| Metric | 12246505:solusd:triple_med_gx:lsma255_115 | 12246505:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 626.95% | 114.01% |
| Max Drawdown | -34.78% | -93.44% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 1.24 | 0.52 |
| Payoff Ratio | 1.31 | 1.28 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.82 | 0.68 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 26.91 | 3.33 |
| Outlier Loss Ratio | 3.58 | 2.9 |
| Volatility (ann.) | 22.41% | 49.68% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.1 | 0.25 |
| Skew | 3.21 | 0.48 |
| Kurtosis | 54.95 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.61% | 1.74% |
| Expected Yearly % | 64.2% | 20.95% |
| Kelly Criterion | 9.03% | 11.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12246505:SOLUSD | 12246505:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 28.63 | -0.32 | + |
| 2023 | 921.46 | 109.35 | 0.12 | - |
| 2024 | 85.41 | 108.00 | 1.26 | + |
| 2025 | 1.99 | 29.78 | 15.00 | + |
| Metric | 12246505:solusd:triple_med_gx:lsma255_115 | 12246505:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -8.12% | 17.41% |
| 6M | 6.2% | 52.72% |
| YTD | 29.78% | 1.99% |
| 1Y | 67.82% | 24.46% |
| 3Y (ann.) | 70.64% | 86.57% |
| 5Y (ann.) | 73.07% | 23.42% |
| Metric | 12246505:solusd:triple_med_gx:lsma255_115 | 12246505:SOLUSD |
|---|---|---|
| Max Drawdown | -34.78% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -6.57% | -12.1% |
| Avg. Drawdown Days | 22.0 | 48.0 |
| Recovery Factor | 18.02 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-27 | -34.78 | 124 |
| 2022-12-16 | 2023-01-29 | -34.21 | 44 |
| 2024-06-05 | 2024-10-06 | -31.11 | 123 |
| 2025-01-19 | 2025-05-08 | -26.99 | 108 |
| 2025-05-14 | 2025-10-16 | -23.92 | 155 |
| 2023-01-29 | 2023-04-12 | -13.82 | 72 |
| 2023-04-30 | 2023-10-20 | -13.49 | 172 |
| 2024-04-01 | 2024-05-16 | -13.11 | 45 |
| 2024-01-09 | 2024-02-28 | -12.31 | 50 |
| 2022-07-30 | 2022-09-23 | -11.93 | 55 |
| Metric | 12246505:solusd:triple_med_gx:lsma255_115 | 12246505: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 | 36.42% | 140.02% |
| Worst Month | -28.16% | -56.44% |
| Best Year | 109.35% | 921.46% |
| Worst Year | 28.63% | -88.92% |
| Avg. Up Day | 1.91% | 1.91% |
| Avg. Down Day | -1.46% | -1.49% |
| Avg. Up Week | 10.0% | 12.81% |
| Avg. Down Week | -5.13% | -8.12% |
| Avg. Up Month | 15.87% | 32.19% |
| Avg. Down Month | -6.76% | -21.95% |
| Win Days % | 48.48% | 50.21% |
| Win Month % | 60.53% | 52.27% |
| Win Week % | 58.75% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |