| Metric | 12246437:solusd:triple_med_gx:lsma225_115 | 12246437:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 367.21% | 117.97% |
| Max Drawdown | -35.41% | -93.44% |
| Sharpe | 0.61 | 0.36 |
| Sortino | 1.02 | 0.53 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 29.16 | 3.22 |
| Outlier Loss Ratio | 3.33 | 2.87 |
| Volatility (ann.) | 21.66% | 50.07% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.55 | 0.27 |
| Skew | 3.12 | 0.49 |
| Kurtosis | 60.31 | 11.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.57% | 1.79% |
| Expected Yearly % | 47.02% | 21.51% |
| Kelly Criterion | 8.09% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.26% |
| Expected Shortfall (cVaR) | -1.83% | -4.26% |
| Year | 12246437:SOLUSD | 12246437:solusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 22.19 | -0.25 | + |
| 2023 | 921.46 | 58.51 | 0.06 | - |
| 2024 | 85.41 | 67.93 | 0.80 | - |
| 2025 | 5.60 | 43.64 | 7.79 | + |
| Metric | 12246437:solusd:triple_med_gx:lsma225_115 | 12246437:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.37% | 26.39% |
| 6M | 11.85% | 38.87% |
| YTD | 43.64% | 5.6% |
| 1Y | 79.06% | 47.35% |
| 3Y (ann.) | 52.12% | 84.92% |
| 5Y (ann.) | 55.05% | 24.82% |
| Metric | 12246437:solusd:triple_med_gx:lsma225_115 | 12246437:SOLUSD |
|---|---|---|
| Max Drawdown | -35.41% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -6.87% | -12.93% |
| Avg. Drawdown Days | 23.0 | 49.0 |
| Recovery Factor | 10.37 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-10-21 | -35.41 | 310 |
| 2022-04-10 | 2022-07-28 | -32.82 | 108 |
| 2024-08-02 | 2024-11-08 | -29.53 | 97 |
| 2025-05-14 | 2025-09-01 | -22.03 | 110 |
| 2025-03-25 | 2025-04-12 | -21.24 | 17 |
| 2023-11-25 | 2024-02-28 | -15.89 | 95 |
| 2024-04-01 | 2024-05-16 | -14.33 | 45 |
| 2024-11-29 | 2025-01-18 | -9.99 | 49 |
| 2025-02-03 | 2025-03-24 | -9.54 | 48 |
| 2022-07-30 | 2022-09-24 | -8.77 | 55 |
| Metric | 12246437:solusd:triple_med_gx:lsma225_115 | 12246437:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.31% | 140.02% |
| Worst Month | -29.47% | -56.44% |
| Best Year | 67.93% | 921.46% |
| Worst Year | 22.19% | -89.1% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.56% | -1.6% |
| Avg. Up Week | 9.79% | 13.21% |
| Avg. Down Week | -5.43% | -8.12% |
| Avg. Up Month | 18.62% | 25.87% |
| Avg. Down Month | -11.49% | -25.36% |
| Win Days % | 49.38% | 50.21% |
| Win Month % | 62.16% | 52.27% |
| Win Week % | 61.43% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |