| Metric | 12244362:solusd:triple_med_gx:lsma285_110 | 12244362:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 452.56% | 142.61% |
| Max Drawdown | -41.19% | -93.44% |
| Sharpe | 0.66 | 0.38 |
| Sortino | 1.09 | 0.56 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 26.4 | 3.36 |
| Outlier Loss Ratio | 3.46 | 2.92 |
| Volatility (ann.) | 22.39% | 50.11% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.54 | 0.31 |
| Skew | 2.18 | 0.49 |
| Kurtosis | 39.14 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.06% | 2.08% |
| Expected Yearly % | 53.32% | 24.8% |
| Kelly Criterion | 8.42% | 9.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.26% |
| Expected Shortfall (cVaR) | -1.89% | -4.26% |
| Year | 12244362:SOLUSD | 12244362:solusd:triple_med_gx:lsma285_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | -2.04 | 0.02 | + |
| 2023 | 921.46 | 165.83 | 0.18 | - |
| 2024 | 85.41 | 26.88 | 0.31 | - |
| 2025 | 5.60 | 67.23 | 12.00 | + |
| Metric | 12244362:solusd:triple_med_gx:lsma285_110 | 12244362:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -0.49% | 26.39% |
| 6M | 40.52% | 38.87% |
| YTD | 67.23% | 5.6% |
| 1Y | 114.9% | 47.35% |
| 3Y (ann.) | 61.25% | 84.92% |
| 5Y (ann.) | 63.57% | 29.06% |
| Metric | 12244362:solusd:triple_med_gx:lsma285_110 | 12244362:SOLUSD |
|---|---|---|
| Max Drawdown | -41.19% | -93.44% |
| Longest DD Days | 292.0 | 703.0 |
| Avg. Drawdown | -6.07% | -10.49% |
| Avg. Drawdown Days | 24.0 | 40.0 |
| Recovery Factor | 10.99 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-01-18 | -41.19 | 292 |
| 2022-09-27 | 2023-04-26 | -38.91 | 211 |
| 2022-04-10 | 2022-07-27 | -24.04 | 108 |
| 2025-01-19 | 2025-04-12 | -22.84 | 83 |
| 2025-05-27 | 2025-08-28 | -15.80 | 92 |
| 2023-11-25 | 2024-02-28 | -13.46 | 94 |
| 2023-04-30 | 2023-10-19 | -11.39 | 171 |
| 2022-07-29 | 2022-08-08 | -9.29 | 9 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| Metric | 12244362:solusd:triple_med_gx:lsma285_110 | 12244362:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 40.21% | 140.02% |
| Worst Month | -24.43% | -56.44% |
| Best Year | 165.83% | 921.46% |
| Worst Year | -2.04% | -87.87% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.51% | -1.55% |
| Avg. Up Week | 10.39% | 13.31% |
| Avg. Down Week | -5.1% | -7.55% |
| Avg. Up Month | 20.08% | 36.59% |
| Avg. Down Month | -9.54% | -18.37% |
| Win Days % | 48.92% | 50.25% |
| Win Month % | 58.33% | 51.16% |
| Win Week % | 55.84% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |