| Metric | 12244571:solusd:triple_med_gx:lsma215_110 | 12244571:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 468.43% | 123.82% |
| Max Drawdown | -34.89% | -93.44% |
| Sharpe | 0.67 | 0.36 |
| Sortino | 1.13 | 0.54 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 27.8 | 3.21 |
| Outlier Loss Ratio | 3.45 | 2.88 |
| Volatility (ann.) | 21.8% | 50.1% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.83 | 0.28 |
| Skew | 3.05 | 0.48 |
| Kurtosis | 58.5 | 11.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.03% | 1.85% |
| Expected Yearly % | 54.41% | 22.31% |
| Kelly Criterion | 8.81% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.26% |
| Expected Shortfall (cVaR) | -1.84% | -4.26% |
| Year | 12244571:SOLUSD | 12244571:solusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 20.05 | -0.23 | + |
| 2023 | 921.46 | 62.47 | 0.07 | - |
| 2024 | 85.41 | 100.01 | 1.17 | + |
| 2025 | 5.60 | 45.71 | 8.16 | + |
| Metric | 12244571:solusd:triple_med_gx:lsma215_110 | 12244571:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.83% | 26.39% |
| 6M | 14.25% | 38.87% |
| YTD | 45.71% | 5.6% |
| 1Y | 102.36% | 47.35% |
| 3Y (ann.) | 56.46% | 84.92% |
| 5Y (ann.) | 63.82% | 25.71% |
| Metric | 12244571:solusd:triple_med_gx:lsma215_110 | 12244571:SOLUSD |
|---|---|---|
| Max Drawdown | -34.89% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -6.23% | -12.45% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 13.43 | 1.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-10-20 | -34.89 | 309 |
| 2022-03-25 | 2022-07-18 | -26.61 | 115 |
| 2024-07-20 | 2024-11-06 | -24.55 | 108 |
| 2025-03-25 | 2025-04-12 | -21.50 | 17 |
| 2025-05-14 | 2025-09-01 | -20.70 | 110 |
| 2022-07-30 | 2022-11-10 | -14.39 | 102 |
| 2024-02-18 | 2024-02-29 | -12.20 | 10 |
| 2024-04-01 | 2024-05-15 | -11.89 | 44 |
| 2023-11-25 | 2024-01-09 | -11.53 | 44 |
| 2024-11-29 | 2025-01-18 | -9.99 | 49 |
| Metric | 12244571:solusd:triple_med_gx:lsma215_110 | 12244571:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -15.95% | -51.66% |
| Best Month | 38.67% | 140.02% |
| Worst Month | -29.38% | -56.44% |
| Best Year | 100.01% | 921.46% |
| Worst Year | 20.05% | -88.81% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.51% | -1.59% |
| Avg. Up Week | 9.16% | 11.78% |
| Avg. Down Week | -4.63% | -7.68% |
| Avg. Up Month | 16.73% | 24.23% |
| Avg. Down Month | -9.79% | -25.28% |
| Win Days % | 49.47% | 50.23% |
| Win Month % | 64.86% | 52.27% |
| Win Week % | 61.84% | 48.4% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |