| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 632.18% | 110.51% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 1.22 | 0.52 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.57 | 1.06 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 26.07 | 3.33 |
| Outlier Loss Ratio | 3.57 | 2.9 |
| Volatility (ann.) | 22.57% | 49.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.9 | 0.24 |
| Skew | 3.04 | 0.48 |
| Kurtosis | 52.0 | 11.37 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.52% | 1.67% |
| Expected Yearly % | 64.5% | 20.45% |
| Kelly Criterion | 7.95% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12242690:SOLUSD | 12242690:solusd:triple_med_gx:lsma225_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 39.21 | -0.44 | + |
| 2023 | 921.46 | 108.16 | 0.12 | - |
| 2024 | 85.41 | 80.45 | 0.94 | - |
| 2025 | 1.99 | 40.02 | 20.15 | + |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -17.91% | 17.41% |
| 6M | -1.36% | 52.72% |
| YTD | 40.02% | 1.99% |
| 1Y | 59.58% | 24.46% |
| 3Y (ann.) | 61.59% | 86.57% |
| 5Y (ann.) | 72.84% | 22.7% |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -5.65% | -12.93% |
| Avg. Drawdown Days | 20.0 | 50.0 |
| Recovery Factor | 16.52 | 1.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-21 | -38.28 | 310 |
| 2024-07-20 | 2024-11-06 | -29.91 | 108 |
| 2025-02-04 | 2025-05-08 | -27.78 | 93 |
| 2022-03-25 | 2022-07-18 | -25.28 | 115 |
| 2025-05-14 | 2025-10-16 | -23.68 | 155 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2024-11-29 | 2025-01-16 | -10.43 | 47 |
| 2022-07-30 | 2022-09-23 | -9.07 | 55 |
| 2023-11-25 | 2023-12-23 | -8.91 | 28 |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.8% | 43.67% |
| Worst Week | -16.88% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -32.6% | -56.44% |
| Best Year | 108.16% | 921.46% |
| Worst Year | 39.21% | -89.1% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.49% | -1.56% |
| Avg. Up Week | 9.05% | 13.84% |
| Avg. Down Week | -4.45% | -7.28% |
| Avg. Up Month | 18.45% | 30.24% |
| Avg. Down Month | -9.68% | -24.25% |
| Win Days % | 48.36% | 50.19% |
| Win Month % | 61.54% | 53.33% |
| Win Week % | 54.95% | 48.19% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |