| Metric | 12248399:solusd:triple_med_gx:lsma265_120 | 12248399:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 591.45% | 141.63% |
| Max Drawdown | -39.69% | -93.44% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 1.22 | 0.55 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 27.35 | 3.26 |
| Outlier Loss Ratio | 3.49 | 2.89 |
| Volatility (ann.) | 22.05% | 49.72% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.79 | 0.3 |
| Skew | 3.16 | 0.48 |
| Kurtosis | 57.83 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.49% | 2.03% |
| Expected Yearly % | 62.16% | 24.68% |
| Kelly Criterion | 10.21% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.23% |
| Expected Shortfall (cVaR) | -1.86% | -4.23% |
| Year | 12248399:SOLUSD | 12248399:solusd:triple_med_gx:lsma265_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | -1.30 | 0.01 | + |
| 2023 | 921.46 | 104.25 | 0.11 | - |
| 2024 | 85.41 | 132.40 | 1.55 | + |
| 2025 | 6.92 | 47.58 | 6.88 | + |
| Metric | 12248399:solusd:triple_med_gx:lsma265_120 | 12248399:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -3.56% | 24.43% |
| 6M | 8.22% | 56.02% |
| YTD | 47.58% | 6.92% |
| 1Y | 119.68% | 36.69% |
| 3Y (ann.) | 79.57% | 87.68% |
| 5Y (ann.) | 70.97% | 27.72% |
| Metric | 12248399:solusd:triple_med_gx:lsma265_120 | 12248399:SOLUSD |
|---|---|---|
| Max Drawdown | -39.69% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -6.2% | -11.46% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 14.9 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-09-27 | -39.69 | 169 |
| 2022-12-16 | 2023-01-29 | -35.01 | 44 |
| 2024-07-19 | 2024-10-06 | -25.71 | 79 |
| 2025-02-04 | 2025-04-17 | -25.16 | 71 |
| 2025-05-14 | 2025-10-14 | -22.46 | 153 |
| 2024-01-09 | 2024-02-28 | -13.79 | 50 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-04-01 | 2024-05-16 | -12.85 | 45 |
| 2023-04-30 | 2023-10-20 | -12.74 | 172 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12248399:solusd:triple_med_gx:lsma265_120 | 12248399:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.6% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 132.4% | 921.46% |
| Worst Year | -1.3% | -88.07% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.46% | -1.55% |
| Avg. Up Week | 10.85% | 12.52% |
| Avg. Down Week | -4.86% | -7.94% |
| Avg. Up Month | 17.43% | 36.55% |
| Avg. Down Month | -7.22% | -21.95% |
| Win Days % | 49.68% | 50.25% |
| Win Month % | 58.33% | 52.27% |
| Win Week % | 57.75% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 75.0% | 75.0% |