| Metric | 12246281:solusd:triple_med_gx:lsma285_115 | 12246281:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 370.75% | 142.61% |
| Max Drawdown | -42.34% | -93.44% |
| Sharpe | 0.62 | 0.38 |
| Sortino | 1.02 | 0.56 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 27.53 | 3.29 |
| Outlier Loss Ratio | 3.48 | 2.9 |
| Volatility (ann.) | 21.69% | 50.11% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.33 | 0.31 |
| Skew | 2.28 | 0.49 |
| Kurtosis | 42.88 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.67% | 2.08% |
| Expected Yearly % | 47.3% | 24.8% |
| Kelly Criterion | 8.33% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.26% |
| Expected Shortfall (cVaR) | -1.83% | -4.26% |
| Year | 12246281:SOLUSD | 12246281:solusd:triple_med_gx:lsma285_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | -4.32 | 0.05 | + |
| 2023 | 921.46 | 136.12 | 0.15 | - |
| 2024 | 85.41 | 39.97 | 0.47 | - |
| 2025 | 5.60 | 48.86 | 8.72 | + |
| Metric | 12246281:solusd:triple_med_gx:lsma285_115 | 12246281:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -5.14% | 26.39% |
| 6M | 22.96% | 38.87% |
| YTD | 48.86% | 5.6% |
| 1Y | 97.96% | 47.35% |
| 3Y (ann.) | 49.71% | 84.92% |
| 5Y (ann.) | 56.19% | 29.06% |
| Metric | 12246281:solusd:triple_med_gx:lsma285_115 | 12246281:SOLUSD |
|---|---|---|
| Max Drawdown | -42.34% | -93.44% |
| Longest DD Days | 387.0 | 703.0 |
| Avg. Drawdown | -6.28% | -10.49% |
| Avg. Drawdown Days | 26.0 | 40.0 |
| Recovery Factor | 8.76 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-19 | -42.34 | 387 |
| 2024-04-01 | 2024-11-10 | -36.89 | 223 |
| 2022-03-19 | 2022-07-27 | -27.95 | 130 |
| 2025-01-19 | 2025-04-14 | -24.27 | 84 |
| 2025-05-27 | 2025-09-01 | -16.49 | 96 |
| 2024-01-06 | 2024-02-28 | -11.02 | 53 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2025-04-14 | 2025-05-08 | -8.56 | 24 |
| 2023-11-25 | 2024-01-05 | -8.50 | 41 |
| Metric | 12246281:solusd:triple_med_gx:lsma285_115 | 12246281:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.95% | 140.02% |
| Worst Month | -24.43% | -56.44% |
| Best Year | 136.12% | 921.46% |
| Worst Year | -4.32% | -87.87% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.48% | -1.54% |
| Avg. Up Week | 10.6% | 14.42% |
| Avg. Down Week | -4.92% | -7.24% |
| Avg. Up Month | 18.88% | 36.59% |
| Avg. Down Month | -7.66% | -17.12% |
| Win Days % | 49.02% | 50.25% |
| Win Month % | 51.43% | 51.16% |
| Win Week % | 53.42% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |