| Metric | 12246560:solusd:triple_med_gx:lsma245_115 | 12246560:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 811.74% | 94.42% |
| Max Drawdown | -39.79% | -93.44% |
| Sharpe | 0.79 | 0.34 |
| Sortino | 1.37 | 0.5 |
| Payoff Ratio | 1.32 | 1.25 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.66 | 1.06 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 26.44 | 3.34 |
| Outlier Loss Ratio | 3.59 | 2.89 |
| Volatility (ann.) | 22.38% | 49.67% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.11 | 0.22 |
| Skew | 3.19 | 0.48 |
| Kurtosis | 54.62 | 11.44 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.15% | 1.52% |
| Expected Yearly % | 73.77% | 18.08% |
| Kelly Criterion | 10.46% | 10.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12246560:SOLUSD | 12246560:solusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 32.52 | -0.36 | + |
| 2023 | 921.46 | 131.55 | 0.14 | - |
| 2024 | 85.41 | 112.33 | 1.32 | + |
| 2025 | 1.99 | 39.94 | 20.11 | + |
| Metric | 12246560:solusd:triple_med_gx:lsma245_115 | 12246560:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 18.17% | 17.41% |
| 6M | 37.6% | 52.72% |
| YTD | 39.94% | 1.99% |
| 1Y | 84.19% | 24.46% |
| 3Y (ann.) | 91.24% | 86.57% |
| 5Y (ann.) | 84.0% | 20.13% |
| Metric | 12246560:solusd:triple_med_gx:lsma245_115 | 12246560:SOLUSD |
|---|---|---|
| Max Drawdown | -39.79% | -93.44% |
| Longest DD Days | 127.0 | 703.0 |
| Avg. Drawdown | -6.44% | -13.15% |
| Avg. Drawdown Days | 20.0 | 52.0 |
| Recovery Factor | 20.4 | 1.01 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -39.79 | 111 |
| 2024-06-05 | 2024-10-06 | -28.98 | 122 |
| 2022-03-25 | 2022-07-18 | -28.32 | 114 |
| 2022-12-16 | 2023-01-03 | -26.93 | 18 |
| 2022-07-30 | 2022-11-10 | -17.11 | 102 |
| 2025-05-14 | 2025-09-18 | -16.00 | 127 |
| 2023-01-29 | 2023-04-12 | -15.16 | 72 |
| 2024-03-26 | 2024-05-16 | -15.11 | 50 |
| 2024-02-19 | 2024-02-28 | -11.36 | 9 |
| 2022-03-03 | 2022-03-23 | -10.58 | 20 |
| Metric | 12246560:solusd:triple_med_gx:lsma245_115 | 12246560: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 | 131.55% | 921.46% |
| Worst Year | 32.52% | -89.93% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.43% | -1.52% |
| Avg. Up Week | 9.66% | 12.29% |
| Avg. Down Week | -4.81% | -8.09% |
| Avg. Up Month | 14.44% | 31.52% |
| Avg. Down Month | -5.6% | -20.38% |
| Win Days % | 49.12% | 50.21% |
| Win Month % | 61.54% | 52.27% |
| Win Week % | 60.49% | 48.19% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |