| Metric | 12242652:solusd:triple_med_gx:lsma285_105 | 12242652:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 704.2% | 134.3% |
| Max Drawdown | -43.2% | -93.44% |
| Sharpe | 0.73 | 0.37 |
| Sortino | 1.23 | 0.54 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.12 | 1.01 |
| Outlier Win Ratio | 23.38 | 3.41 |
| Outlier Loss Ratio | 3.5 | 2.94 |
| Volatility (ann.) | 23.45% | 49.72% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.82 | 0.29 |
| Skew | 2.42 | 0.48 |
| Kurtosis | 38.36 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.85% | 1.95% |
| Expected Yearly % | 68.4% | 23.72% |
| Kelly Criterion | 9.02% | 9.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -4.23% |
| Expected Shortfall (cVaR) | -1.97% | -4.23% |
| Year | 12242652:SOLUSD | 12242652:solusd:triple_med_gx:lsma285_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 51.55 | -0.59 | + |
| 2023 | 921.46 | 123.59 | 0.13 | - |
| 2024 | 85.41 | 52.55 | 0.62 | - |
| 2025 | 1.99 | 55.58 | 27.99 | + |
| Metric | 12242652:solusd:triple_med_gx:lsma285_105 | 12242652:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -11.32% | 17.41% |
| 6M | 3.84% | 52.72% |
| YTD | 55.58% | 1.99% |
| 1Y | 101.73% | 24.46% |
| 3Y (ann.) | 52.6% | 86.57% |
| 5Y (ann.) | 78.52% | 26.7% |
| Metric | 12242652:solusd:triple_med_gx:lsma285_105 | 12242652:SOLUSD |
|---|---|---|
| Max Drawdown | -43.2% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.97% | -10.49% |
| Avg. Drawdown Days | 19.0 | 42.0 |
| Recovery Factor | 16.3 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-26 | -43.20 | 211 |
| 2024-04-01 | 2024-11-06 | -36.36 | 219 |
| 2025-05-16 | 2025-10-16 | -24.72 | 152 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-04-30 | 2023-10-21 | -18.22 | 173 |
| 2022-04-10 | 2022-06-14 | -16.57 | 64 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2023-11-30 | 2024-02-29 | -15.36 | 90 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-11-12 | 2025-01-17 | -10.18 | 66 |
| Metric | 12242652:solusd:triple_med_gx:lsma285_105 | 12242652: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 | 123.59% | 921.46% |
| Worst Year | 51.55% | -87.87% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.48% | -1.55% |
| Avg. Up Week | 10.01% | 11.91% |
| Avg. Down Week | -4.96% | -7.27% |
| Avg. Up Month | 20.06% | 36.07% |
| Avg. Down Month | -8.32% | -19.02% |
| Win Days % | 49.19% | 50.23% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 54.88% | 48.69% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |