| Metric | 12248340:solusd:triple_med_gx:lsma235_120 | 12248340:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 313.84% | 107.06% |
| Max Drawdown | -39.78% | -93.44% |
| Sharpe | 0.58 | 0.35 |
| Sortino | 0.97 | 0.52 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.57 | 1.05 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 31.03 | 3.27 |
| Outlier Loss Ratio | 3.33 | 2.86 |
| Volatility (ann.) | 21.45% | 50.05% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.26 | 0.25 |
| Skew | 2.98 | 0.48 |
| Kurtosis | 57.44 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.28% | 1.67% |
| Expected Yearly % | 42.63% | 19.96% |
| Kelly Criterion | 7.71% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.26% |
| Expected Shortfall (cVaR) | -1.81% | -4.26% |
| Year | 12248340:SOLUSD | 12248340:solusd:triple_med_gx:lsma235_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | -3.38 | 0.04 | + |
| 2023 | 921.46 | 99.93 | 0.11 | - |
| 2024 | 85.41 | 67.42 | 0.79 | - |
| 2025 | 5.60 | 27.96 | 4.99 | + |
| Metric | 12248340:solusd:triple_med_gx:lsma235_120 | 12248340:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.62% | 26.39% |
| 6M | 1.42% | 38.87% |
| YTD | 27.96% | 5.6% |
| 1Y | 58.25% | 47.35% |
| 3Y (ann.) | 53.94% | 84.92% |
| 5Y (ann.) | 49.93% | 23.07% |
| Metric | 12248340:solusd:triple_med_gx:lsma235_120 | 12248340:SOLUSD |
|---|---|---|
| Max Drawdown | -39.78% | -93.44% |
| Longest DD Days | 186.0 | 703.0 |
| Avg. Drawdown | -7.43% | -13.19% |
| Avg. Drawdown Days | 30.0 | 50.0 |
| Recovery Factor | 7.89 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-14 | -39.78 | 186 |
| 2022-12-15 | 2023-01-29 | -35.97 | 45 |
| 2024-07-19 | 2024-11-07 | -25.71 | 110 |
| 2025-02-04 | 2025-05-08 | -25.25 | 93 |
| 2025-05-14 | 2025-09-01 | -25.12 | 110 |
| 2024-04-01 | 2024-07-19 | -16.19 | 109 |
| 2023-11-25 | 2024-02-28 | -13.81 | 94 |
| 2023-01-29 | 2023-04-25 | -13.71 | 86 |
| 2024-11-12 | 2025-01-18 | -11.09 | 67 |
| 2022-03-02 | 2022-03-23 | -7.15 | 21 |
| Metric | 12248340:solusd:triple_med_gx:lsma235_120 | 12248340:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 33.69% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 99.93% | 921.46% |
| Worst Year | -3.38% | -89.65% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.56% | -1.64% |
| Avg. Up Week | 11.7% | 14.93% |
| Avg. Down Week | -5.5% | -8.01% |
| Avg. Up Month | 16.22% | 33.92% |
| Avg. Down Month | -9.36% | -22.82% |
| Win Days % | 48.13% | 50.23% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 54.41% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |