| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 589.1% | 54.09% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.68 | 0.31 |
| Sortino | 1.17 | 0.45 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.46 | 1.05 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 26.28 | 3.35 |
| Outlier Loss Ratio | 3.53 | 2.89 |
| Volatility (ann.) | 22.64% | 49.48% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.77 | 0.13 |
| Skew | 3.1 | 0.47 |
| Kurtosis | 51.48 | 11.32 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.29% | 0.94% |
| Expected Yearly % | 62.02% | 11.41% |
| Kelly Criterion | 7.38% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.22% |
| Expected Shortfall (cVaR) | -1.91% | -4.22% |
| Year | 12242692:SOLUSD | 12242692:solusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 35.85 | -0.40 | + |
| 2023 | 921.46 | 144.04 | 0.16 | - |
| 2024 | 85.41 | 59.06 | 0.69 | - |
| 2025 | -25.86 | 30.68 | -1.19 | + |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| MTD | -2.86% | -25.19% |
| 3M | -14.37% | -23.51% |
| 6M | -24.79% | -16.12% |
| YTD | 30.68% | -25.86% |
| 1Y | 22.46% | -41.06% |
| 3Y (ann.) | 50.59% | 117.32% |
| 5Y (ann.) | 67.87% | 12.3% |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 188.0 | 703.0 |
| Avg. Drawdown | -6.1% | -12.91% |
| Avg. Drawdown Days | 21.0 | 52.0 |
| Recovery Factor | 15.39 | 0.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-28 | -38.28 | 135 |
| 2024-06-05 | 2024-11-11 | -32.10 | 159 |
| 2025-05-14 | 2025-11-18 | -29.70 | 188 |
| 2025-02-04 | 2025-05-08 | -27.97 | 93 |
| 2022-03-25 | 2022-07-18 | -25.16 | 115 |
| 2024-01-09 | 2024-02-28 | -15.01 | 50 |
| 2023-06-07 | 2023-10-21 | -13.47 | 136 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2022-07-30 | 2022-09-23 | -9.07 | 55 |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692: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 | 144.04% | 921.46% |
| Worst Year | 30.68% | -89.03% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.51% | -1.58% |
| Avg. Up Week | 9.23% | 13.6% |
| Avg. Down Week | -4.41% | -7.11% |
| Avg. Up Month | 18.66% | 36.38% |
| Avg. Down Month | -7.74% | -21.17% |
| Win Days % | 47.99% | 50.22% |
| Win Month % | 57.5% | 52.17% |
| Win Week % | 54.26% | 47.47% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 50.0% |