| Metric | 12242631:solusd:triple_med_gx:lsma215_105 | 12242631:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 665.64% | 126.6% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.74 | 0.36 |
| Sortino | 1.23 | 0.53 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 26.49 | 3.32 |
| Outlier Loss Ratio | 3.4 | 2.9 |
| Volatility (ann.) | 22.32% | 49.74% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.93 | 0.27 |
| Skew | 2.69 | 0.48 |
| Kurtosis | 48.97 | 11.31 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.63% | 1.83% |
| Expected Yearly % | 66.34% | 22.69% |
| Kelly Criterion | 9.64% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12242631:SOLUSD | 12242631:solusd:triple_med_gx:lsma215_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 87.15 | -0.98 | + |
| 2023 | 921.46 | 80.23 | 0.09 | - |
| 2024 | 85.41 | 24.50 | 0.29 | - |
| 2025 | 6.92 | 82.32 | 11.90 | + |
| Metric | 12242631:solusd:triple_med_gx:lsma215_105 | 12242631:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -12.29% | 24.43% |
| 6M | 10.15% | 56.02% |
| YTD | 82.32% | 6.92% |
| 1Y | 129.34% | 36.69% |
| 3Y (ann.) | 50.33% | 87.68% |
| 5Y (ann.) | 74.9% | 25.19% |
| Metric | 12242631:solusd:triple_med_gx:lsma215_105 | 12242631:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -5.9% | -12.45% |
| Avg. Drawdown Days | 21.0 | 47.0 |
| Recovery Factor | 17.17 | 1.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-21 | -38.77 | 310 |
| 2024-04-01 | 2025-01-15 | -33.73 | 289 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-11-25 | 2024-02-29 | -17.90 | 95 |
| 2025-07-18 | 2025-10-14 | -16.94 | 88 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -15.06 | 64 |
| 2022-09-27 | 2022-11-10 | -10.34 | 44 |
| 2025-02-04 | 2025-03-24 | -10.10 | 48 |
| 2022-02-23 | 2022-02-24 | -9.24 | 1 |
| Metric | 12242631:solusd:triple_med_gx:lsma215_105 | 12242631:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.21% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -30.25% | -56.44% |
| Best Year | 87.15% | 921.46% |
| Worst Year | 24.5% | -88.81% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.52% | -1.6% |
| Avg. Up Week | 9.87% | 11.56% |
| Avg. Down Week | -4.72% | -6.95% |
| Avg. Up Month | 15.82% | 31.98% |
| Avg. Down Month | -11.45% | -23.44% |
| Win Days % | 49.55% | 50.23% |
| Win Month % | 66.67% | 53.33% |
| Win Week % | 56.79% | 48.45% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |