| Metric | 12244469:solusd:triple_med_gx:lsma265_110 | 12244469:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 586.51% | 141.63% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.71 | 0.37 |
| Sortino | 1.2 | 0.55 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.08 | 1.01 |
| Outlier Win Ratio | 25.91 | 3.34 |
| Outlier Loss Ratio | 3.48 | 2.9 |
| Volatility (ann.) | 22.42% | 49.72% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.86 | 0.3 |
| Skew | 2.82 | 0.48 |
| Kurtosis | 47.46 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.48% | 2.03% |
| Expected Yearly % | 61.87% | 24.68% |
| Kelly Criterion | 8.66% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12244469:SOLUSD | 12244469:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 6.71 | -0.08 | + |
| 2023 | 921.46 | 104.28 | 0.11 | - |
| 2024 | 85.41 | 75.25 | 0.88 | - |
| 2025 | 6.92 | 79.71 | 11.52 | + |
| Metric | 12244469:solusd:triple_med_gx:lsma265_110 | 12244469:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -13.33% | 24.43% |
| 6M | -2.59% | 56.02% |
| YTD | 79.71% | 6.92% |
| 1Y | 126.64% | 36.69% |
| 3Y (ann.) | 75.19% | 87.68% |
| 5Y (ann.) | 70.63% | 27.72% |
| Metric | 12244469:solusd:triple_med_gx:lsma265_110 | 12244469:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -5.87% | -11.46% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 15.48 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.89 | 45 |
| 2022-04-10 | 2022-07-28 | -27.84 | 108 |
| 2024-04-01 | 2024-10-14 | -26.58 | 196 |
| 2025-05-14 | 2025-10-14 | -21.07 | 153 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-04-30 | -16.40 | 90 |
| 2023-11-25 | 2024-01-09 | -11.65 | 44 |
| 2023-04-30 | 2023-10-19 | -11.59 | 172 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2022-09-27 | 2022-11-10 | -9.94 | 44 |
| Metric | 12244469:solusd:triple_med_gx:lsma265_110 | 12244469:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 51.89% | 140.02% |
| Worst Month | -28.35% | -56.44% |
| Best Year | 104.28% | 921.46% |
| Worst Year | 6.71% | -88.07% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.5% | -1.53% |
| Avg. Up Week | 9.87% | 12.73% |
| Avg. Down Week | -4.63% | -7.26% |
| Avg. Up Month | 17.56% | 35.61% |
| Avg. Down Month | -5.92% | -19.57% |
| Win Days % | 49.27% | 50.25% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 56.25% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |