| Metric | 12246059:solusd:triple_med_gx:lsma290_115 | 12246059:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 123.54% | 146.51% |
| Max Drawdown | -49.01% | -93.44% |
| Sharpe | 0.38 | 0.38 |
| Sortino | 0.6 | 0.56 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 30.41 | 3.21 |
| Outlier Loss Ratio | 3.38 | 2.88 |
| Volatility (ann.) | 20.79% | 50.12% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.53 | 0.32 |
| Skew | 2.12 | 0.49 |
| Kurtosis | 50.31 | 11.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.89% | 2.12% |
| Expected Yearly % | 22.28% | 25.3% |
| Kelly Criterion | 5.13% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.26% |
| Expected Shortfall (cVaR) | -1.77% | -4.26% |
| Year | 12246059:SOLUSD | 12246059:solusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 48.21 | -0.55 | + |
| 2023 | 921.46 | 114.36 | 0.12 | - |
| 2024 | 85.41 | -36.82 | -0.43 | - |
| 2025 | 5.60 | 11.37 | 2.03 | + |
| Metric | 12246059:solusd:triple_med_gx:lsma290_115 | 12246059:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -13.48% | 26.39% |
| 6M | 10.42% | 38.87% |
| YTD | 11.37% | 5.6% |
| 1Y | 17.91% | 47.35% |
| 3Y (ann.) | 2.28% | 84.92% |
| 5Y (ann.) | 26.08% | 29.68% |
| Metric | 12246059:solusd:triple_med_gx:lsma290_115 | 12246059:SOLUSD |
|---|---|---|
| Max Drawdown | -49.01% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.11% | -10.15% |
| Avg. Drawdown Days | 31.0 | 39.0 |
| Recovery Factor | 2.52 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -49.01 | 518 |
| 2022-09-27 | 2023-10-16 | -38.77 | 384 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-28 | -15.59 | 19 |
| 2023-11-25 | 2024-03-30 | -13.34 | 125 |
| 2022-04-10 | 2022-06-13 | -13.12 | 63 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2022-06-20 | 2022-06-21 | -5.35 | 0 |
| Metric | 12246059:solusd:triple_med_gx:lsma290_115 | 12246059:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 29.06% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 46.79% | 140.02% |
| Worst Month | -31.05% | -56.44% |
| Best Year | 114.36% | 921.46% |
| Worst Year | -36.82% | -87.67% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.51% | -1.62% |
| Avg. Up Week | 9.2% | 13.36% |
| Avg. Down Week | -5.26% | -10.18% |
| Avg. Up Month | 14.45% | 40.87% |
| Avg. Down Month | -9.43% | -23.59% |
| Win Days % | 48.38% | 50.24% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 53.42% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |