| Metric | 12246439:solusd:triple_med_gx:lsma240_115 | 12246439:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 427.74% | 102.03% |
| Max Drawdown | -35.41% | -93.44% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 1.09 | 0.52 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.49 | 1.05 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 28.31 | 3.3 |
| Outlier Loss Ratio | 3.41 | 2.89 |
| Volatility (ann.) | 22.33% | 50.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.72 | 0.24 |
| Skew | 3.26 | 0.49 |
| Kurtosis | 57.21 | 11.4 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.94% | 1.65% |
| Expected Yearly % | 51.57% | 19.22% |
| Kelly Criterion | 7.91% | 10.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.26% |
| Expected Shortfall (cVaR) | -1.88% | -4.26% |
| Year | 12246439:SOLUSD | 12246439:solusd:triple_med_gx:lsma240_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 6.79 | -0.08 | + |
| 2023 | 921.46 | 83.66 | 0.09 | - |
| 2024 | 85.41 | 91.67 | 1.07 | + |
| 2025 | 5.60 | 40.38 | 7.21 | + |
| Metric | 12246439:solusd:triple_med_gx:lsma240_115 | 12246439:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.92% | 26.39% |
| 6M | 10.07% | 38.87% |
| YTD | 40.38% | 5.6% |
| 1Y | 90.95% | 47.35% |
| 3Y (ann.) | 64.84% | 84.92% |
| 5Y (ann.) | 60.75% | 22.22% |
| Metric | 12246439:solusd:triple_med_gx:lsma240_115 | 12246439:SOLUSD |
|---|---|---|
| Max Drawdown | -35.41% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -6.95% | -13.6% |
| Avg. Drawdown Days | 22.0 | 53.0 |
| Recovery Factor | 12.08 | 1.09 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.41 | 45 |
| 2022-04-10 | 2022-07-28 | -32.95 | 108 |
| 2024-08-02 | 2024-11-06 | -29.53 | 95 |
| 2025-05-14 | 2025-09-01 | -23.27 | 110 |
| 2025-03-25 | 2025-04-12 | -21.24 | 17 |
| 2023-01-29 | 2023-10-20 | -13.71 | 263 |
| 2022-10-14 | 2022-11-10 | -13.25 | 27 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-04-01 | 2024-05-15 | -11.33 | 44 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12246439:solusd:triple_med_gx:lsma240_115 | 12246439: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 | 38.31% | 140.02% |
| Worst Month | -29.47% | -56.44% |
| Best Year | 91.67% | 921.46% |
| Worst Year | 6.79% | -89.9% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.55% | -1.58% |
| Avg. Up Week | 10.43% | 13.07% |
| Avg. Down Week | -4.72% | -7.83% |
| Avg. Up Month | 18.48% | 35.91% |
| Avg. Down Month | -7.53% | -20.77% |
| Win Days % | 48.56% | 50.22% |
| Win Month % | 56.76% | 51.16% |
| Win Week % | 55.84% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |