| Metric | 12246393:solusd:triple_med_gx:lsma265_115 | 12246393:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 485.35% | 138.66% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.67 | 0.37 |
| Sortino | 1.14 | 0.55 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 27.05 | 3.36 |
| Outlier Loss Ratio | 3.46 | 2.9 |
| Volatility (ann.) | 22.46% | 50.09% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.74 | 0.3 |
| Skew | 2.85 | 0.49 |
| Kurtosis | 49.07 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.19% | 2.04% |
| Expected Yearly % | 55.54% | 24.29% |
| Kelly Criterion | 8.34% | 9.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.26% |
| Expected Shortfall (cVaR) | -1.89% | -4.26% |
| Year | 12246393:SOLUSD | 12246393:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 3.15 | -0.04 | + |
| 2023 | 921.46 | 94.45 | 0.10 | - |
| 2024 | 85.41 | 85.21 | 1.00 | - |
| 2025 | 5.60 | 57.57 | 10.27 | + |
| Metric | 12246393:solusd:triple_med_gx:lsma265_115 | 12246393:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.25% | 26.39% |
| 6M | 14.51% | 38.87% |
| YTD | 57.57% | 5.6% |
| 1Y | 122.55% | 47.35% |
| 3Y (ann.) | 65.68% | 84.92% |
| 5Y (ann.) | 65.97% | 28.33% |
| Metric | 12246393:solusd:triple_med_gx:lsma265_115 | 12246393:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 308.0 | 703.0 |
| Avg. Drawdown | -6.17% | -11.46% |
| Avg. Drawdown Days | 21.0 | 43.0 |
| Recovery Factor | 12.81 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-19 | -37.89 | 308 |
| 2022-04-10 | 2022-07-28 | -32.79 | 108 |
| 2024-06-05 | 2024-11-06 | -32.40 | 153 |
| 2025-05-14 | 2025-09-01 | -20.53 | 110 |
| 2025-04-04 | 2025-04-12 | -18.69 | 7 |
| 2024-04-01 | 2024-05-27 | -13.34 | 56 |
| 2022-09-27 | 2022-11-10 | -13.13 | 44 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 2025-02-04 | 2025-03-25 | -9.37 | 49 |
| Metric | 12246393:solusd:triple_med_gx:lsma265_115 | 12246393:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 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 | 94.45% | 921.46% |
| Worst Year | 3.15% | -88.07% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.52% | -1.54% |
| Avg. Up Week | 9.52% | 12.6% |
| Avg. Down Week | -5.08% | -7.23% |
| Avg. Up Month | 17.55% | 35.61% |
| Avg. Down Month | -7.54% | -17.85% |
| Win Days % | 49.26% | 50.25% |
| Win Month % | 59.46% | 51.16% |
| Win Week % | 60.53% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |