| Metric | 12245409:solusd:triple_med_gx:lsma210_110 | 12245409:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 230.34% | 88.11% |
| Max Drawdown | -39.16% | -93.44% |
| Sharpe | 0.58 | 0.34 |
| Sortino | 1.04 | 0.51 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 3.49 | 1.08 |
| CPC Index | 0.82 | 0.56 |
| Tail Ratio | 2.61 | 1.02 |
| Outlier Win Ratio | 44.13 | 2.9 |
| Outlier Loss Ratio | 3.25 | 2.64 |
| Volatility (ann.) | 17.67% | 50.44% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.08 | 0.22 |
| Skew | 9.03 | 0.49 |
| Kurtosis | 283.28 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.89% | 1.52% |
| Expected Yearly % | 34.82% | 17.11% |
| Kelly Criterion | 11.02% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.3% |
| Expected Shortfall (cVaR) | -1.49% | -4.3% |
| Year | 12245409:SOLUSD | 12245409:solusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -2.94 | 0.03 | + |
| 2023 | 921.46 | 145.02 | 0.16 | - |
| 2024 | 85.41 | 31.02 | 0.36 | - |
| 2025 | -8.87 | 6.02 | -0.68 | + |
| Metric | 12245409:solusd:triple_med_gx:lsma210_110 | 12245409:SOLUSD |
|---|---|---|
| MTD | -3.18% | 11.11% |
| 3M | 2.33% | 36.47% |
| 6M | 14.71% | -8.22% |
| YTD | 6.02% | -8.87% |
| 1Y | 15.08% | 7.09% |
| 3Y (ann.) | 52.3% | 63.14% |
| 5Y (ann.) | 42.28% | 20.49% |
| Metric | 12245409:solusd:triple_med_gx:lsma210_110 | 12245409:SOLUSD |
|---|---|---|
| Max Drawdown | -39.16% | -93.44% |
| Longest DD Days | 221.0 | 703.0 |
| Avg. Drawdown | -4.72% | -12.93% |
| Avg. Drawdown Days | 24.0 | 47.0 |
| Recovery Factor | 5.88 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -39.16 | 221 |
| 2024-02-15 | 2024-05-16 | -14.00 | 91 |
| 2025-01-07 | 2025-03-15 | -13.48 | 66 |
| 2024-09-30 | 2024-11-11 | -10.34 | 42 |
| 2023-06-04 | 2023-09-18 | -9.96 | 105 |
| 2022-06-02 | 2022-06-06 | -9.87 | 3 |
| 2025-07-03 | 2025-07-17 | -7.27 | 13 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2024-07-10 | 2024-09-09 | -5.85 | 61 |
| Metric | 12245409:solusd:triple_med_gx:lsma210_110 | 12245409:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 28.44% | 43.67% |
| Worst Week | -24.43% | -51.66% |
| Best Month | 43.27% | 140.02% |
| Worst Month | -28.71% | -56.44% |
| Best Year | 145.02% | 921.46% |
| Worst Year | -2.94% | -89.1% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.49% | -1.66% |
| Avg. Up Week | 8.57% | 15.11% |
| Avg. Down Week | -6.41% | -9.85% |
| Avg. Up Month | 13.57% | 34.76% |
| Avg. Down Month | -10.79% | -22.75% |
| Win Days % | 51.9% | 50.14% |
| Win Month % | 65.22% | 52.38% |
| Win Week % | 60.42% | 47.22% |
| Win Quarter % | 86.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |