| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 614.3% | 116.15% |
| Max Drawdown | -37.98% | -93.44% |
| Sharpe | 0.76 | 0.35 |
| Sortino | 1.31 | 0.52 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.41 | 1.01 |
| Outlier Win Ratio | 31.31 | 3.28 |
| Outlier Loss Ratio | 3.46 | 2.85 |
| Volatility (ann.) | 20.54% | 49.72% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.88 | 0.25 |
| Skew | 3.25 | 0.48 |
| Kurtosis | 52.23 | 11.32 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.47% | 1.73% |
| Expected Yearly % | 63.48% | 21.25% |
| Kelly Criterion | 10.77% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.23% |
| Expected Shortfall (cVaR) | -1.73% | -4.23% |
| Year | 12244405:SOLUSD | 12244405:solusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 43.58 | -0.49 | + |
| 2023 | 921.46 | 125.89 | 0.14 | - |
| 2024 | 85.41 | 25.78 | 0.30 | - |
| 2025 | 1.99 | 75.10 | 37.81 | + |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -0.76% | 17.41% |
| 6M | 12.54% | 52.72% |
| YTD | 75.1% | 1.99% |
| 1Y | 145.67% | 24.46% |
| 3Y (ann.) | 59.99% | 86.57% |
| 5Y (ann.) | 71.53% | 23.56% |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Max Drawdown | -37.98% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -6.06% | -12.45% |
| Avg. Drawdown Days | 23.0 | 47.0 |
| Recovery Factor | 16.17 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-21 | -37.98 | 310 |
| 2024-08-02 | 2024-11-27 | -30.44 | 116 |
| 2025-05-14 | 2025-10-16 | -18.80 | 155 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2022-06-06 | 2022-06-20 | -17.16 | 13 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-03-22 | 2022-06-06 | -13.66 | 75 |
| 2022-09-27 | 2022-11-10 | -12.40 | 44 |
| 2023-11-25 | 2024-03-24 | -11.84 | 120 |
| 2024-04-01 | 2024-07-15 | -11.65 | 105 |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -16.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -25.31% | -56.44% |
| Best Year | 125.89% | 921.46% |
| Worst Year | 25.78% | -88.81% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.47% | -1.55% |
| Avg. Up Week | 9.72% | 13.68% |
| Avg. Down Week | -4.4% | -6.39% |
| Avg. Up Month | 17.87% | 26.73% |
| Avg. Down Month | -6.04% | -17.69% |
| Win Days % | 49.09% | 50.21% |
| Win Month % | 56.41% | 53.33% |
| Win Week % | 59.21% | 48.45% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |