| Metric | 12246382:solusd:triple_med_gx:lsma230_115 | 12246382:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 425.71% | 119.48% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.65 | 0.36 |
| Sortino | 1.09 | 0.54 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 29.95 | 3.32 |
| Outlier Loss Ratio | 3.32 | 2.87 |
| Volatility (ann.) | 21.64% | 50.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.59 | 0.27 |
| Skew | 2.9 | 0.49 |
| Kurtosis | 54.29 | 11.35 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.84% | 1.8% |
| Expected Yearly % | 51.42% | 21.72% |
| Kelly Criterion | 8.51% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.26% |
| Expected Shortfall (cVaR) | -1.82% | -4.26% |
| Year | 12246382:SOLUSD | 12246382:solusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 14.86 | -0.17 | + |
| 2023 | 921.46 | 78.55 | 0.09 | - |
| 2024 | 85.41 | 68.06 | 0.80 | - |
| 2025 | 5.60 | 52.52 | 9.37 | + |
| Metric | 12246382:solusd:triple_med_gx:lsma230_115 | 12246382:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.85% | 26.39% |
| 6M | 12.46% | 38.87% |
| YTD | 52.52% | 5.6% |
| 1Y | 95.75% | 47.35% |
| 3Y (ann.) | 56.01% | 84.92% |
| 5Y (ann.) | 60.4% | 25.08% |
| Metric | 12246382:solusd:triple_med_gx:lsma230_115 | 12246382:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 308.0 | 703.0 |
| Avg. Drawdown | -6.66% | -12.91% |
| Avg. Drawdown Days | 24.0 | 49.0 |
| Recovery Factor | 11.24 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-19 | -37.89 | 308 |
| 2022-04-10 | 2022-07-28 | -32.75 | 108 |
| 2024-07-19 | 2024-11-08 | -29.91 | 111 |
| 2025-05-14 | 2025-09-01 | -21.96 | 110 |
| 2025-02-04 | 2025-04-12 | -19.71 | 67 |
| 2024-04-01 | 2024-06-04 | -14.47 | 64 |
| 2023-11-25 | 2024-02-18 | -13.81 | 84 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2022-09-27 | 2022-11-10 | -10.78 | 44 |
| 2024-11-29 | 2025-01-17 | -8.69 | 48 |
| Metric | 12246382:solusd:triple_med_gx:lsma230_115 | 12246382:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.62% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.16% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 78.55% | 921.46% |
| Worst Year | 14.86% | -89.03% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.57% | -1.6% |
| Avg. Up Week | 9.77% | 13.5% |
| Avg. Down Week | -4.76% | -7.97% |
| Avg. Up Month | 16.5% | 31.59% |
| Avg. Down Month | -9.7% | -23.59% |
| Win Days % | 49.27% | 50.24% |
| Win Month % | 63.16% | 52.27% |
| Win Week % | 57.53% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |