| Metric | 12242693:solusd:triple_med_gx:lsma235_105 | 12242693:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 645.92% | 99.97% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.71 | 0.34 |
| Sortino | 1.23 | 0.51 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 25.58 | 3.37 |
| Outlier Loss Ratio | 3.58 | 2.91 |
| Volatility (ann.) | 23.04% | 49.67% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.93 | 0.23 |
| Skew | 3.11 | 0.48 |
| Kurtosis | 50.09 | 11.41 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.57% | 1.55% |
| Expected Yearly % | 65.26% | 18.92% |
| Kelly Criterion | 7.83% | 10.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.23% |
| Expected Shortfall (cVaR) | -1.94% | -4.23% |
| Year | 12242693:SOLUSD | 12242693:solusd:triple_med_gx:lsma235_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 34.70 | -0.39 | + |
| 2023 | 921.46 | 175.71 | 0.19 | - |
| 2024 | 85.41 | 53.02 | 0.62 | - |
| 2025 | 1.99 | 31.25 | 15.74 | + |
| Metric | 12242693:solusd:triple_med_gx:lsma235_105 | 12242693:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.77% | 17.41% |
| 6M | -7.29% | 52.72% |
| YTD | 31.25% | 1.99% |
| 1Y | 53.18% | 24.46% |
| 3Y (ann.) | 67.35% | 86.57% |
| 5Y (ann.) | 73.94% | 21.03% |
| Metric | 12242693:solusd:triple_med_gx:lsma235_105 | 12242693:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 224.0 | 703.0 |
| Avg. Drawdown | -6.13% | -13.19% |
| Avg. Drawdown Days | 21.0 | 52.0 |
| Recovery Factor | 16.87 | 1.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-12 | -38.28 | 118 |
| 2024-06-05 | 2025-01-16 | -32.96 | 224 |
| 2025-05-14 | 2025-10-16 | -28.27 | 155 |
| 2025-02-04 | 2025-05-08 | -27.97 | 93 |
| 2022-03-25 | 2022-06-15 | -24.88 | 82 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2024-01-09 | 2024-02-29 | -15.46 | 50 |
| 2023-04-30 | 2023-10-20 | -13.35 | 173 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2022-07-30 | 2022-09-23 | -9.07 | 55 |
| Metric | 12242693:solusd:triple_med_gx:lsma235_105 | 12242693:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -16.88% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -32.6% | -56.44% |
| Best Year | 175.71% | 921.46% |
| Worst Year | 31.25% | -89.65% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.49% | -1.56% |
| Avg. Up Week | 9.68% | 13.53% |
| Avg. Down Week | -4.42% | -7.23% |
| Avg. Up Month | 19.02% | 36.03% |
| Avg. Down Month | -7.45% | -20.4% |
| Win Days % | 47.93% | 50.21% |
| Win Month % | 57.5% | 53.33% |
| Win Week % | 54.84% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |