| Metric | 12246552:solusd:triple_med_gx:lsma240_115 | 12246552:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 688.27% | 95.11% |
| Max Drawdown | -38.39% | -93.44% |
| Sharpe | 0.75 | 0.34 |
| Sortino | 1.29 | 0.5 |
| Payoff Ratio | 1.31 | 1.24 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 26.79 | 3.34 |
| Outlier Loss Ratio | 3.56 | 2.88 |
| Volatility (ann.) | 22.35% | 49.67% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.0 | 0.22 |
| Skew | 3.2 | 0.48 |
| Kurtosis | 54.89 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.8% | 1.53% |
| Expected Yearly % | 67.56% | 18.19% |
| Kelly Criterion | 9.7% | 10.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12246552:SOLUSD | 12246552:solusd:triple_med_gx:lsma240_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 22.28 | -0.25 | + |
| 2023 | 921.46 | 134.00 | 0.15 | - |
| 2024 | 85.41 | 98.54 | 1.15 | + |
| 2025 | 1.99 | 38.76 | 19.52 | + |
| Metric | 12246552:solusd:triple_med_gx:lsma240_115 | 12246552:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 16.45% | 17.41% |
| 6M | 33.34% | 52.72% |
| YTD | 38.76% | 1.99% |
| 1Y | 75.15% | 24.46% |
| 3Y (ann.) | 86.38% | 86.57% |
| 5Y (ann.) | 76.68% | 20.23% |
| Metric | 12246552:solusd:triple_med_gx:lsma240_115 | 12246552:SOLUSD |
|---|---|---|
| Max Drawdown | -38.39% | -93.44% |
| Longest DD Days | 155.0 | 703.0 |
| Avg. Drawdown | -6.7% | -13.6% |
| Avg. Drawdown Days | 21.0 | 54.0 |
| Recovery Factor | 17.93 | 1.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-09 | -38.39 | 109 |
| 2024-06-05 | 2024-10-06 | -29.04 | 123 |
| 2022-03-25 | 2022-07-18 | -28.68 | 114 |
| 2022-12-16 | 2023-01-03 | -26.93 | 18 |
| 2022-07-30 | 2022-11-10 | -20.57 | 103 |
| 2025-05-14 | 2025-10-16 | -17.40 | 155 |
| 2023-01-29 | 2023-04-12 | -15.96 | 72 |
| 2024-03-26 | 2024-05-17 | -15.86 | 52 |
| 2022-03-02 | 2022-03-24 | -14.76 | 21 |
| 2024-02-19 | 2024-02-28 | -11.36 | 9 |
| Metric | 12246552:solusd:triple_med_gx:lsma240_115 | 12246552:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -12.53% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.2% | -56.44% |
| Best Year | 134.0% | 921.46% |
| Worst Year | 22.28% | -89.9% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.45% | -1.54% |
| Avg. Up Week | 9.0% | 12.02% |
| Avg. Down Week | -4.61% | -8.01% |
| Avg. Up Month | 14.02% | 31.55% |
| Avg. Down Month | -7.26% | -20.63% |
| Win Days % | 48.85% | 50.2% |
| Win Month % | 66.67% | 52.27% |
| Win Week % | 59.76% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |