| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 875.38% | 138.94% |
| Max Drawdown | -17.84% | -89.19% |
| Sharpe | 5.65 | 2.58 |
| Sortino | 18.67 | 4.39 |
| Payoff Ratio | 5.11 | 0.97 |
| Profit Factor | 3.96 | 1.56 |
| Common Sense Ratio | 11.51 | 2.23 |
| CPC Index | 6.62 | 0.92 |
| Tail Ratio | 2.91 | 1.43 |
| Outlier Win Ratio | 4.9 | 4.26 |
| Outlier Loss Ratio | 25.32 | 2.75 |
| Volatility (ann.) | 156.5% | 346.3% |
| R^2 | 0.23 | 0.23 |
| Calmar | 6.63 | 0.39 |
| Skew | 2.38 | 0.8 |
| Kurtosis | 7.98 | 6.03 |
| Expected Daily % | 2.13% | 0.81% |
| Expected Monthly % | 7.15% | 2.67% |
| Expected Yearly % | 76.72% | 24.33% |
| Kelly Criterion | 19.54% | 20.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.05% | -27.37% |
| Expected Shortfall (cVaR) | -11.05% | -27.37% |
| Year | 12242696:SOLUSD | 12242696:solusd:triple_med_gx:lsma255_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -85.47 | 58.51 | -0.68 | + |
| 2023 | 803.26 | 121.43 | 0.15 | - |
| 2024 | 108.14 | 98.12 | 0.91 | - |
| 2025 | -12.53 | 40.27 | -3.21 | + |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| MTD | -1.05% | -26.2% |
| 3M | 61.13% | 22.14% |
| 6M | 73.53% | 29.53% |
| YTD | 40.27% | -12.53% |
| 1Y | 160.83% | 92.66% |
| 3Y (ann.) | 118.28% | 34.79% |
| 5Y (ann.) | 118.28% | 34.79% |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Max Drawdown | -17.84% | -89.19% |
| Longest DD Days | 119.0 | 688.0 |
| Avg. Drawdown | -2.73% | -27.92% |
| Avg. Drawdown Days | 24.0 | 165.0 |
| Recovery Factor | 49.06 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-12 | -17.84 | 119 |
| 2022-03-24 | 2022-07-19 | -16.86 | 117 |
| 2023-07-11 | 2023-10-25 | -9.16 | 106 |
| 2024-11-11 | 2025-01-19 | -8.39 | 68 |
| 2024-02-17 | 2024-03-05 | -6.82 | 17 |
| 2024-06-02 | 2024-07-20 | -5.99 | 48 |
| 2024-08-02 | 2024-10-14 | -5.50 | 73 |
| 2022-03-12 | 2022-03-23 | -2.30 | 11 |
| 2022-10-14 | 2022-11-10 | -1.27 | 27 |
| 2025-02-03 | 2025-02-07 | -1.05 | 4 |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Best Day | 42.01% | 86.4% |
| Worst Day | -17.55% | -56.96% |
| Best Week | 42.01% | 86.4% |
| Worst Week | -17.7% | -61.47% |
| Best Month | 48.92% | 113.97% |
| Worst Month | -17.84% | -62.61% |
| Best Year | 121.43% | 803.26% |
| Worst Year | 40.27% | -85.47% |
| Avg. Up Day | 10.28% | 11.25% |
| Avg. Down Day | -2.01% | -11.57% |
| Avg. Up Week | 12.52% | 19.42% |
| Avg. Down Week | -3.49% | -12.28% |
| Avg. Up Month | 19.55% | 42.12% |
| Avg. Down Month | -5.41% | -15.99% |
| Win Days % | 32.71% | 60.75% |
| Win Month % | 60.61% | 51.52% |
| Win Week % | 46.97% | 54.55% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 100.0% | 50.0% |