| Metric | 12244529:solusd:triple_med_gx:lsma265_110 | 12244529:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 1,037.82% | 63.79% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.83 | 0.31 |
| Sortino | 1.44 | 0.46 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.87 | 0.66 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 25.78 | 3.36 |
| Outlier Loss Ratio | 3.54 | 2.88 |
| Volatility (ann.) | 22.44% | 49.42% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.58 | 0.15 |
| Skew | 3.13 | 0.47 |
| Kurtosis | 52.01 | 11.29 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.43% | 1.08% |
| Expected Yearly % | 83.66% | 13.13% |
| Kelly Criterion | 10.9% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.21% |
| Expected Shortfall (cVaR) | -1.88% | -4.21% |
| Year | 12244529:SOLUSD | 12244529:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 34.63 | -0.39 | + |
| 2023 | 921.46 | 91.58 | 0.10 | - |
| 2024 | 85.41 | 157.85 | 1.85 | + |
| 2025 | -27.52 | 71.08 | -2.58 | + |
| Metric | 12244529:solusd:triple_med_gx:lsma265_110 | 12244529:SOLUSD |
|---|---|---|
| MTD | -4.05% | 2.49% |
| 3M | -6.48% | -36.97% |
| 6M | -12.03% | -17.14% |
| YTD | 71.08% | -27.52% |
| 1Y | 71.08% | -36.85% |
| 3Y (ann.) | 81.91% | 115.85% |
| 5Y (ann.) | 90.87% | 14.02% |
| Metric | 12244529:solusd:triple_med_gx:lsma265_110 | 12244529:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -5.19% | -11.46% |
| Avg. Drawdown Days | 14.0 | 47.0 |
| Recovery Factor | 29.49 | 0.68 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.19 | 45 |
| 2024-07-20 | 2024-10-04 | -25.57 | 75 |
| 2022-04-10 | 2022-07-16 | -23.51 | 97 |
| 2025-05-27 | 2025-12-10 | -20.36 | 196 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-04-30 | 2023-10-21 | -16.65 | 173 |
| 2023-01-29 | 2023-04-12 | -14.37 | 72 |
| 2024-04-01 | 2024-05-27 | -13.08 | 56 |
| 2022-09-27 | 2022-11-10 | -12.94 | 44 |
| 2025-02-04 | 2025-04-04 | -12.43 | 59 |
| Metric | 12244529:solusd:triple_med_gx:lsma265_110 | 12244529: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 | 157.85% | 921.46% |
| Worst Year | 34.63% | -88.07% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.45% | -1.52% |
| Avg. Up Week | 9.28% | 12.22% |
| Avg. Down Week | -4.01% | -6.89% |
| Avg. Up Month | 21.11% | 37.32% |
| Avg. Down Month | -5.56% | -21.0% |
| Win Days % | 49.33% | 50.19% |
| Win Month % | 55.26% | 52.17% |
| Win Week % | 59.26% | 47.5% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 50.0% |