| Metric | 12242635:solusd:triple_med_gx:lsma225_105 | 12242635:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 778.74% | 120.68% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.77 | 0.36 |
| Sortino | 1.31 | 0.53 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.65 | 1.06 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 26.21 | 3.34 |
| Outlier Loss Ratio | 3.41 | 2.9 |
| Volatility (ann.) | 22.67% | 49.71% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.11 | 0.26 |
| Skew | 3.01 | 0.48 |
| Kurtosis | 51.52 | 11.36 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.95% | 1.77% |
| Expected Yearly % | 72.17% | 21.88% |
| Kelly Criterion | 10.1% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12242635:SOLUSD | 12242635:solusd:triple_med_gx:lsma225_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 99.45 | -1.12 | + |
| 2023 | 921.46 | 78.94 | 0.09 | - |
| 2024 | 85.41 | 34.26 | 0.40 | - |
| 2025 | 6.92 | 83.38 | 12.06 | + |
| Metric | 12242635:solusd:triple_med_gx:lsma225_105 | 12242635:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -13.98% | 24.43% |
| 6M | 7.74% | 56.02% |
| YTD | 83.38% | 6.92% |
| 1Y | 126.81% | 36.69% |
| 3Y (ann.) | 56.91% | 87.68% |
| 5Y (ann.) | 81.89% | 24.34% |
| Metric | 12242635:solusd:triple_med_gx:lsma225_105 | 12242635:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -6.0% | -12.93% |
| Avg. Drawdown Days | 20.0 | 50.0 |
| Recovery Factor | 20.09 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-21 | -38.77 | 310 |
| 2024-04-01 | 2024-11-10 | -32.96 | 223 |
| 2023-11-25 | 2024-02-29 | -18.64 | 95 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-10-14 | -18.54 | 88 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -15.25 | 64 |
| 2022-09-27 | 2022-11-10 | -10.01 | 43 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 2024-11-12 | 2025-01-15 | -8.75 | 64 |
| Metric | 12242635:solusd:triple_med_gx:lsma225_105 | 12242635:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.21% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 99.45% | 921.46% |
| Worst Year | 34.26% | -89.1% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.52% | -1.6% |
| Avg. Up Week | 9.17% | 12.18% |
| Avg. Down Week | -4.25% | -7.88% |
| Avg. Up Month | 16.67% | 32.93% |
| Avg. Down Month | -9.09% | -23.79% |
| Win Days % | 49.23% | 50.21% |
| Win Month % | 63.16% | 53.33% |
| Win Week % | 54.76% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |