| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 582.81% | 138.66% |
| Max Drawdown | -35.41% | -93.44% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 1.22 | 0.55 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 26.34 | 3.35 |
| Outlier Loss Ratio | 3.49 | 2.91 |
| Volatility (ann.) | 22.81% | 50.09% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.07 | 0.3 |
| Skew | 3.07 | 0.49 |
| Kurtosis | 52.32 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.57% | 2.04% |
| Expected Yearly % | 61.65% | 24.29% |
| Kelly Criterion | 9.25% | 10.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.26% |
| Expected Shortfall (cVaR) | -1.92% | -4.26% |
| Year | 12246442:SOLUSD | 12246442:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 12.09 | -0.14 | + |
| 2023 | 921.46 | 96.34 | 0.10 | - |
| 2024 | 85.41 | 128.63 | 1.51 | + |
| 2025 | 5.60 | 35.70 | 6.37 | + |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.56% | 26.39% |
| 6M | 10.54% | 38.87% |
| YTD | 35.7% | 5.6% |
| 1Y | 108.44% | 47.35% |
| 3Y (ann.) | 74.26% | 84.92% |
| 5Y (ann.) | 73.47% | 28.33% |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| Max Drawdown | -35.41% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -6.39% | -11.46% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 16.46 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.41 | 45 |
| 2022-04-10 | 2022-07-28 | -32.60 | 108 |
| 2024-08-02 | 2024-10-14 | -29.53 | 72 |
| 2025-02-03 | 2025-04-12 | -23.84 | 68 |
| 2025-05-14 | 2025-09-01 | -22.94 | 110 |
| 2023-04-30 | 2023-10-21 | -16.96 | 173 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-04-01 | 2024-05-15 | -12.42 | 44 |
| 2022-10-14 | 2022-11-10 | -12.27 | 27 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442: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 | 128.63% | 921.46% |
| Worst Year | 12.09% | -88.07% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.5% | -1.53% |
| Avg. Up Week | 10.7% | 12.56% |
| Avg. Down Week | -5.24% | -7.81% |
| Avg. Up Month | 19.71% | 37.32% |
| Avg. Down Month | -7.62% | -20.68% |
| Win Days % | 49.46% | 50.25% |
| Win Month % | 58.33% | 51.16% |
| Win Week % | 60.27% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |