| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 443.74% | 107.06% |
| Max Drawdown | -35.41% | -93.44% |
| Sharpe | 0.65 | 0.35 |
| Sortino | 1.11 | 0.52 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.5 | 1.05 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 28.32 | 3.29 |
| Outlier Loss Ratio | 3.36 | 2.89 |
| Volatility (ann.) | 22.32% | 50.05% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.75 | 0.25 |
| Skew | 3.22 | 0.48 |
| Kurtosis | 56.61 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.92% | 1.67% |
| Expected Yearly % | 52.7% | 19.96% |
| Kelly Criterion | 8.42% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.26% |
| Expected Shortfall (cVaR) | -1.88% | -4.26% |
| Year | 12246441:SOLUSD | 12246441:solusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 11.24 | -0.13 | + |
| 2023 | 921.46 | 92.34 | 0.10 | - |
| 2024 | 85.41 | 82.82 | 0.97 | - |
| 2025 | 5.60 | 39.01 | 6.96 | + |
| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -19.5% | 26.39% |
| 6M | 8.99% | 38.87% |
| YTD | 39.01% | 5.6% |
| 1Y | 76.45% | 47.35% |
| 3Y (ann.) | 62.04% | 84.92% |
| 5Y (ann.) | 62.07% | 23.07% |
| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| Max Drawdown | -35.41% | -93.44% |
| Longest DD Days | 174.0 | 703.0 |
| Avg. Drawdown | -6.86% | -13.19% |
| Avg. Drawdown Days | 20.0 | 50.0 |
| Recovery Factor | 12.53 | 1.15 |
| 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 | -33.06 | 108 |
| 2024-08-02 | 2024-11-06 | -29.53 | 95 |
| 2025-05-14 | 2025-09-01 | -24.02 | 110 |
| 2025-03-25 | 2025-04-12 | -21.24 | 17 |
| 2023-01-29 | 2023-04-28 | -13.71 | 88 |
| 2022-10-14 | 2022-11-10 | -12.11 | 27 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-11-29 | 2025-01-18 | -11.71 | 49 |
| 2023-04-29 | 2023-10-20 | -11.17 | 174 |
| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441: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 | 38.31% | 140.02% |
| Worst Month | -29.47% | -56.44% |
| Best Year | 92.34% | 921.46% |
| Worst Year | 11.24% | -89.65% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.56% | -1.6% |
| Avg. Up Week | 10.88% | 13.07% |
| Avg. Down Week | -4.91% | -7.71% |
| Avg. Up Month | 18.28% | 33.93% |
| Avg. Down Month | -8.39% | -21.13% |
| Win Days % | 49.0% | 50.23% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 56.0% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |