| Metric | 12244572:solusd:triple_med_gx:lsma210_110 | 12244572:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 618.99% | 78.58% |
| Max Drawdown | -36.17% | -93.44% |
| Sharpe | 0.77 | 0.34 |
| Sortino | 1.3 | 0.5 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.8 | 1.07 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.36 | 1.02 |
| Outlier Win Ratio | 27.79 | 3.26 |
| Outlier Loss Ratio | 3.5 | 2.88 |
| Volatility (ann.) | 22.02% | 50.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.19 | 0.2 |
| Skew | 3.06 | 0.48 |
| Kurtosis | 58.45 | 11.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.81% | 1.39% |
| Expected Yearly % | 63.75% | 15.6% |
| Kelly Criterion | 10.21% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.31% |
| Expected Shortfall (cVaR) | -1.85% | -4.31% |
| Year | 12244572:SOLUSD | 12244572:solusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.30 | 33.97 | -0.38 | + |
| 2023 | 921.46 | 55.23 | 0.06 | - |
| 2024 | 85.41 | 102.71 | 1.20 | + |
| 2025 | -19.37 | 70.56 | -3.64 | + |
| Metric | 12244572:solusd:triple_med_gx:lsma210_110 | 12244572:SOLUSD |
|---|---|---|
| MTD | -2.85% | -1.7% |
| 3M | 43.82% | 42.36% |
| 6M | 70.56% | -30.27% |
| YTD | 70.56% | -19.37% |
| 1Y | 127.1% | 15.68% |
| 3Y (ann.) | 82.35% | 58.14% |
| 5Y (ann.) | 79.4% | 18.74% |
| Metric | 12244572:solusd:triple_med_gx:lsma210_110 | 12244572:SOLUSD |
|---|---|---|
| Max Drawdown | -36.17% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -6.09% | -12.51% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 17.11 | 0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-10-21 | -36.17 | 310 |
| 2022-03-25 | 2022-07-18 | -26.61 | 115 |
| 2024-07-20 | 2024-11-05 | -24.55 | 107 |
| 2025-03-25 | 2025-04-12 | -21.50 | 17 |
| 2024-04-01 | 2024-05-16 | -14.69 | 45 |
| 2022-07-30 | 2022-11-10 | -13.24 | 102 |
| 2023-11-25 | 2024-01-09 | -12.50 | 44 |
| 2024-02-18 | 2024-02-29 | -12.20 | 10 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2024-11-29 | 2025-01-18 | -9.99 | 49 |
| Metric | 12244572:solusd:triple_med_gx:lsma210_110 | 12244572:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -18.32% | -51.66% |
| Best Month | 38.67% | 140.02% |
| Worst Month | -31.38% | -56.44% |
| Best Year | 102.71% | 921.46% |
| Worst Year | 33.97% | -88.3% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.51% | -1.6% |
| Avg. Up Week | 9.84% | 12.27% |
| Avg. Down Week | -4.4% | -7.79% |
| Avg. Up Month | 16.79% | 24.53% |
| Avg. Down Month | -10.2% | -25.42% |
| Win Days % | 49.7% | 50.13% |
| Win Month % | 69.44% | 50.0% |
| Win Week % | 62.5% | 47.22% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 50.0% |