| Metric | 12244581:solusd:triple_med_gx:lsma255_110 | 12244581:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 829.87% | 114.01% |
| Max Drawdown | -34.89% | -93.44% |
| Sharpe | 0.8 | 0.35 |
| Sortino | 1.37 | 0.52 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 25.85 | 3.34 |
| Outlier Loss Ratio | 3.62 | 2.9 |
| Volatility (ann.) | 22.48% | 49.68% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.44 | 0.25 |
| Skew | 3.13 | 0.48 |
| Kurtosis | 53.59 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.2% | 1.74% |
| Expected Yearly % | 74.62% | 20.95% |
| Kelly Criterion | 9.91% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12244581:SOLUSD | 12244581:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 32.97 | -0.37 | + |
| 2023 | 921.46 | 97.56 | 0.11 | - |
| 2024 | 85.41 | 141.67 | 1.66 | + |
| 2025 | 1.99 | 46.48 | 23.40 | + |
| Metric | 12244581:solusd:triple_med_gx:lsma255_110 | 12244581:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.41% | 17.41% |
| 6M | 7.53% | 52.72% |
| YTD | 46.48% | 1.99% |
| 1Y | 93.96% | 24.46% |
| 3Y (ann.) | 82.56% | 86.57% |
| 5Y (ann.) | 85.26% | 23.42% |
| Metric | 12244581:solusd:triple_med_gx:lsma255_110 | 12244581:SOLUSD |
|---|---|---|
| Max Drawdown | -34.89% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -5.57% | -12.1% |
| Avg. Drawdown Days | 16.0 | 48.0 |
| Recovery Factor | 23.79 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -34.89 | 45 |
| 2022-03-25 | 2022-07-18 | -26.83 | 115 |
| 2024-07-20 | 2024-09-18 | -24.55 | 60 |
| 2025-02-03 | 2025-04-12 | -21.71 | 67 |
| 2025-05-14 | 2025-10-16 | -18.49 | 155 |
| 2023-04-30 | 2023-10-21 | -14.59 | 173 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-04-01 | 2024-05-16 | -13.31 | 45 |
| 2024-02-18 | 2024-02-29 | -12.20 | 10 |
| 2022-07-30 | 2022-09-24 | -11.68 | 55 |
| Metric | 12244581:solusd:triple_med_gx:lsma255_110 | 12244581: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 | 141.67% | 921.46% |
| Worst Year | 32.97% | -88.92% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.44% | -1.51% |
| Avg. Up Week | 9.27% | 11.96% |
| Avg. Down Week | -4.55% | -7.52% |
| Avg. Up Month | 17.55% | 33.76% |
| Avg. Down Month | -7.4% | -22.13% |
| Win Days % | 49.15% | 50.21% |
| Win Month % | 63.16% | 52.27% |
| Win Week % | 61.45% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |