| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 1,064.97% | 114.01% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.84 | 0.35 |
| Sortino | 1.47 | 0.52 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 24.31 | 3.4 |
| Outlier Loss Ratio | 3.65 | 2.9 |
| Volatility (ann.) | 23.28% | 49.68% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.54 | 0.25 |
| Skew | 3.07 | 0.48 |
| Kurtosis | 48.14 | 11.45 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.74% | 1.74% |
| Expected Yearly % | 84.75% | 20.95% |
| Kelly Criterion | 9.73% | 10.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.23% |
| Expected Shortfall (cVaR) | -1.95% | -4.23% |
| Year | 12242696:SOLUSD | 12242696:solusd:triple_med_gx:lsma255_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 49.35 | -0.55 | + |
| 2023 | 921.46 | 165.98 | 0.18 | - |
| 2024 | 85.41 | 99.28 | 1.16 | + |
| 2025 | 1.99 | 47.16 | 23.75 | + |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -17.01% | 17.41% |
| 6M | -3.93% | 52.72% |
| YTD | 47.16% | 1.99% |
| 1Y | 74.7% | 24.46% |
| 3Y (ann.) | 90.81% | 86.57% |
| 5Y (ann.) | 97.18% | 23.42% |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -5.59% | -12.1% |
| Avg. Drawdown Days | 16.0 | 48.0 |
| Recovery Factor | 27.82 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-12 | -38.28 | 119 |
| 2024-06-05 | 2024-11-06 | -32.78 | 153 |
| 2025-05-14 | 2025-10-16 | -25.82 | 155 |
| 2022-03-25 | 2022-06-15 | -24.85 | 82 |
| 2025-03-25 | 2025-04-12 | -23.09 | 18 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2023-04-30 | 2023-10-21 | -17.15 | 173 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696: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 | 165.98% | 921.46% |
| Worst Year | 47.16% | -88.92% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 9.48% | 13.13% |
| Avg. Down Week | -4.87% | -7.27% |
| Avg. Up Month | 20.29% | 38.73% |
| Avg. Down Month | -7.29% | -22.13% |
| Win Days % | 48.76% | 50.21% |
| Win Month % | 61.54% | 52.27% |
| Win Week % | 60.67% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |