| Metric | 12244631:solusd:triple_med_gx:lsma230_110 | 12244631:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 502.27% | 122.21% |
| Max Drawdown | -36.54% | -93.44% |
| Sharpe | 0.67 | 0.36 |
| Sortino | 1.1 | 0.53 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 26.54 | 3.34 |
| Outlier Loss Ratio | 3.52 | 2.92 |
| Volatility (ann.) | 22.14% | 49.72% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.75 | 0.26 |
| Skew | 2.4 | 0.48 |
| Kurtosis | 44.34 | 11.37 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.07% | 1.79% |
| Expected Yearly % | 56.66% | 22.09% |
| Kelly Criterion | 7.96% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.23% |
| Expected Shortfall (cVaR) | -1.87% | -4.23% |
| Year | 12244631:SOLUSD | 12244631:solusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 17.52 | -0.20 | + |
| 2023 | 921.46 | 82.92 | 0.09 | - |
| 2024 | 85.41 | 97.85 | 1.15 | + |
| 2025 | 6.92 | 41.60 | 6.02 | + |
| Metric | 12244631:solusd:triple_med_gx:lsma230_110 | 12244631:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -9.06% | 24.43% |
| 6M | 8.04% | 56.02% |
| YTD | 41.6% | 6.92% |
| 1Y | 84.83% | 36.69% |
| 3Y (ann.) | 58.51% | 87.68% |
| 5Y (ann.) | 63.99% | 24.6% |
| Metric | 12244631:solusd:triple_med_gx:lsma230_110 | 12244631:SOLUSD |
|---|---|---|
| Max Drawdown | -36.54% | -93.44% |
| Longest DD Days | 446.0 | 703.0 |
| Avg. Drawdown | -6.18% | -12.91% |
| Avg. Drawdown Days | 24.0 | 50.0 |
| Recovery Factor | 13.75 | 1.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-20 | -36.54 | 446 |
| 2024-08-01 | 2024-10-04 | -27.49 | 64 |
| 2025-01-19 | 2025-04-19 | -26.72 | 89 |
| 2022-04-10 | 2022-07-18 | -26.66 | 98 |
| 2025-05-14 | 2025-10-14 | -20.89 | 153 |
| 2024-04-01 | 2024-05-16 | -14.72 | 45 |
| 2022-03-02 | 2022-03-24 | -14.30 | 21 |
| 2024-01-09 | 2024-02-29 | -13.11 | 50 |
| 2024-06-05 | 2024-08-01 | -10.32 | 56 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12244631:solusd:triple_med_gx:lsma230_110 | 12244631:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 21.76% | 43.67% |
| Worst Week | -13.03% | -51.66% |
| Best Month | 36.55% | 140.02% |
| Worst Month | -27.06% | -56.44% |
| Best Year | 97.85% | 921.46% |
| Worst Year | 17.52% | -89.03% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.5% | -1.55% |
| Avg. Up Week | 8.87% | 12.84% |
| Avg. Down Week | -4.55% | -8.04% |
| Avg. Up Month | 14.06% | 30.4% |
| Avg. Down Month | -6.98% | -22.54% |
| Win Days % | 49.13% | 50.24% |
| Win Month % | 64.1% | 53.33% |
| Win Week % | 56.82% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |