| Metric | 12246386:solusd:triple_med_gx:lsma245_115 | 12246386:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 439.89% | 101.31% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.65 | 0.35 |
| Sortino | 1.1 | 0.52 |
| Payoff Ratio | 1.26 | 1.25 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.5 | 1.05 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 28.45 | 3.36 |
| Outlier Loss Ratio | 3.38 | 2.89 |
| Volatility (ann.) | 22.23% | 50.05% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.63 | 0.24 |
| Skew | 2.95 | 0.49 |
| Kurtosis | 51.47 | 11.41 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.0% | 1.64% |
| Expected Yearly % | 52.43% | 19.12% |
| Kelly Criterion | 8.11% | 10.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.26% |
| Expected Shortfall (cVaR) | -1.87% | -4.26% |
| Year | 12246386:SOLUSD | 12246386:solusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 7.93 | -0.09 | + |
| 2023 | 921.46 | 78.36 | 0.09 | - |
| 2024 | 85.41 | 80.55 | 0.94 | - |
| 2025 | 5.60 | 55.33 | 9.88 | + |
| Metric | 12246386:solusd:triple_med_gx:lsma245_115 | 12246386:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.0% | 26.39% |
| 6M | 12.11% | 38.87% |
| YTD | 55.33% | 5.6% |
| 1Y | 110.56% | 47.35% |
| 3Y (ann.) | 60.72% | 84.92% |
| 5Y (ann.) | 61.86% | 22.12% |
| Metric | 12246386:solusd:triple_med_gx:lsma245_115 | 12246386:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -6.28% | -13.15% |
| Avg. Drawdown Days | 21.0 | 50.0 |
| Recovery Factor | 11.61 | 1.08 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-20 | -37.89 | 309 |
| 2022-04-10 | 2022-07-28 | -32.56 | 108 |
| 2024-06-05 | 2024-11-06 | -31.71 | 153 |
| 2025-05-14 | 2025-09-01 | -22.20 | 110 |
| 2025-04-04 | 2025-04-12 | -18.69 | 7 |
| 2022-09-27 | 2022-11-10 | -14.75 | 44 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-04-01 | 2024-05-27 | -11.66 | 56 |
| 2024-11-29 | 2025-01-18 | -10.43 | 49 |
| 2025-02-04 | 2025-03-25 | -9.37 | 49 |
| Metric | 12246386:solusd:triple_med_gx:lsma245_115 | 12246386:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.16% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 80.55% | 921.46% |
| Worst Year | 7.93% | -89.93% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.56% | -1.58% |
| Avg. Up Week | 9.6% | 12.92% |
| Avg. Down Week | -4.76% | -7.19% |
| Avg. Up Month | 17.06% | 34.25% |
| Avg. Down Month | -7.75% | -17.94% |
| Win Days % | 48.72% | 50.23% |
| Win Month % | 57.89% | 51.16% |
| Win Week % | 56.0% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |