| Metric | 12244418:solusd:triple_med_gx:lsma290_110 | 12244418:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 937.58% | 138.06% |
| Max Drawdown | -45.09% | -93.44% |
| Sharpe | 0.83 | 0.37 |
| Sortino | 1.4 | 0.55 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 25.14 | 3.38 |
| Outlier Loss Ratio | 3.52 | 2.93 |
| Volatility (ann.) | 22.6% | 49.74% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.04 | 0.29 |
| Skew | 2.24 | 0.48 |
| Kurtosis | 37.7 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.46% | 1.99% |
| Expected Yearly % | 79.48% | 24.21% |
| Kelly Criterion | 11.09% | 10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12244418:SOLUSD | 12244418:solusd:triple_med_gx:lsma290_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 17.38 | -0.20 | + |
| 2023 | 921.46 | 182.49 | 0.20 | - |
| 2024 | 85.41 | 81.00 | 0.95 | - |
| 2025 | 1.99 | 72.89 | 36.70 | + |
| Metric | 12244418:solusd:triple_med_gx:lsma290_110 | 12244418:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -3.15% | 17.41% |
| 6M | 16.45% | 52.72% |
| YTD | 72.89% | 1.99% |
| 1Y | 141.74% | 24.46% |
| 3Y (ann.) | 80.79% | 86.57% |
| 5Y (ann.) | 91.81% | 27.31% |
| Metric | 12244418:solusd:triple_med_gx:lsma290_110 | 12244418:SOLUSD |
|---|---|---|
| Max Drawdown | -45.09% | -93.44% |
| Longest DD Days | 387.0 | 703.0 |
| Avg. Drawdown | -5.17% | -10.15% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 20.79 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-20 | -45.09 | 387 |
| 2024-04-01 | 2024-11-06 | -32.95 | 219 |
| 2022-03-19 | 2022-06-21 | -19.40 | 93 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-05-27 | 2025-09-13 | -15.49 | 109 |
| 2025-09-14 | 2025-10-16 | -12.29 | 31 |
| 2025-01-19 | 2025-03-24 | -10.84 | 63 |
| 2024-01-06 | 2024-02-18 | -10.68 | 43 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| Metric | 12244418:solusd:triple_med_gx:lsma290_110 | 12244418: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 | 41.57% | 140.02% |
| Worst Month | -24.03% | -56.44% |
| Best Year | 182.49% | 921.46% |
| Worst Year | 17.38% | -87.67% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 10.61% | 13.64% |
| Avg. Down Week | -4.71% | -9.42% |
| Avg. Up Month | 20.89% | 35.65% |
| Avg. Down Month | -7.14% | -21.9% |
| Win Days % | 49.96% | 50.22% |
| Win Month % | 55.56% | 52.27% |
| Win Week % | 59.49% | 48.69% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |