| Metric | 12244406:solusd:triple_med_gx:lsma225_110 | 12244406:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 658.24% | 66.42% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.8 | 0.33 |
| Sortino | 1.35 | 0.48 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 2.07 | 1.07 |
| CPC Index | 0.9 | 0.68 |
| Tail Ratio | 1.53 | 1.02 |
| Outlier Win Ratio | 30.01 | 3.32 |
| Outlier Loss Ratio | 3.46 | 2.87 |
| Volatility (ann.) | 21.56% | 50.57% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.18 | 0.17 |
| Skew | 2.59 | 0.49 |
| Kurtosis | 51.56 | 11.34 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.94% | 1.22% |
| Expected Yearly % | 65.94% | 13.58% |
| Kelly Criterion | 11.44% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.31% |
| Expected Shortfall (cVaR) | -1.81% | -4.31% |
| Year | 12244406:SOLUSD | 12244406:solusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 31.83 | -0.36 | + |
| 2023 | 921.46 | 122.47 | 0.13 | - |
| 2024 | 85.41 | 21.21 | 0.25 | - |
| 2025 | -19.37 | 113.29 | -5.85 | + |
| Metric | 12244406:solusd:triple_med_gx:lsma225_110 | 12244406:SOLUSD |
|---|---|---|
| MTD | 0.13% | -1.7% |
| 3M | 44.34% | 42.36% |
| 6M | 113.29% | -30.27% |
| YTD | 113.29% | -19.37% |
| 1Y | 127.37% | 15.68% |
| 3Y (ann.) | 83.57% | 58.14% |
| 5Y (ann.) | 82.6% | 16.35% |
| Metric | 12244406:solusd:triple_med_gx:lsma225_110 | 12244406:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -5.25% | -12.93% |
| Avg. Drawdown Days | 19.0 | 47.0 |
| Recovery Factor | 17.37 | 0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-20 | -37.89 | 309 |
| 2024-08-02 | 2025-01-15 | -34.06 | 166 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-03-22 | 2022-06-20 | -18.05 | 89 |
| 2023-11-25 | 2024-03-25 | -15.77 | 120 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-09-27 | 2022-11-10 | -15.10 | 44 |
| 2024-05-10 | 2024-06-04 | -10.83 | 25 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| Metric | 12244406:solusd:triple_med_gx:lsma225_110 | 12244406:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -27.19% | -56.44% |
| Best Year | 122.47% | 921.46% |
| Worst Year | 21.21% | -89.1% |
| Avg. Up Day | 2.02% | 2.03% |
| Avg. Down Day | -1.51% | -1.58% |
| Avg. Up Week | 9.9% | 13.75% |
| Avg. Down Week | -3.66% | -7.61% |
| Avg. Up Month | 17.36% | 27.41% |
| Avg. Down Month | -8.06% | -21.8% |
| Win Days % | 49.27% | 50.1% |
| Win Month % | 63.89% | 50.0% |
| Win Week % | 59.72% | 46.93% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |