| Metric | 12242688:solusd:triple_med_gx:lsma205_105 | 12242688:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 557.61% | 104.54% |
| Max Drawdown | -38.55% | -93.44% |
| Sharpe | 0.69 | 0.35 |
| Sortino | 1.15 | 0.51 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 26.6 | 3.32 |
| Outlier Loss Ratio | 3.48 | 2.89 |
| Volatility (ann.) | 22.44% | 49.75% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.75 | 0.23 |
| Skew | 2.94 | 0.47 |
| Kurtosis | 52.52 | 11.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.27% | 1.6% |
| Expected Yearly % | 60.14% | 19.59% |
| Kelly Criterion | 7.73% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.24% |
| Expected Shortfall (cVaR) | -1.89% | -4.24% |
| Year | 12242688:SOLUSD | 12242688:solusd:triple_med_gx:lsma205_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 45.53 | -0.51 | + |
| 2023 | 921.46 | 116.17 | 0.13 | - |
| 2024 | 85.41 | 61.57 | 0.72 | - |
| 2025 | 1.99 | 29.37 | 14.79 | + |
| Metric | 12242688:solusd:triple_med_gx:lsma205_105 | 12242688:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -20.97% | 17.41% |
| 6M | -15.64% | 52.72% |
| YTD | 29.37% | 1.99% |
| 1Y | 50.32% | 24.46% |
| 3Y (ann.) | 55.19% | 86.57% |
| 5Y (ann.) | 67.48% | 21.64% |
| Metric | 12242688:solusd:triple_med_gx:lsma205_105 | 12242688:SOLUSD |
|---|---|---|
| Max Drawdown | -38.55% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -6.09% | -13.23% |
| Avg. Drawdown Days | 20.0 | 51.0 |
| Recovery Factor | 14.46 | 1.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-21 | -38.55 | 310 |
| 2025-05-14 | 2025-10-16 | -30.07 | 155 |
| 2024-07-20 | 2025-01-15 | -29.91 | 179 |
| 2025-02-04 | 2025-05-08 | -25.46 | 93 |
| 2022-03-25 | 2022-06-15 | -24.63 | 82 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2024-04-01 | 2024-05-15 | -11.62 | 44 |
| 2022-07-30 | 2022-09-23 | -9.07 | 55 |
| Metric | 12242688:solusd:triple_med_gx:lsma205_105 | 12242688:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.8% | 43.67% |
| Worst Week | -17.3% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -34.14% | -56.44% |
| Best Year | 116.17% | 921.46% |
| Worst Year | 29.37% | -89.41% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.53% | -1.6% |
| Avg. Up Week | 9.15% | 13.39% |
| Avg. Down Week | -4.9% | -7.28% |
| Avg. Up Month | 16.32% | 28.92% |
| Avg. Down Month | -10.98% | -22.54% |
| Win Days % | 48.72% | 50.19% |
| Win Month % | 68.29% | 53.33% |
| Win Week % | 57.78% | 47.94% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |