| Metric | 12246443:solusd:triple_med_gx:lsma230_115 | 12246443:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 384.97% | 119.48% |
| Max Drawdown | -35.41% | -93.44% |
| Sharpe | 0.62 | 0.36 |
| Sortino | 1.04 | 0.54 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 29.03 | 3.27 |
| Outlier Loss Ratio | 3.32 | 2.88 |
| Volatility (ann.) | 21.95% | 50.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.6 | 0.27 |
| Skew | 3.16 | 0.49 |
| Kurtosis | 58.7 | 11.35 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.65% | 1.8% |
| Expected Yearly % | 48.4% | 21.72% |
| Kelly Criterion | 8.0% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.26% |
| Expected Shortfall (cVaR) | -1.85% | -4.26% |
| Year | 12246443:SOLUSD | 12246443:solusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 12.33 | -0.14 | + |
| 2023 | 921.46 | 89.62 | 0.10 | - |
| 2024 | 85.41 | 64.67 | 0.76 | - |
| 2025 | 5.60 | 38.27 | 6.83 | + |
| Metric | 12246443:solusd:triple_med_gx:lsma230_115 | 12246443:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.97% | 26.39% |
| 6M | 8.41% | 38.87% |
| YTD | 38.27% | 5.6% |
| 1Y | 67.42% | 47.35% |
| 3Y (ann.) | 55.48% | 84.92% |
| 5Y (ann.) | 56.76% | 25.08% |
| Metric | 12246443:solusd:triple_med_gx:lsma230_115 | 12246443:SOLUSD |
|---|---|---|
| Max Drawdown | -35.41% | -93.44% |
| Longest DD Days | 174.0 | 703.0 |
| Avg. Drawdown | -7.09% | -12.91% |
| Avg. Drawdown Days | 21.0 | 49.0 |
| Recovery Factor | 10.87 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-04-13 | -35.41 | 119 |
| 2022-04-10 | 2022-07-28 | -32.48 | 108 |
| 2024-08-02 | 2024-11-10 | -29.53 | 100 |
| 2025-05-14 | 2025-09-01 | -24.42 | 110 |
| 2025-03-25 | 2025-04-12 | -21.24 | 17 |
| 2023-11-25 | 2024-01-09 | -12.51 | 44 |
| 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 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| Metric | 12246443:solusd:triple_med_gx:lsma230_115 | 12246443: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 | 89.62% | 921.46% |
| Worst Year | 12.33% | -89.03% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.58% | -1.62% |
| Avg. Up Week | 11.19% | 13.64% |
| Avg. Down Week | -5.04% | -8.03% |
| Avg. Up Month | 17.38% | 34.3% |
| Avg. Down Month | -10.71% | -23.59% |
| Win Days % | 49.34% | 50.24% |
| Win Month % | 64.86% | 52.27% |
| Win Week % | 56.34% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |