| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 959.47% | 46.48% |
| Max Drawdown | -14.13% | -89.19% |
| Sharpe | 6.83 | 2.51 |
| Sortino | 25.36 | 4.22 |
| Payoff Ratio | 6.9 | 1.07 |
| Profit Factor | 4.72 | 1.49 |
| Common Sense Ratio | 18.95 | 1.97 |
| CPC Index | 10.44 | 0.88 |
| Tail Ratio | 4.01 | 1.32 |
| Outlier Win Ratio | 4.04 | 3.46 |
| Outlier Loss Ratio | 23.84 | 2.51 |
| Volatility (ann.) | 183.59% | 410.13% |
| R^2 | 0.21 | 0.21 |
| Calmar | 8.32 | 0.15 |
| Skew | 1.88 | 0.47 |
| Kurtosis | 3.91 | 2.83 |
| Expected Daily % | 3.03% | 0.48% |
| Expected Monthly % | 7.65% | 1.2% |
| Expected Yearly % | 80.41% | 10.01% |
| Kelly Criterion | 22.21% | 13.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -12.37% | -32.49% |
| Expected Shortfall (cVaR) | -12.37% | -32.49% |
| Year | 12242645:SOLUSD | 12242645:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.30 | 139.77 | -1.62 | + |
| 2023 | 391.38 | 85.89 | 0.22 | - |
| 2024 | 294.77 | 80.26 | 0.27 | - |
| 2025 | -44.87 | 31.86 | -0.71 | + |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| MTD | -0.18% | -33.08% |
| 3M | 31.86% | -44.87% |
| 6M | 88.36% | -15.85% |
| YTD | 31.86% | -44.87% |
| 1Y | 104.82% | -28.07% |
| 3Y (ann.) | 124.37% | 15.97% |
| 5Y (ann.) | 117.61% | 13.4% |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Max Drawdown | -14.13% | -89.19% |
| Longest DD Days | 119.0 | 688.0 |
| Avg. Drawdown | -3.11% | -38.74% |
| Avg. Drawdown Days | 28.0 | 196.0 |
| Recovery Factor | 67.9 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-12 | -14.13 | 119 |
| 2023-07-22 | 2023-10-25 | -10.11 | 94 |
| 2024-01-05 | 2024-03-05 | -9.29 | 59 |
| 2022-04-09 | 2022-06-16 | -8.09 | 67 |
| 2024-08-02 | 2024-10-18 | -6.01 | 77 |
| 2022-03-11 | 2022-03-24 | -5.79 | 13 |
| 2025-02-02 | 2025-03-22 | -5.73 | 47 |
| 2024-05-11 | 2024-07-20 | -5.37 | 70 |
| 2022-10-12 | 2022-11-10 | -4.43 | 28 |
| 2022-08-04 | 2022-08-08 | -0.18 | 3 |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Best Day | 40.13% | 72.11% |
| Worst Day | -13.82% | -61.12% |
| Best Week | 40.13% | 72.11% |
| Worst Week | -13.98% | -60.34% |
| Best Month | 44.75% | 91.75% |
| Worst Month | -14.13% | -63.86% |
| Best Year | 139.77% | 391.38% |
| Worst Year | 31.86% | -86.3% |
| Avg. Up Day | 13.76% | 13.97% |
| Avg. Down Day | -1.99% | -13.06% |
| Avg. Up Week | 14.78% | 13.94% |
| Avg. Down Week | -2.69% | -10.63% |
| Avg. Up Month | 18.5% | 32.37% |
| Avg. Down Month | -4.9% | -14.97% |
| Win Days % | 32.05% | 55.13% |
| Win Month % | 59.38% | 50.0% |
| Win Week % | 38.71% | 53.23% |
| Win Quarter % | 84.62% | 38.46% |
| Win Year % | 100.0% | 50.0% |