| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 861.75% | 99.97% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.83 | 0.34 |
| Sortino | 1.4 | 0.51 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.43 | 1.01 |
| Outlier Win Ratio | 28.84 | 3.34 |
| Outlier Loss Ratio | 3.41 | 2.88 |
| Volatility (ann.) | 21.64% | 49.67% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.28 | 0.23 |
| Skew | 2.65 | 0.48 |
| Kurtosis | 49.05 | 11.41 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.16% | 1.55% |
| Expected Yearly % | 76.1% | 18.92% |
| Kelly Criterion | 11.73% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.23% |
| Expected Shortfall (cVaR) | -1.81% | -4.23% |
| Year | 12244409:SOLUSD | 12244409:solusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 36.72 | -0.41 | + |
| 2023 | 921.46 | 182.09 | 0.20 | - |
| 2024 | 85.41 | 24.36 | 0.29 | - |
| 2025 | 1.99 | 100.52 | 50.61 | + |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -4.83% | 17.41% |
| 6M | 15.18% | 52.72% |
| YTD | 100.52% | 1.99% |
| 1Y | 171.13% | 24.46% |
| 3Y (ann.) | 80.57% | 86.57% |
| 5Y (ann.) | 86.55% | 21.03% |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 166.0 | 703.0 |
| Avg. Drawdown | -5.26% | -13.19% |
| Avg. Drawdown Days | 18.0 | 52.0 |
| Recovery Factor | 22.74 | 1.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-25 | -37.89 | 131 |
| 2024-08-02 | 2025-01-15 | -34.31 | 166 |
| 2022-04-10 | 2022-06-21 | -19.84 | 71 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2024-04-01 | 2024-07-15 | -16.47 | 105 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2023-11-25 | 2024-02-28 | -15.23 | 94 |
| 2025-05-26 | 2025-09-14 | -14.71 | 110 |
| 2022-09-27 | 2022-11-10 | -14.00 | 44 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -28.79% | -56.44% |
| Best Year | 182.09% | 921.46% |
| Worst Year | 24.36% | -89.65% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.51% | -1.58% |
| Avg. Up Week | 10.94% | 14.44% |
| Avg. Down Week | -3.97% | -8.27% |
| Avg. Up Month | 17.97% | 31.0% |
| Avg. Down Month | -8.77% | -21.8% |
| Win Days % | 49.85% | 50.21% |
| Win Month % | 63.16% | 53.33% |
| Win Week % | 58.23% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |