| Metric | 12242642:solusd:triple_med_gx:lsma275_105 | 12242642:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 1,120.55% | 134.13% |
| Max Drawdown | -41.45% | -93.44% |
| Sharpe | 0.86 | 0.37 |
| Sortino | 1.46 | 0.54 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 23.37 | 3.41 |
| Outlier Loss Ratio | 3.53 | 2.92 |
| Volatility (ann.) | 23.29% | 49.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.42 | 0.29 |
| Skew | 2.51 | 0.48 |
| Kurtosis | 39.27 | 11.47 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 5.85% | 1.95% |
| Expected Yearly % | 86.91% | 23.7% |
| Kelly Criterion | 10.75% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.23% |
| Expected Shortfall (cVaR) | -1.95% | -4.23% |
| Year | 12242642:SOLUSD | 12242642:solusd:triple_med_gx:lsma275_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 66.24 | -0.75 | + |
| 2023 | 921.46 | 142.41 | 0.15 | - |
| 2024 | 85.41 | 77.26 | 0.90 | - |
| 2025 | 1.99 | 70.87 | 35.68 | + |
| Metric | 12242642:solusd:triple_med_gx:lsma275_105 | 12242642:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -11.38% | 17.41% |
| 6M | 4.67% | 52.72% |
| YTD | 70.87% | 1.99% |
| 1Y | 127.94% | 24.46% |
| 3Y (ann.) | 71.75% | 86.57% |
| 5Y (ann.) | 100.26% | 26.63% |
| Metric | 12242642:solusd:triple_med_gx:lsma275_105 | 12242642:SOLUSD |
|---|---|---|
| Max Drawdown | -41.45% | -93.44% |
| Longest DD Days | 197.0 | 703.0 |
| Avg. Drawdown | -5.28% | -10.56% |
| Avg. Drawdown Days | 16.0 | 42.0 |
| Recovery Factor | 27.04 | 1.44 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-12 | -41.45 | 197 |
| 2024-04-01 | 2024-10-14 | -31.33 | 196 |
| 2025-05-16 | 2025-10-16 | -24.11 | 152 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2023-04-30 | 2023-10-21 | -15.32 | 173 |
| 2024-01-09 | 2024-02-28 | -14.91 | 50 |
| 2022-04-10 | 2022-06-14 | -14.65 | 64 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-01-05 | 2024-01-09 | -10.84 | 3 |
| Metric | 12242642:solusd:triple_med_gx:lsma275_105 | 12242642:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 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 | 142.41% | 921.46% |
| Worst Year | 66.24% | -87.88% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 10.29% | 11.97% |
| Avg. Down Week | -4.37% | -7.03% |
| Avg. Up Month | 21.09% | 36.06% |
| Avg. Down Month | -6.09% | -19.02% |
| Win Days % | 49.69% | 50.23% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 56.63% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |