| Metric | 12244634:solusd:triple_med_gx:lsma255_110 | 12244634:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 715.57% | 124.36% |
| Max Drawdown | -33.2% | -93.44% |
| Sharpe | 0.75 | 0.36 |
| Sortino | 1.26 | 0.53 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 25.11 | 3.39 |
| Outlier Loss Ratio | 3.6 | 2.93 |
| Volatility (ann.) | 22.6% | 49.7% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.37 | 0.27 |
| Skew | 2.38 | 0.48 |
| Kurtosis | 41.59 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.89% | 1.85% |
| Expected Yearly % | 68.99% | 22.39% |
| Kelly Criterion | 9.0% | 9.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12244634:SOLUSD | 12244634:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 23.22 | -0.26 | + |
| 2023 | 921.46 | 109.39 | 0.12 | - |
| 2024 | 85.41 | 135.75 | 1.59 | + |
| 2025 | 6.92 | 34.09 | 4.93 | + |
| Metric | 12244634:solusd:triple_med_gx:lsma255_110 | 12244634:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -8.35% | 24.43% |
| 6M | 5.85% | 56.02% |
| YTD | 34.09% | 6.92% |
| 1Y | 96.08% | 36.69% |
| 3Y (ann.) | 74.24% | 87.68% |
| 5Y (ann.) | 78.74% | 25.06% |
| Metric | 12244634:solusd:triple_med_gx:lsma255_110 | 12244634:SOLUSD |
|---|---|---|
| Max Drawdown | -33.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -5.78% | -12.1% |
| Avg. Drawdown Days | 17.0 | 48.0 |
| Recovery Factor | 21.55 | 1.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-04 | -33.20 | 19 |
| 2025-01-19 | 2025-05-08 | -29.18 | 108 |
| 2024-06-05 | 2024-09-19 | -27.74 | 105 |
| 2025-05-14 | 2025-10-14 | -25.59 | 153 |
| 2022-04-10 | 2022-07-18 | -25.00 | 98 |
| 2024-01-11 | 2024-02-29 | -16.00 | 48 |
| 2024-04-01 | 2024-05-16 | -15.16 | 45 |
| 2023-04-30 | 2023-10-20 | -14.65 | 172 |
| 2022-07-30 | 2022-10-17 | -13.76 | 79 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| Metric | 12244634:solusd:triple_med_gx:lsma255_110 | 12244634: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 | 135.75% | 921.46% |
| Worst Year | 23.22% | -88.92% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.47% | -1.52% |
| Avg. Up Week | 9.21% | 12.42% |
| Avg. Down Week | -4.92% | -8.67% |
| Avg. Up Month | 16.09% | 32.19% |
| Avg. Down Month | -6.22% | -20.97% |
| Win Days % | 49.1% | 50.23% |
| Win Month % | 64.1% | 52.27% |
| Win Week % | 61.18% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |