| Metric | 12242636:solusd:triple_med_gx:lsma230_105 | 12242636:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 875.7% | 111.96% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.8 | 0.35 |
| Sortino | 1.36 | 0.52 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.59 | 1.06 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 26.0 | 3.4 |
| Outlier Loss Ratio | 3.41 | 2.9 |
| Volatility (ann.) | 22.98% | 49.7% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.25 | 0.25 |
| Skew | 3.03 | 0.48 |
| Kurtosis | 50.1 | 11.37 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.19% | 1.68% |
| Expected Yearly % | 76.74% | 20.66% |
| Kelly Criterion | 10.32% | 9.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -4.23% |
| Expected Shortfall (cVaR) | -1.93% | -4.23% |
| Year | 12242636:SOLUSD | 12242636:solusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 96.63 | -1.09 | + |
| 2023 | 921.46 | 114.06 | 0.12 | - |
| 2024 | 85.41 | 31.65 | 0.37 | - |
| 2025 | 1.99 | 76.09 | 38.31 | + |
| Metric | 12242636:solusd:triple_med_gx:lsma230_105 | 12242636:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -13.98% | 17.41% |
| 6M | 6.9% | 52.72% |
| YTD | 76.09% | 1.99% |
| 1Y | 113.62% | 24.46% |
| 3Y (ann.) | 61.21% | 86.57% |
| 5Y (ann.) | 87.21% | 22.97% |
| Metric | 12242636:solusd:triple_med_gx:lsma230_105 | 12242636:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -5.96% | -12.91% |
| Avg. Drawdown Days | 20.0 | 50.0 |
| Recovery Factor | 22.59 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-26 | -38.77 | 132 |
| 2024-04-01 | 2024-11-10 | -29.53 | 223 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-10-16 | -18.54 | 89 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2023-11-25 | 2024-02-29 | -15.80 | 95 |
| 2022-04-10 | 2022-06-14 | -14.83 | 64 |
| 2023-04-29 | 2023-10-20 | -12.86 | 174 |
| 2024-11-12 | 2025-01-16 | -10.50 | 65 |
| 2022-09-27 | 2022-11-10 | -10.01 | 43 |
| Metric | 12242636:solusd:triple_med_gx:lsma230_105 | 12242636:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.21% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 114.06% | 921.46% |
| Worst Year | 31.65% | -89.03% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.52% | -1.61% |
| Avg. Up Week | 10.07% | 12.21% |
| Avg. Down Week | -4.2% | -7.73% |
| Avg. Up Month | 18.39% | 32.98% |
| Avg. Down Month | -8.05% | -21.8% |
| Win Days % | 49.33% | 50.22% |
| Win Month % | 57.89% | 53.33% |
| Win Week % | 52.38% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |