| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 787.03% | 111.96% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.79 | 0.35 |
| Sortino | 1.36 | 0.52 |
| Payoff Ratio | 1.32 | 1.25 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.67 | 1.06 |
| CPC Index | 0.86 | 0.66 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 27.68 | 3.33 |
| Outlier Loss Ratio | 3.45 | 2.87 |
| Volatility (ann.) | 21.99% | 49.7% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.34 | 0.25 |
| Skew | 3.21 | 0.48 |
| Kurtosis | 56.34 | 11.37 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.97% | 1.68% |
| Expected Yearly % | 72.58% | 20.66% |
| Kelly Criterion | 10.43% | 10.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.23% |
| Expected Shortfall (cVaR) | -1.85% | -4.23% |
| Year | 12244519:SOLUSD | 12244519:solusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 34.02 | -0.38 | + |
| 2023 | 921.46 | 84.33 | 0.09 | - |
| 2024 | 85.41 | 94.62 | 1.11 | + |
| 2025 | 1.99 | 84.50 | 42.55 | + |
| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.5% | 17.41% |
| 6M | 11.73% | 52.72% |
| YTD | 84.5% | 1.99% |
| 1Y | 133.96% | 24.46% |
| 3Y (ann.) | 73.28% | 86.57% |
| 5Y (ann.) | 82.36% | 22.97% |
| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 308.0 | 703.0 |
| Avg. Drawdown | -5.17% | -12.91% |
| Avg. Drawdown Days | 17.0 | 50.0 |
| Recovery Factor | 22.37 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-10-20 | -35.19 | 308 |
| 2024-07-20 | 2024-11-07 | -25.57 | 109 |
| 2022-04-10 | 2022-07-16 | -23.37 | 97 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-10-16 | -17.52 | 89 |
| 2022-09-27 | 2022-11-10 | -12.78 | 44 |
| 2024-04-01 | 2024-05-15 | -12.47 | 44 |
| 2024-02-18 | 2024-02-28 | -11.93 | 9 |
| 2024-11-29 | 2025-01-16 | -10.43 | 47 |
| 2023-11-25 | 2024-01-09 | -10.35 | 44 |
| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.93% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 94.62% | 921.46% |
| Worst Year | 34.02% | -89.03% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.5% | -1.58% |
| Avg. Up Week | 9.16% | 12.79% |
| Avg. Down Week | -3.85% | -6.59% |
| Avg. Up Month | 18.83% | 34.3% |
| Avg. Down Month | -10.34% | -21.64% |
| Win Days % | 49.1% | 50.22% |
| Win Month % | 67.57% | 53.33% |
| Win Week % | 58.23% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |