| Metric | 12244578:solusd:triple_med_gx:lsma245_110 | 12244578:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 521.32% | 103.82% |
| Max Drawdown | -34.89% | -93.44% |
| Sharpe | 0.68 | 0.35 |
| Sortino | 1.15 | 0.51 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 26.6 | 3.27 |
| Outlier Loss Ratio | 3.57 | 2.89 |
| Volatility (ann.) | 22.24% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.88 | 0.23 |
| Skew | 3.17 | 0.48 |
| Kurtosis | 55.81 | 11.43 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.24% | 1.63% |
| Expected Yearly % | 57.88% | 19.48% |
| Kelly Criterion | 8.37% | 9.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.23% |
| Expected Shortfall (cVaR) | -1.87% | -4.23% |
| Year | 12244578:SOLUSD | 12244578:solusd:triple_med_gx:lsma245_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 17.73 | -0.20 | + |
| 2023 | 921.46 | 82.83 | 0.09 | - |
| 2024 | 85.41 | 102.27 | 1.20 | + |
| 2025 | 6.92 | 42.71 | 6.18 | + |
| Metric | 12244578:solusd:triple_med_gx:lsma245_110 | 12244578:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -12.31% | 24.43% |
| 6M | 4.05% | 56.02% |
| YTD | 42.71% | 6.92% |
| 1Y | 81.64% | 36.69% |
| 3Y (ann.) | 62.25% | 87.68% |
| 5Y (ann.) | 65.65% | 21.74% |
| Metric | 12244578:solusd:triple_med_gx:lsma245_110 | 12244578:SOLUSD |
|---|---|---|
| Max Drawdown | -34.89% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -5.99% | -13.15% |
| Avg. Drawdown Days | 20.0 | 52.0 |
| Recovery Factor | 14.94 | 1.11 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -34.89 | 45 |
| 2022-03-25 | 2022-07-18 | -27.16 | 115 |
| 2024-07-20 | 2024-10-06 | -24.55 | 77 |
| 2025-02-03 | 2025-04-12 | -23.18 | 68 |
| 2025-05-14 | 2025-10-14 | -19.77 | 153 |
| 2022-07-30 | 2022-11-10 | -15.82 | 103 |
| 2023-01-29 | 2023-10-20 | -15.12 | 263 |
| 2024-04-01 | 2024-05-16 | -14.55 | 45 |
| 2024-02-18 | 2024-02-29 | -12.20 | 10 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12244578:solusd:triple_med_gx:lsma245_110 | 12244578:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.67% | 140.02% |
| Worst Month | -28.9% | -56.44% |
| Best Year | 102.27% | 921.46% |
| Worst Year | 17.73% | -89.93% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.46% | -1.54% |
| Avg. Up Week | 9.07% | 12.11% |
| Avg. Down Week | -4.21% | -7.36% |
| Avg. Up Month | 16.48% | 33.06% |
| Avg. Down Month | -7.33% | -20.14% |
| Win Days % | 48.67% | 50.23% |
| Win Month % | 58.97% | 52.27% |
| Win Week % | 55.81% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |