| Metric | 12291554:solusd:triple_med_gx:lsma265_115 | 12291554:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 219.86% | 105.96% |
| Max Drawdown | -33.8% | -93.44% |
| Sharpe | 0.54 | 0.36 |
| Sortino | 0.99 | 0.53 |
| Payoff Ratio | 1.44 | 1.24 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 2.12 | 1.08 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.66 | 1.02 |
| Outlier Win Ratio | 40.72 | 3.24 |
| Outlier Loss Ratio | 3.64 | 2.79 |
| Volatility (ann.) | 19.47% | 50.46% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.22 | 0.26 |
| Skew | 7.35 | 0.49 |
| Kurtosis | 185.59 | 11.47 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.88% | 1.78% |
| Expected Yearly % | 33.73% | 19.8% |
| Kelly Criterion | 4.57% | 10.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.29% |
| Expected Shortfall (cVaR) | -1.65% | -4.29% |
| Year | 12291554:SOLUSD | 12291554:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | -18.16 | 0.21 | + |
| 2023 | 921.46 | 212.03 | 0.23 | - |
| 2024 | 85.41 | 56.84 | 0.67 | - |
| 2025 | -8.87 | -20.13 | 2.27 | - |
| Metric | 12291554:solusd:triple_med_gx:lsma265_115 | 12291554:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -5.39% | 36.47% |
| 6M | -20.13% | -8.22% |
| YTD | -20.13% | -8.87% |
| 1Y | -10.59% | 7.09% |
| 3Y (ann.) | 51.35% | 63.14% |
| 5Y (ann.) | 41.32% | 23.98% |
| Metric | 12291554:solusd:triple_med_gx:lsma265_115 | 12291554:SOLUSD |
|---|---|---|
| Max Drawdown | -33.8% | -93.44% |
| Longest DD Days | 294.0 | 703.0 |
| Avg. Drawdown | -7.29% | -11.46% |
| Avg. Drawdown Days | 47.0 | 41.0 |
| Recovery Factor | 6.5 | 1.13 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2023-11-11 | -33.80 | 294 |
| 2024-11-19 | 2025-07-17 | -26.00 | 239 |
| 2022-04-08 | 2023-01-13 | -23.61 | 280 |
| 2024-06-28 | 2024-11-18 | -22.76 | 143 |
| 2024-01-05 | 2024-03-11 | -14.92 | 66 |
| 2024-03-18 | 2024-06-25 | -7.90 | 98 |
| 2023-01-14 | 2023-01-20 | -6.23 | 6 |
| 2024-03-16 | 2024-03-17 | -5.74 | 1 |
| 2023-12-22 | 2023-12-23 | -5.00 | 1 |
| 2024-03-12 | 2024-03-13 | -4.29 | 1 |
| Metric | 12291554:solusd:triple_med_gx:lsma265_115 | 12291554:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 47.7% | 43.67% |
| Worst Week | -20.1% | -51.66% |
| Best Month | 89.19% | 140.02% |
| Worst Month | -20.79% | -56.44% |
| Best Year | 212.03% | 921.46% |
| Worst Year | -20.13% | -88.07% |
| Avg. Up Day | 2.19% | 2.21% |
| Avg. Down Day | -1.52% | -1.78% |
| Avg. Up Week | 10.94% | 16.87% |
| Avg. Down Week | -4.64% | -7.72% |
| Avg. Up Month | 23.69% | 47.96% |
| Avg. Down Month | -5.51% | -20.28% |
| Win Days % | 43.72% | 50.18% |
| Win Month % | 45.95% | 51.22% |
| Win Week % | 52.11% | 47.49% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 50.0% | 50.0% |