| Metric | 12246556:solusd:triple_med_gx:lsma265_115 | 12246556:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 444.34% | 138.66% |
| Max Drawdown | -39.06% | -93.44% |
| Sharpe | 0.64 | 0.37 |
| Sortino | 1.09 | 0.55 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 26.28 | 3.36 |
| Outlier Loss Ratio | 3.52 | 2.92 |
| Volatility (ann.) | 22.87% | 50.09% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.6 | 0.3 |
| Skew | 3.03 | 0.49 |
| Kurtosis | 51.45 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.02% | 2.04% |
| Expected Yearly % | 52.75% | 24.29% |
| Kelly Criterion | 8.01% | 9.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -4.26% |
| Expected Shortfall (cVaR) | -1.93% | -4.26% |
| Year | 12246556:SOLUSD | 12246556:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 20.59 | -0.23 | + |
| 2023 | 921.46 | 116.53 | 0.13 | - |
| 2024 | 85.41 | 82.58 | 0.97 | - |
| 2025 | 5.60 | 14.18 | 2.53 | + |
| Metric | 12246556:solusd:triple_med_gx:lsma265_115 | 12246556:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 1.05% | 26.39% |
| 6M | 6.22% | 38.87% |
| YTD | 14.18% | 5.6% |
| 1Y | 69.07% | 47.35% |
| 3Y (ann.) | 59.49% | 84.92% |
| 5Y (ann.) | 62.55% | 28.33% |
| Metric | 12246556:solusd:triple_med_gx:lsma265_115 | 12246556:SOLUSD |
|---|---|---|
| Max Drawdown | -39.06% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -6.55% | -11.46% |
| Avg. Drawdown Days | 24.0 | 43.0 |
| Recovery Factor | 11.37 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -39.06 | 111 |
| 2024-03-26 | 2024-10-14 | -32.22 | 202 |
| 2022-07-30 | 2023-01-03 | -31.07 | 157 |
| 2022-03-25 | 2022-07-18 | -29.93 | 115 |
| 2025-05-14 | 2025-09-01 | -20.81 | 110 |
| 2024-01-11 | 2024-02-29 | -14.09 | 48 |
| 2023-01-29 | 2023-04-12 | -13.97 | 72 |
| 2023-07-27 | 2023-10-20 | -10.80 | 84 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2023-04-30 | 2023-07-26 | -9.34 | 87 |
| Metric | 12246556:solusd:triple_med_gx:lsma265_115 | 12246556:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -14.84% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.2% | -56.44% |
| Best Year | 116.53% | 921.46% |
| Worst Year | 14.18% | -88.07% |
| Avg. Up Day | 1.9% | 1.9% |
| Avg. Down Day | -1.49% | -1.56% |
| Avg. Up Week | 9.12% | 11.77% |
| Avg. Down Week | -5.24% | -7.74% |
| Avg. Up Month | 16.22% | 37.09% |
| Avg. Down Month | -7.3% | -18.8% |
| Win Days % | 48.53% | 50.25% |
| Win Month % | 56.41% | 51.16% |
| Win Week % | 59.21% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |