| Metric | 12245450:solusd:triple_med_gx:lsma210_110 | 12245450:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 206.87% | 119.48% |
| Max Drawdown | -39.01% | -93.44% |
| Sharpe | 0.54 | 0.36 |
| Sortino | 0.94 | 0.54 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 3.4 | 1.07 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 2.61 | 1.01 |
| Outlier Win Ratio | 43.77 | 2.9 |
| Outlier Loss Ratio | 3.21 | 2.64 |
| Volatility (ann.) | 17.69% | 50.08% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.96 | 0.27 |
| Skew | 8.73 | 0.49 |
| Kurtosis | 273.03 | 11.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.58% | 1.8% |
| Expected Yearly % | 32.35% | 21.72% |
| Kelly Criterion | 9.77% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.26% |
| Expected Shortfall (cVaR) | -1.5% | -4.26% |
| Year | 12245450:SOLUSD | 12245450:solusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | -1.63 | 0.02 | + |
| 2023 | 921.46 | 152.64 | 0.17 | - |
| 2024 | 85.41 | 36.78 | 0.43 | - |
| 2025 | 5.60 | -9.73 | -1.74 | - |
| Metric | 12245450:solusd:triple_med_gx:lsma210_110 | 12245450:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.38% | 26.39% |
| 6M | -6.57% | 38.87% |
| YTD | -9.73% | 5.6% |
| 1Y | -0.51% | 47.35% |
| 3Y (ann.) | 47.2% | 84.92% |
| 5Y (ann.) | 37.61% | 25.08% |
| Metric | 12245450:solusd:triple_med_gx:lsma210_110 | 12245450:SOLUSD |
|---|---|---|
| Max Drawdown | -39.01% | -93.44% |
| Longest DD Days | 235.0 | 703.0 |
| Avg. Drawdown | -4.64% | -12.91% |
| Avg. Drawdown Days | 26.0 | 49.0 |
| Recovery Factor | 5.3 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -39.01 | 221 |
| 2025-01-09 | 2025-09-01 | -15.94 | 235 |
| 2023-12-25 | 2024-05-15 | -12.55 | 142 |
| 2023-06-04 | 2023-07-06 | -10.04 | 31 |
| 2022-06-03 | 2022-06-06 | -9.79 | 2 |
| 2024-09-14 | 2024-11-10 | -9.69 | 57 |
| 2023-01-15 | 2023-04-11 | -6.44 | 86 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2024-07-10 | 2024-09-13 | -5.85 | 65 |
| Metric | 12245450:solusd:triple_med_gx:lsma210_110 | 12245450:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 24.94% | 43.67% |
| Worst Week | -18.25% | -51.66% |
| Best Month | 37.34% | 140.02% |
| Worst Month | -25.84% | -56.44% |
| Best Year | 152.64% | 921.46% |
| Worst Year | -9.73% | -89.03% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.5% | -1.58% |
| Avg. Up Week | 8.78% | 15.85% |
| Avg. Down Week | -5.16% | -8.47% |
| Avg. Up Month | 13.24% | 37.77% |
| Avg. Down Month | -7.12% | -17.92% |
| Win Days % | 51.19% | 50.24% |
| Win Month % | 60.0% | 52.27% |
| Win Week % | 55.1% | 48.13% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 50.0% | 75.0% |