| Metric | 12244583:solusd:triple_med_gx:lsma265_110 | 12244583:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 729.96% | 130.48% |
| Max Drawdown | -34.89% | -93.44% |
| Sharpe | 0.76 | 0.36 |
| Sortino | 1.29 | 0.54 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 25.24 | 3.33 |
| Outlier Loss Ratio | 3.61 | 2.91 |
| Volatility (ann.) | 22.63% | 49.7% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.28 | 0.28 |
| Skew | 3.03 | 0.48 |
| Kurtosis | 51.8 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.93% | 1.92% |
| Expected Yearly % | 69.73% | 23.21% |
| Kelly Criterion | 9.31% | 9.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12244583:SOLUSD | 12244583:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 19.10 | -0.22 | + |
| 2023 | 921.46 | 108.31 | 0.12 | - |
| 2024 | 85.41 | 136.41 | 1.60 | + |
| 2025 | 1.99 | 41.50 | 20.90 | + |
| Metric | 12244583:solusd:triple_med_gx:lsma265_110 | 12244583:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -10.8% | 17.41% |
| 6M | 6.3% | 52.72% |
| YTD | 41.5% | 1.99% |
| 1Y | 99.5% | 24.46% |
| 3Y (ann.) | 76.63% | 86.57% |
| 5Y (ann.) | 79.69% | 26.02% |
| Metric | 12244583:solusd:triple_med_gx:lsma265_110 | 12244583:SOLUSD |
|---|---|---|
| Max Drawdown | -34.89% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -5.8% | -11.46% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 20.92 | 1.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -34.89 | 45 |
| 2022-03-25 | 2022-07-18 | -26.46 | 115 |
| 2024-07-20 | 2024-10-06 | -24.55 | 78 |
| 2025-05-14 | 2025-10-16 | -24.03 | 155 |
| 2025-02-03 | 2025-04-12 | -23.49 | 68 |
| 2023-04-30 | 2023-10-21 | -14.13 | 173 |
| 2024-04-01 | 2024-05-16 | -13.98 | 45 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2022-10-14 | 2022-11-10 | -12.27 | 27 |
| 2024-02-18 | 2024-02-29 | -12.20 | 10 |
| Metric | 12244583:solusd:triple_med_gx:lsma265_110 | 12244583:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 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 | 136.41% | 921.46% |
| Worst Year | 19.1% | -88.07% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 9.4% | 12.14% |
| Avg. Down Week | -4.49% | -7.0% |
| Avg. Up Month | 17.66% | 33.85% |
| Avg. Down Month | -6.79% | -20.31% |
| Win Days % | 49.21% | 50.23% |
| Win Month % | 62.16% | 52.27% |
| Win Week % | 60.98% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |