| Metric | 12244526:solusd:triple_med_gx:lsma275_110 | 12244526:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 882.73% | 66.38% |
| Max Drawdown | -45.41% | -93.44% |
| Sharpe | 0.8 | 0.31 |
| Sortino | 1.35 | 0.46 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 25.85 | 3.36 |
| Outlier Loss Ratio | 3.54 | 2.88 |
| Volatility (ann.) | 21.99% | 49.42% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.84 | 0.16 |
| Skew | 2.58 | 0.47 |
| Kurtosis | 44.65 | 11.32 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.09% | 1.11% |
| Expected Yearly % | 77.06% | 13.57% |
| Kelly Criterion | 10.27% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.21% |
| Expected Shortfall (cVaR) | -1.84% | -4.21% |
| Year | 12244526:SOLUSD | 12244526:solusd:triple_med_gx:lsma275_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 5.48 | -0.06 | + |
| 2023 | 921.46 | 105.98 | 0.12 | - |
| 2024 | 85.41 | 153.55 | 1.80 | + |
| 2025 | -27.52 | 78.38 | -2.85 | + |
| Metric | 12244526:solusd:triple_med_gx:lsma275_110 | 12244526:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | -0.55% | -36.97% |
| 6M | -10.18% | -17.14% |
| YTD | 78.38% | -27.52% |
| 1Y | 78.38% | -36.85% |
| 3Y (ann.) | 87.91% | 115.85% |
| 5Y (ann.) | 83.74% | 14.52% |
| Metric | 12244526:solusd:triple_med_gx:lsma275_110 | 12244526:SOLUSD |
|---|---|---|
| Max Drawdown | -45.41% | -93.44% |
| Longest DD Days | 389.0 | 703.0 |
| Avg. Drawdown | -4.96% | -10.56% |
| Avg. Drawdown Days | 15.0 | 43.0 |
| Recovery Factor | 19.44 | 0.71 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-21 | -45.41 | 389 |
| 2024-07-20 | 2024-10-04 | -25.57 | 75 |
| 2022-04-10 | 2022-07-16 | -23.22 | 97 |
| 2025-05-27 | 2025-12-10 | -21.87 | 196 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-01-09 | 2024-02-28 | -12.06 | 50 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-20 | -9.92 | 44 |
| Metric | 12244526:solusd:triple_med_gx:lsma275_110 | 12244526:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 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 | 153.55% | 921.46% |
| Worst Year | 5.48% | -87.88% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 9.4% | 12.5% |
| Avg. Down Week | -4.11% | -8.28% |
| Avg. Up Month | 21.27% | 37.47% |
| Avg. Down Month | -5.82% | -23.32% |
| Win Days % | 49.42% | 50.19% |
| Win Month % | 55.56% | 52.17% |
| Win Week % | 58.75% | 47.5% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 50.0% |