| Metric | 12244407:solusd:triple_med_gx:lsma230_110 | 12244407:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 729.44% | 122.21% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.79 | 0.36 |
| Sortino | 1.33 | 0.53 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.95 | 1.07 |
| CPC Index | 0.87 | 0.66 |
| Tail Ratio | 1.45 | 1.01 |
| Outlier Win Ratio | 29.55 | 3.3 |
| Outlier Loss Ratio | 3.42 | 2.87 |
| Volatility (ann.) | 21.35% | 49.72% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.09 | 0.26 |
| Skew | 2.64 | 0.48 |
| Kurtosis | 51.13 | 11.37 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.81% | 1.79% |
| Expected Yearly % | 69.71% | 22.09% |
| Kelly Criterion | 10.87% | 10.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.23% |
| Expected Shortfall (cVaR) | -1.79% | -4.23% |
| Year | 12244407:SOLUSD | 12244407:solusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 33.97 | -0.38 | + |
| 2023 | 921.46 | 142.15 | 0.15 | - |
| 2024 | 85.41 | 23.12 | 0.27 | - |
| 2025 | 6.92 | 107.66 | 15.57 | + |
| Metric | 12244407:solusd:triple_med_gx:lsma230_110 | 12244407:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -2.9% | 24.43% |
| 6M | 16.15% | 56.02% |
| YTD | 107.66% | 6.92% |
| 1Y | 191.02% | 36.69% |
| 3Y (ann.) | 73.05% | 87.68% |
| 5Y (ann.) | 79.1% | 24.6% |
| Metric | 12244407:solusd:triple_med_gx:lsma230_110 | 12244407:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 306.0 | 703.0 |
| Avg. Drawdown | -5.25% | -12.91% |
| Avg. Drawdown Days | 19.0 | 50.0 |
| Recovery Factor | 19.25 | 1.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-16 | -37.89 | 306 |
| 2024-08-02 | 2025-01-15 | -34.32 | 166 |
| 2022-04-10 | 2022-06-21 | -19.81 | 71 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-11-25 | 2024-03-25 | -16.15 | 120 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-09-27 | 2022-11-10 | -14.27 | 44 |
| 2024-04-01 | 2024-07-15 | -14.27 | 105 |
| 2025-07-02 | 2025-09-12 | -13.18 | 72 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| Metric | 12244407:solusd:triple_med_gx:lsma230_110 | 12244407:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -28.79% | -56.44% |
| Best Year | 142.15% | 921.46% |
| Worst Year | 23.12% | -89.03% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.51% | -1.59% |
| Avg. Up Week | 9.77% | 14.44% |
| Avg. Down Week | -3.75% | -8.27% |
| Avg. Up Month | 15.76% | 31.05% |
| Avg. Down Month | -8.3% | -21.8% |
| Win Days % | 49.54% | 50.24% |
| Win Month % | 65.79% | 53.33% |
| Win Week % | 58.75% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |