| Metric | 12244520:solusd:triple_med_gx:lsma235_110 | 12244520:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 828.08% | 99.97% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.8 | 0.34 |
| Sortino | 1.38 | 0.51 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.63 | 1.06 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 27.07 | 3.34 |
| Outlier Loss Ratio | 3.47 | 2.88 |
| Volatility (ann.) | 22.34% | 49.67% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.41 | 0.23 |
| Skew | 3.26 | 0.48 |
| Kurtosis | 54.56 | 11.41 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.08% | 1.55% |
| Expected Yearly % | 74.54% | 18.92% |
| Kelly Criterion | 10.5% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.23% |
| Expected Shortfall (cVaR) | -1.87% | -4.23% |
| Year | 12244520:SOLUSD | 12244520:solusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 32.72 | -0.36 | + |
| 2023 | 921.46 | 87.67 | 0.10 | - |
| 2024 | 85.41 | 107.53 | 1.26 | + |
| 2025 | 1.99 | 79.54 | 40.05 | + |
| Metric | 12244520:solusd:triple_med_gx:lsma235_110 | 12244520:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -15.55% | 17.41% |
| 6M | 8.73% | 52.72% |
| YTD | 79.54% | 1.99% |
| 1Y | 127.67% | 24.46% |
| 3Y (ann.) | 76.48% | 86.57% |
| 5Y (ann.) | 84.73% | 21.03% |
| Metric | 12244520:solusd:triple_med_gx:lsma235_110 | 12244520:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -5.15% | -13.19% |
| Avg. Drawdown Days | 15.0 | 52.0 |
| Recovery Factor | 23.53 | 1.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.19 | 45 |
| 2024-07-20 | 2024-11-06 | -25.57 | 108 |
| 2022-04-10 | 2022-07-17 | -24.03 | 97 |
| 2025-07-18 | 2025-10-16 | -18.86 | 89 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-20 | -13.71 | 263 |
| 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 |
| Metric | 12244520:solusd:triple_med_gx:lsma235_110 | 12244520: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 | 41.95% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 107.53% | 921.46% |
| Worst Year | 32.72% | -89.65% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.49% | -1.57% |
| Avg. Up Week | 9.6% | 12.82% |
| Avg. Down Week | -3.92% | -6.55% |
| Avg. Up Month | 19.56% | 33.93% |
| Avg. Down Month | -7.54% | -19.06% |
| Win Days % | 48.79% | 50.21% |
| Win Month % | 62.16% | 53.33% |
| Win Week % | 56.1% | 48.19% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |