| Metric | 12244516:solusd:triple_med_gx:lsma205_110 | 12244516:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 460.67% | 111.79% |
| Max Drawdown | -36.23% | -93.44% |
| Sharpe | 0.68 | 0.36 |
| Sortino | 1.13 | 0.53 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 29.14 | 3.29 |
| Outlier Loss Ratio | 3.4 | 2.86 |
| Volatility (ann.) | 21.4% | 50.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.74 | 0.25 |
| Skew | 2.83 | 0.48 |
| Kurtosis | 56.21 | 11.24 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.0% | 1.72% |
| Expected Yearly % | 53.88% | 20.64% |
| Kelly Criterion | 8.91% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.27% |
| Expected Shortfall (cVaR) | -1.8% | -4.27% |
| Year | 12244516:SOLUSD | 12244516:solusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 34.16 | -0.38 | + |
| 2023 | 921.46 | 58.30 | 0.06 | - |
| 2024 | 85.41 | 56.12 | 0.66 | - |
| 2025 | 5.60 | 69.10 | 12.33 | + |
| Metric | 12244516:solusd:triple_med_gx:lsma205_110 | 12244516:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.16% | 26.39% |
| 6M | 15.15% | 38.87% |
| YTD | 69.1% | 5.6% |
| 1Y | 148.78% | 47.35% |
| 3Y (ann.) | 52.32% | 84.92% |
| 5Y (ann.) | 62.99% | 23.7% |
| Metric | 12244516:solusd:triple_med_gx:lsma205_110 | 12244516:SOLUSD |
|---|---|---|
| Max Drawdown | -36.23% | -93.44% |
| Longest DD Days | 312.0 | 703.0 |
| Avg. Drawdown | -5.99% | -13.23% |
| Avg. Drawdown Days | 22.0 | 49.0 |
| Recovery Factor | 12.72 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-10-23 | -36.23 | 312 |
| 2024-07-20 | 2024-11-11 | -34.53 | 113 |
| 2022-04-10 | 2022-07-18 | -24.50 | 98 |
| 2025-04-04 | 2025-05-08 | -18.54 | 33 |
| 2025-07-18 | 2025-09-01 | -15.81 | 45 |
| 2024-04-01 | 2024-06-04 | -14.33 | 64 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2024-02-18 | 2024-03-01 | -11.93 | 11 |
| 2022-09-27 | 2022-11-10 | -10.45 | 44 |
| 2023-11-25 | 2024-02-17 | -9.28 | 84 |
| Metric | 12244516:solusd:triple_med_gx:lsma205_110 | 12244516:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.07% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -30.28% | -56.44% |
| Best Year | 69.1% | 921.46% |
| Worst Year | 34.16% | -89.41% |
| Avg. Up Day | 1.95% | 1.95% |
| Avg. Down Day | -1.52% | -1.6% |
| Avg. Up Week | 9.02% | 12.83% |
| Avg. Down Week | -4.45% | -6.91% |
| Avg. Up Month | 14.84% | 25.35% |
| Avg. Down Month | -11.53% | -20.54% |
| Win Days % | 48.84% | 50.21% |
| Win Month % | 71.79% | 52.27% |
| Win Week % | 57.14% | 47.87% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |