2024-01-09 | 2024-02-28 | -14.91 | 50 |
| 2025-02-04 | 2025-04-04 | -12.90 | 59 |
| 2023-11-25 | 2024-01-09 | -11.65 | 44 |
| Metric | 12242638:solusd:triple_med_gx:lsma245_105 | 12242638:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 93.66% | 921.46% |
| Worst Year | 36.02% | -89.93% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.51% | -1.59% |
| Avg. Up Week | 9.83% | 11.93% |
| Avg. Down Week | -4.49% | -7.45% |
| Avg. Up Month | 18.03% | 33.2% |
| Avg. Down Month | -6.67% | -18.8% |
| Win Days % | 48.63% | 50.21% |
| Win Month % | 51.28% | 52.27% |
| Win Week % | 50.57% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |