| Metric | 12244633:solusd:triple_med_gx:lsma240_110 | 12244633:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 549.9% | 104.54% |
| Max Drawdown | -35.75% | -93.44% |
| Sharpe | 0.69 | 0.35 |
| Sortino | 1.14 | 0.51 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 25.93 | 3.38 |
| Outlier Loss Ratio | 3.61 | 2.92 |
| Volatility (ann.) | 22.38% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.89 | 0.23 |
| Skew | 2.43 | 0.48 |
| Kurtosis | 43.09 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.35% | 1.64% |
| Expected Yearly % | 59.67% | 19.59% |
| Kelly Criterion | 7.95% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12244633:SOLUSD | 12244633:solusd:triple_med_gx:lsma240_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 8.40 | -0.09 | + |
| 2023 | 921.46 | 107.06 | 0.12 | - |
| 2024 | 85.41 | 112.41 | 1.32 | + |
| 2025 | 6.92 | 36.32 | 5.25 | + |
| Metric | 12244633:solusd:triple_med_gx:lsma240_110 | 12244633:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -8.89% | 24.43% |
| 6M | 5.07% | 56.02% |
| YTD | 36.32% | 6.92% |
| 1Y | 83.17% | 36.69% |
| 3Y (ann.) | 66.94% | 87.68% |
| 5Y (ann.) | 67.66% | 21.84% |
| Metric | 12244633:solusd:triple_med_gx:lsma240_110 | 12244633:SOLUSD |
|---|---|---|
| Max Drawdown | -35.75% | -93.44% |
| Longest DD Days | 182.0 | 703.0 |
| Avg. Drawdown | -6.21% | -13.6% |
| Avg. Drawdown Days | 21.0 | 54.0 |
| Recovery Factor | 15.38 | 1.12 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-29 | -35.75 | 182 |
| 2024-06-05 | 2024-10-04 | -28.14 | 120 |
| 2025-01-19 | 2025-04-19 | -27.46 | 89 |
| 2022-04-10 | 2022-07-18 | -26.32 | 98 |
| 2025-05-14 | 2025-10-14 | -23.75 | 153 |
| 2024-04-01 | 2024-05-16 | -14.50 | 45 |
| 2022-03-02 | 2022-03-24 | -14.30 | 21 |
| 2023-01-29 | 2023-04-12 | -13.82 | 72 |
| 2023-04-30 | 2023-10-20 | -13.76 | 172 |
| 2024-02-18 | 2024-02-29 | -12.77 | 10 |
| Metric | 12244633:solusd:triple_med_gx:lsma240_110 | 12244633:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -13.03% | -51.66% |
| Best Month | 36.55% | 140.02% |
| Worst Month | -27.06% | -56.44% |
| Best Year | 112.41% | 921.46% |
| Worst Year | 8.4% | -89.9% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 8.8% | 12.42% |
| Avg. Down Week | -4.66% | -8.44% |
| Avg. Up Month | 15.12% | 31.56% |
| Avg. Down Month | -6.74% | -21.78% |
| Win Days % | 48.46% | 50.22% |
| Win Month % | 64.1% | 52.27% |
| Win Week % | 57.78% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |