| Metric | 12244531:solusd:triple_med_gx:lsma285_110 | 12244531:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 594.11% | 142.61% |
| Max Drawdown | -47.05% | -93.44% |
| Sharpe | 0.72 | 0.38 |
| Sortino | 1.21 | 0.56 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 24.82 | 3.38 |
| Outlier Loss Ratio | 3.53 | 2.91 |
| Volatility (ann.) | 22.81% | 50.11% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.59 | 0.31 |
| Skew | 2.46 | 0.49 |
| Kurtosis | 41.46 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.61% | 2.08% |
| Expected Yearly % | 62.31% | 24.8% |
| Kelly Criterion | 8.9% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.26% |
| Expected Shortfall (cVaR) | -1.92% | -4.26% |
| Year | 12244531:SOLUSD | 12244531:solusd:triple_med_gx:lsma285_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 2.77 | -0.03 | + |
| 2023 | 921.46 | 89.99 | 0.10 | - |
| 2024 | 85.41 | 117.42 | 1.37 | + |
| 2025 | 5.60 | 63.51 | 11.33 | + |
| Metric | 12244531:solusd:triple_med_gx:lsma285_110 | 12244531:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -9.82% | 26.39% |
| 6M | 25.67% | 38.87% |
| YTD | 63.51% | 5.6% |
| 1Y | 151.6% | 47.35% |
| 3Y (ann.) | 61.72% | 84.92% |
| 5Y (ann.) | 74.67% | 29.06% |
| Metric | 12244531:solusd:triple_med_gx:lsma285_110 | 12244531:SOLUSD |
|---|---|---|
| Max Drawdown | -47.05% | -93.44% |
| Longest DD Days | 393.0 | 703.0 |
| Avg. Drawdown | -5.27% | -10.49% |
| Avg. Drawdown Days | 17.0 | 40.0 |
| Recovery Factor | 12.63 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-25 | -47.05 | 393 |
| 2024-06-05 | 2024-10-19 | -30.24 | 136 |
| 2022-04-10 | 2022-07-18 | -24.94 | 98 |
| 2025-05-27 | 2025-09-01 | -18.55 | 96 |
| 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 | 2024-05-27 | -11.13 | 56 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 2022-08-08 | 2022-09-23 | -8.98 | 46 |
| Metric | 12244531:solusd:triple_med_gx:lsma285_110 | 12244531: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 | 36.98% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 117.42% | 921.46% |
| Worst Year | 2.77% | -87.87% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.48% | -1.54% |
| Avg. Up Week | 9.21% | 12.44% |
| Avg. Down Week | -4.87% | -8.32% |
| Avg. Up Month | 20.5% | 37.47% |
| Avg. Down Month | -7.49% | -21.57% |
| Win Days % | 49.03% | 50.25% |
| Win Month % | 55.56% | 51.16% |
| Win Week % | 58.44% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |