| Metric | 12244412:solusd:triple_med_gx:lsma255_110 | 12244412:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 910.45% | 114.01% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.82 | 0.35 |
| Sortino | 1.41 | 0.52 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 26.65 | 3.35 |
| Outlier Loss Ratio | 3.47 | 2.9 |
| Volatility (ann.) | 22.5% | 49.68% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.36 | 0.25 |
| Skew | 2.84 | 0.48 |
| Kurtosis | 48.43 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.4% | 1.74% |
| Expected Yearly % | 78.29% | 20.95% |
| Kelly Criterion | 11.06% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12244412:SOLUSD | 12244412:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 42.24 | -0.47 | + |
| 2023 | 921.46 | 156.22 | 0.17 | - |
| 2024 | 85.41 | 50.48 | 0.59 | - |
| 2025 | 1.99 | 84.26 | 42.43 | + |
| Metric | 12244412:solusd:triple_med_gx:lsma255_110 | 12244412:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -8.85% | 17.41% |
| 6M | 10.7% | 52.72% |
| YTD | 84.26% | 1.99% |
| 1Y | 144.32% | 24.46% |
| 3Y (ann.) | 82.51% | 86.57% |
| 5Y (ann.) | 89.57% | 23.42% |
| Metric | 12244412:solusd:triple_med_gx:lsma255_110 | 12244412:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 305.0 | 703.0 |
| Avg. Drawdown | -5.04% | -12.1% |
| Avg. Drawdown Days | 18.0 | 48.0 |
| Recovery Factor | 24.03 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-16 | -37.89 | 305 |
| 2024-04-01 | 2024-11-10 | -33.96 | 223 |
| 2022-03-19 | 2022-06-21 | -19.65 | 93 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-09-27 | 2022-11-10 | -14.74 | 44 |
| 2025-05-27 | 2025-09-14 | -14.64 | 109 |
| 2023-11-25 | 2024-02-28 | -13.49 | 94 |
| 2025-09-14 | 2025-10-16 | -12.45 | 31 |
| 2025-01-19 | 2025-04-03 | -10.58 | 74 |
| Metric | 12244412:solusd:triple_med_gx:lsma255_110 | 12244412:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.03% | -56.44% |
| Best Year | 156.22% | 921.46% |
| Worst Year | 42.24% | -88.92% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.49% | -1.55% |
| Avg. Up Week | 11.03% | 14.04% |
| Avg. Down Week | -4.3% | -7.31% |
| Avg. Up Month | 21.89% | 35.26% |
| Avg. Down Month | -7.56% | -19.11% |
| Win Days % | 49.59% | 50.21% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 55.42% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |