| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 588.06% | 95.11% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.69 | 0.34 |
| Sortino | 1.19 | 0.5 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 25.35 | 3.35 |
| Outlier Loss Ratio | 3.61 | 2.9 |
| Volatility (ann.) | 23.01% | 49.67% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.83 | 0.22 |
| Skew | 3.11 | 0.48 |
| Kurtosis | 50.29 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.48% | 1.53% |
| Expected Yearly % | 61.96% | 18.19% |
| Kelly Criterion | 7.49% | 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 | 12242694:SOLUSD | 12242694:solusd:triple_med_gx:lsma240_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 29.95 | -0.33 | + |
| 2023 | 921.46 | 151.89 | 0.16 | - |
| 2024 | 85.41 | 56.58 | 0.66 | - |
| 2025 | 1.99 | 34.25 | 17.24 | + |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.77% | 17.41% |
| 6M | -6.78% | 52.72% |
| YTD | 34.25% | 1.99% |
| 1Y | 52.82% | 24.46% |
| 3Y (ann.) | 65.21% | 86.57% |
| 5Y (ann.) | 70.18% | 20.23% |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 176.0 | 703.0 |
| Avg. Drawdown | -6.08% | -13.6% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 15.36 | 1.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-26 | -38.28 | 132 |
| 2024-06-05 | 2024-11-29 | -33.03 | 176 |
| 2025-05-14 | 2025-10-16 | -27.87 | 155 |
| 2025-02-04 | 2025-05-08 | -26.73 | 93 |
| 2022-03-25 | 2022-07-18 | -25.20 | 115 |
| 2023-04-30 | 2023-10-21 | -15.93 | 173 |
| 2024-01-09 | 2024-02-29 | -15.46 | 50 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2022-07-30 | 2022-09-24 | -9.07 | 55 |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694: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 | 151.89% | 921.46% |
| Worst Year | 29.95% | -89.9% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 9.49% | 13.53% |
| Avg. Down Week | -4.4% | -7.04% |
| Avg. Up Month | 20.53% | 39.75% |
| Avg. Down Month | -6.24% | -19.88% |
| Win Days % | 47.7% | 50.2% |
| Win Month % | 50.0% | 52.27% |
| Win Week % | 53.76% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |