| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 397.03% | 113.02% |
| Max Drawdown | -37.86% | -93.44% |
| Sharpe | 0.61 | 0.35 |
| Sortino | 1.02 | 0.52 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 27.5 | 3.28 |
| Outlier Loss Ratio | 3.5 | 2.88 |
| Volatility (ann.) | 21.71% | 49.75% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.45 | 0.25 |
| Skew | 2.83 | 0.47 |
| Kurtosis | 51.85 | 11.24 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.63% | 1.69% |
| Expected Yearly % | 49.31% | 20.81% |
| Kelly Criterion | 6.62% | 8.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.24% |
| Expected Shortfall (cVaR) | -1.83% | -4.24% |
| Year | 12242685:SOLUSD | 12242685:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 71.37 | -0.80 | + |
| 2023 | 921.46 | 102.41 | 0.11 | - |
| 2024 | 85.41 | 20.64 | 0.24 | - |
| 2025 | 1.99 | 18.78 | 9.45 | + |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -22.42% | 17.41% |
| 6M | -11.76% | 52.72% |
| YTD | 18.78% | 1.99% |
| 1Y | 40.36% | 24.46% |
| 3Y (ann.) | 39.24% | 86.57% |
| 5Y (ann.) | 55.02% | 22.97% |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Max Drawdown | -37.86% | -93.44% |
| Longest DD Days | 344.0 | 703.0 |
| Avg. Drawdown | -6.51% | -12.52% |
| Avg. Drawdown Days | 23.0 | 47.0 |
| Recovery Factor | 10.49 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-01-18 | -37.86 | 181 |
| 2022-11-11 | 2023-10-21 | -31.01 | 344 |
| 2025-06-30 | 2025-10-16 | -27.71 | 107 |
| 2022-03-25 | 2022-06-15 | -25.01 | 82 |
| 2025-02-04 | 2025-05-10 | -24.07 | 95 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2024-02-18 | 2024-03-25 | -13.52 | 35 |
| 2022-07-30 | 2022-09-23 | -9.07 | 55 |
| 2022-09-27 | 2022-11-10 | -7.91 | 43 |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.07% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 39.89% | 140.02% |
| Worst Month | -34.22% | -56.44% |
| Best Year | 102.41% | 921.46% |
| Worst Year | 18.78% | -88.97% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.52% | -1.58% |
| Avg. Up Week | 8.04% | 12.63% |
| Avg. Down Week | -4.63% | -6.85% |
| Avg. Up Month | 17.2% | 29.75% |
| Avg. Down Month | -10.83% | -20.93% |
| Win Days % | 48.57% | 50.21% |
| Win Month % | 64.29% | 53.33% |
| Win Week % | 57.61% | 48.21% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |