| Metric | 12246448:solusd:triple_med_gx:lsma255_115 | 12246448:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 417.46% | 121.6% |
| Max Drawdown | -35.41% | -93.44% |
| Sharpe | 0.63 | 0.36 |
| Sortino | 1.07 | 0.54 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.47 | 1.06 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 27.43 | 3.3 |
| Outlier Loss Ratio | 3.45 | 2.91 |
| Volatility (ann.) | 22.54% | 50.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.7 | 0.27 |
| Skew | 3.17 | 0.49 |
| Kurtosis | 55.33 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.9% | 1.87% |
| Expected Yearly % | 50.82% | 22.01% |
| Kelly Criterion | 8.02% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.26% |
| Expected Shortfall (cVaR) | -1.9% | -4.26% |
| Year | 12246448:SOLUSD | 12246448:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 13.91 | -0.16 | + |
| 2023 | 921.46 | 80.23 | 0.09 | - |
| 2024 | 85.41 | 85.68 | 1.00 | + |
| 2025 | 5.60 | 35.73 | 6.38 | + |
| Metric | 12246448:solusd:triple_med_gx:lsma255_115 | 12246448:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.83% | 26.39% |
| 6M | 12.48% | 38.87% |
| YTD | 35.73% | 5.6% |
| 1Y | 86.1% | 47.35% |
| 3Y (ann.) | 61.95% | 84.92% |
| 5Y (ann.) | 60.09% | 25.58% |
| Metric | 12246448:solusd:triple_med_gx:lsma255_115 | 12246448:SOLUSD |
|---|---|---|
| Max Drawdown | -35.41% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -7.1% | -12.1% |
| Avg. Drawdown Days | 23.0 | 46.0 |
| Recovery Factor | 11.79 | 1.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.41 | 45 |
| 2022-04-10 | 2022-07-28 | -32.71 | 108 |
| 2024-06-05 | 2024-11-06 | -30.19 | 153 |
| 2025-02-03 | 2025-04-17 | -25.13 | 72 |
| 2025-05-14 | 2025-09-01 | -21.59 | 110 |
| 2023-01-29 | 2023-10-21 | -17.17 | 264 |
| 2024-04-01 | 2024-05-16 | -13.68 | 45 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2022-10-14 | 2022-11-10 | -10.52 | 27 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12246448:solusd:triple_med_gx:lsma255_115 | 12246448: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 | 85.68% | 921.46% |
| Worst Year | 13.91% | -88.92% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.53% | -1.56% |
| Avg. Up Week | 10.6% | 12.92% |
| Avg. Down Week | -5.51% | -7.87% |
| Avg. Up Month | 18.78% | 36.66% |
| Avg. Down Month | -8.48% | -20.68% |
| Win Days % | 48.86% | 50.23% |
| Win Month % | 55.26% | 51.16% |
| Win Week % | 57.33% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |