| Metric | 12244403:solusd:triple_med_gx:lsma210_110 | 12244403:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 503.39% | 133.9% |
| Max Drawdown | -40.95% | -93.44% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 1.24 | 0.55 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.8 | 1.07 |
| CPC Index | 0.86 | 0.68 |
| Tail Ratio | 1.37 | 1.01 |
| Outlier Win Ratio | 31.79 | 3.29 |
| Outlier Loss Ratio | 3.47 | 2.84 |
| Volatility (ann.) | 20.65% | 50.1% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.62 | 0.29 |
| Skew | 3.25 | 0.48 |
| Kurtosis | 52.43 | 11.28 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.17% | 1.95% |
| Expected Yearly % | 56.73% | 23.67% |
| Kelly Criterion | 10.23% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.26% |
| Expected Shortfall (cVaR) | -1.74% | -4.26% |
| Year | 12244403:SOLUSD | 12244403:solusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.30 | 47.97 | -0.54 | + |
| 2023 | 921.46 | 113.45 | 0.12 | - |
| 2024 | 85.41 | 18.86 | 0.22 | - |
| 2025 | 5.60 | 60.73 | 10.84 | + |
| Metric | 12244403:solusd:triple_med_gx:lsma210_110 | 12244403:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.25% | 26.39% |
| 6M | 11.74% | 38.87% |
| YTD | 60.73% | 5.6% |
| 1Y | 98.38% | 47.35% |
| 3Y (ann.) | 47.52% | 84.92% |
| 5Y (ann.) | 66.49% | 27.25% |
| Metric | 12244403:solusd:triple_med_gx:lsma210_110 | 12244403:SOLUSD |
|---|---|---|
| Max Drawdown | -40.95% | -93.44% |
| Longest DD Days | 312.0 | 703.0 |
| Avg. Drawdown | -6.07% | -12.51% |
| Avg. Drawdown Days | 21.0 | 45.0 |
| Recovery Factor | 12.29 | 1.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-23 | -40.95 | 312 |
| 2024-08-02 | 2024-11-27 | -32.16 | 117 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2025-06-30 | 2025-09-01 | -17.59 | 62 |
| 2022-06-06 | 2022-06-20 | -17.16 | 13 |
| 2023-11-25 | 2024-03-25 | -15.74 | 120 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-03-22 | 2022-06-06 | -13.66 | 75 |
| 2022-09-27 | 2022-11-10 | -12.88 | 44 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| Metric | 12244403:solusd:triple_med_gx:lsma210_110 | 12244403:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -20.78% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -28.88% | -56.44% |
| Best Year | 113.45% | 921.46% |
| Worst Year | 18.86% | -88.3% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.47% | -1.55% |
| Avg. Up Week | 10.54% | 14.44% |
| Avg. Down Week | -4.36% | -7.02% |
| Avg. Up Month | 18.31% | 28.46% |
| Avg. Down Month | -6.84% | -18.6% |
| Win Days % | 48.57% | 50.23% |
| Win Month % | 56.41% | 52.27% |
| Win Week % | 52.7% | 48.4% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |