| Metric | 12244414:solusd:triple_med_gx:lsma275_110 | 12244414:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 1,035.81% | 134.13% |
| Max Drawdown | -42.81% | -93.44% |
| Sharpe | 0.87 | 0.37 |
| Sortino | 1.46 | 0.54 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 25.65 | 3.35 |
| Outlier Loss Ratio | 3.52 | 2.9 |
| Volatility (ann.) | 22.34% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.25 | 0.29 |
| Skew | 2.32 | 0.48 |
| Kurtosis | 39.4 | 11.47 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 5.68% | 1.95% |
| Expected Yearly % | 83.58% | 23.7% |
| Kelly Criterion | 11.52% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.23% |
| Expected Shortfall (cVaR) | -1.87% | -4.23% |
| Year | 12244414:SOLUSD | 12244414:solusd:triple_med_gx:lsma275_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 16.48 | -0.19 | + |
| 2023 | 921.46 | 176.93 | 0.19 | - |
| 2024 | 85.41 | 80.82 | 0.95 | - |
| 2025 | 1.99 | 94.74 | 47.70 | + |
| Metric | 12244414:solusd:triple_med_gx:lsma275_110 | 12244414:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -4.39% | 17.41% |
| 6M | 14.52% | 52.72% |
| YTD | 94.74% | 1.99% |
| 1Y | 169.56% | 24.46% |
| 3Y (ann.) | 89.34% | 86.57% |
| 5Y (ann.) | 96.3% | 26.63% |
| Metric | 12244414:solusd:triple_med_gx:lsma275_110 | 12244414:SOLUSD |
|---|---|---|
| Max Drawdown | -42.81% | -93.44% |
| Longest DD Days | 213.0 | 703.0 |
| Avg. Drawdown | -5.1% | -10.56% |
| Avg. Drawdown Days | 17.0 | 42.0 |
| Recovery Factor | 24.19 | 1.44 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -42.81 | 213 |
| 2024-08-02 | 2024-11-06 | -29.40 | 95 |
| 2022-03-19 | 2022-06-21 | -19.52 | 93 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-27 | 2025-09-12 | -15.82 | 107 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-09-14 | 2025-10-16 | -12.29 | 31 |
| 2023-04-30 | 2023-10-19 | -11.75 | 171 |
| 2024-04-01 | 2024-06-05 | -11.13 | 65 |
| 2025-01-19 | 2025-03-24 | -10.84 | 63 |
| Metric | 12244414:solusd:triple_med_gx:lsma275_110 | 12244414:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 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 | 176.93% | 921.46% |
| Worst Year | 16.48% | -87.88% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 10.76% | 13.93% |
| Avg. Down Week | -4.22% | -8.86% |
| Avg. Up Month | 20.05% | 34.45% |
| Avg. Down Month | -6.58% | -21.9% |
| Win Days % | 49.91% | 50.23% |
| Win Month % | 56.76% | 52.27% |
| Win Week % | 56.79% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |