| Metric | 12244402:solusd:triple_med_gx:lsma205_110 | 12244402:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 502.48% | 111.79% |
| Max Drawdown | -36.63% | -93.44% |
| Sharpe | 0.72 | 0.36 |
| Sortino | 1.23 | 0.53 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 31.88 | 3.28 |
| Outlier Loss Ratio | 3.47 | 2.84 |
| Volatility (ann.) | 20.55% | 50.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.81 | 0.25 |
| Skew | 3.17 | 0.48 |
| Kurtosis | 52.44 | 11.24 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.17% | 1.72% |
| Expected Yearly % | 56.67% | 20.64% |
| Kelly Criterion | 10.26% | 10.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.27% |
| Expected Shortfall (cVaR) | -1.73% | -4.27% |
| Year | 12244402:SOLUSD | 12244402:solusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 38.58 | -0.43 | + |
| 2023 | 921.46 | 134.96 | 0.15 | - |
| 2024 | 85.41 | 9.03 | 0.11 | - |
| 2025 | 5.60 | 69.72 | 12.44 | + |
| Metric | 12244402:solusd:triple_med_gx:lsma205_110 | 12244402:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.84% | 26.39% |
| 6M | 20.12% | 38.87% |
| YTD | 69.72% | 5.6% |
| 1Y | 112.8% | 47.35% |
| 3Y (ann.) | 54.72% | 84.92% |
| 5Y (ann.) | 66.35% | 23.7% |
| Metric | 12244402:solusd:triple_med_gx:lsma205_110 | 12244402:SOLUSD |
|---|---|---|
| Max Drawdown | -36.63% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -5.94% | -13.23% |
| Avg. Drawdown Days | 22.0 | 49.0 |
| Recovery Factor | 13.72 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-20 | -36.63 | 309 |
| 2024-08-02 | 2024-11-29 | -33.55 | 118 |
| 2025-04-04 | 2025-05-08 | -18.54 | 33 |
| 2025-06-30 | 2025-09-01 | -17.18 | 62 |
| 2022-06-06 | 2022-06-20 | -17.16 | 13 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2023-11-25 | 2024-03-30 | -15.14 | 125 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2022-03-22 | 2022-06-06 | -13.66 | 75 |
| 2022-09-27 | 2022-11-10 | -12.15 | 44 |
| Metric | 12244402:solusd:triple_med_gx:lsma205_110 | 12244402:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -14.98% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -23.68% | -56.44% |
| Best Year | 134.96% | 921.46% |
| Worst Year | 9.03% | -89.41% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 11.1% | 13.87% |
| Avg. Down Week | -4.17% | -6.55% |
| Avg. Up Month | 20.78% | 27.44% |
| Avg. Down Month | -6.74% | -18.6% |
| Win Days % | 48.73% | 50.21% |
| Win Month % | 51.28% | 52.27% |
| Win Week % | 50.67% | 47.87% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |