| Metric | 12244636:solusd:triple_med_gx:lsma245_110 | 12244636:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 648.99% | 103.82% |
| Max Drawdown | -33.2% | -93.44% |
| Sharpe | 0.73 | 0.35 |
| Sortino | 1.22 | 0.51 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 25.6 | 3.38 |
| Outlier Loss Ratio | 3.64 | 2.92 |
| Volatility (ann.) | 22.41% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.24 | 0.23 |
| Skew | 2.42 | 0.48 |
| Kurtosis | 42.87 | 11.43 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.68% | 1.63% |
| Expected Yearly % | 65.43% | 19.48% |
| Kelly Criterion | 8.67% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12244636:SOLUSD | 12244636:solusd:triple_med_gx:lsma245_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 17.47 | -0.19 | + |
| 2023 | 921.46 | 104.90 | 0.11 | - |
| 2024 | 85.41 | 127.16 | 1.49 | + |
| 2025 | 6.92 | 36.98 | 5.35 | + |
| Metric | 12244636:solusd:triple_med_gx:lsma245_110 | 12244636:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -7.55% | 24.43% |
| 6M | 8.04% | 56.02% |
| YTD | 36.98% | 6.92% |
| 1Y | 92.25% | 36.69% |
| 3Y (ann.) | 71.09% | 87.68% |
| 5Y (ann.) | 74.43% | 21.74% |
| Metric | 12244636:solusd:triple_med_gx:lsma245_110 | 12244636:SOLUSD |
|---|---|---|
| Max Drawdown | -33.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -6.17% | -13.15% |
| Avg. Drawdown Days | 20.0 | 52.0 |
| Recovery Factor | 19.55 | 1.11 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-04 | -33.20 | 19 |
| 2025-01-19 | 2025-05-08 | -29.11 | 108 |
| 2024-06-05 | 2024-10-04 | -28.09 | 120 |
| 2022-04-10 | 2022-07-18 | -25.95 | 98 |
| 2025-05-14 | 2025-10-14 | -21.59 | 153 |
| 2023-04-30 | 2023-10-20 | -14.15 | 172 |
| 2022-07-30 | 2022-10-14 | -13.76 | 75 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-04-01 | 2024-05-16 | -12.84 | 45 |
| 2024-02-18 | 2024-02-29 | -12.77 | 10 |
| Metric | 12244636:solusd:triple_med_gx:lsma245_110 | 12244636: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 | 127.16% | 921.46% |
| Worst Year | 17.47% | -89.93% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 9.42% | 12.69% |
| Avg. Down Week | -4.84% | -8.52% |
| Avg. Up Month | 15.51% | 31.53% |
| Avg. Down Month | -6.48% | -20.97% |
| Win Days % | 48.68% | 50.23% |
| Win Month % | 64.1% | 52.27% |
| Win Week % | 58.43% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |