| Metric | 12244518:solusd:triple_med_gx:lsma225_110 | 12244518:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 701.76% | 120.68% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.77 | 0.36 |
| Sortino | 1.31 | 0.53 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.67 | 1.06 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 28.22 | 3.3 |
| Outlier Loss Ratio | 3.46 | 2.87 |
| Volatility (ann.) | 21.68% | 49.71% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.2 | 0.26 |
| Skew | 3.19 | 0.48 |
| Kurtosis | 58.14 | 11.36 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.73% | 1.77% |
| Expected Yearly % | 68.27% | 21.88% |
| Kelly Criterion | 10.21% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.23% |
| Expected Shortfall (cVaR) | -1.82% | -4.23% |
| Year | 12244518:SOLUSD | 12244518:solusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 35.95 | -0.40 | + |
| 2023 | 921.46 | 54.09 | 0.06 | - |
| 2024 | 85.41 | 98.48 | 1.15 | + |
| 2025 | 6.92 | 92.84 | 13.42 | + |
| Metric | 12244518:solusd:triple_med_gx:lsma225_110 | 12244518:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -12.5% | 24.43% |
| 6M | 13.02% | 56.02% |
| YTD | 92.84% | 6.92% |
| 1Y | 149.3% | 36.69% |
| 3Y (ann.) | 68.85% | 87.68% |
| 5Y (ann.) | 77.36% | 24.34% |
| Metric | 12244518:solusd:triple_med_gx:lsma225_110 | 12244518:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -5.36% | -12.93% |
| Avg. Drawdown Days | 18.0 | 50.0 |
| Recovery Factor | 19.94 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-10-21 | -35.19 | 310 |
| 2024-07-20 | 2024-11-06 | -25.57 | 108 |
| 2022-04-10 | 2022-07-17 | -23.75 | 97 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-10-14 | -17.52 | 88 |
| 2024-04-01 | 2024-06-05 | -15.75 | 65 |
| 2023-11-25 | 2024-02-18 | -13.81 | 84 |
| 2024-02-18 | 2024-02-28 | -11.93 | 9 |
| 2022-09-27 | 2022-11-10 | -9.90 | 44 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| Metric | 12244518:solusd:triple_med_gx:lsma225_110 | 12244518:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.93% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 98.48% | 921.46% |
| Worst Year | 35.95% | -89.1% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.49% | -1.57% |
| Avg. Up Week | 8.6% | 12.78% |
| Avg. Down Week | -4.35% | -6.28% |
| Avg. Up Month | 19.76% | 25.87% |
| Avg. Down Month | -13.28% | -27.99% |
| Win Days % | 49.03% | 50.21% |
| Win Month % | 67.57% | 53.33% |
| Win Week % | 61.54% | 48.19% |
| Win Quarter % | 53.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |