| Metric | 12244521:solusd:triple_med_gx:lsma240_110 | 12244521:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 811.26% | 104.54% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.79 | 0.35 |
| Sortino | 1.38 | 0.51 |
| Payoff Ratio | 1.35 | 1.28 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.62 | 1.06 |
| CPC Index | 0.87 | 0.68 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 26.94 | 3.34 |
| Outlier Loss Ratio | 3.53 | 2.88 |
| Volatility (ann.) | 22.37% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.39 | 0.23 |
| Skew | 3.29 | 0.48 |
| Kurtosis | 54.93 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.15% | 1.64% |
| Expected Yearly % | 73.74% | 19.59% |
| Kelly Criterion | 9.99% | 11.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12244521:SOLUSD | 12244521:solusd:triple_med_gx:lsma240_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 30.83 | -0.34 | + |
| 2023 | 921.46 | 79.21 | 0.09 | - |
| 2024 | 85.41 | 116.78 | 1.37 | + |
| 2025 | 6.92 | 79.29 | 11.46 | + |
| Metric | 12244521:solusd:triple_med_gx:lsma240_110 | 12244521:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -16.49% | 24.43% |
| 6M | 5.81% | 56.02% |
| YTD | 79.29% | 6.92% |
| 1Y | 133.44% | 36.69% |
| 3Y (ann.) | 77.56% | 87.68% |
| 5Y (ann.) | 84.06% | 21.84% |
| Metric | 12244521:solusd:triple_med_gx:lsma240_110 | 12244521:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -5.25% | -13.6% |
| Avg. Drawdown Days | 15.0 | 54.0 |
| Recovery Factor | 23.05 | 1.12 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.19 | 45 |
| 2024-07-20 | 2024-11-05 | -25.57 | 107 |
| 2022-04-10 | 2022-07-17 | -23.90 | 97 |
| 2025-07-18 | 2025-10-14 | -19.76 | 88 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-21 | -15.15 | 264 |
| 2022-09-27 | 2022-11-10 | -13.91 | 44 |
| 2024-04-01 | 2024-05-27 | -12.81 | 56 |
| 2024-02-18 | 2024-02-28 | -11.93 | 9 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| Metric | 12244521:solusd:triple_med_gx:lsma240_110 | 12244521:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 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 | 116.78% | 921.46% |
| Worst Year | 30.83% | -89.9% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.47% | -1.57% |
| Avg. Up Week | 8.67% | 12.37% |
| Avg. Down Week | -3.82% | -6.69% |
| Avg. Up Month | 19.82% | 35.91% |
| Avg. Down Month | -6.71% | -18.84% |
| Win Days % | 48.29% | 50.22% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 58.14% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |