| Metric | 12246383:solusd:triple_med_gx:lsma235_115 | 12246383:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 408.71% | 107.06% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 1.07 | 0.52 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.51 | 1.05 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 29.65 | 3.35 |
| Outlier Loss Ratio | 3.36 | 2.87 |
| Volatility (ann.) | 21.84% | 50.05% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.56 | 0.25 |
| Skew | 2.92 | 0.48 |
| Kurtosis | 53.03 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.77% | 1.67% |
| Expected Yearly % | 50.18% | 19.96% |
| Kelly Criterion | 7.99% | 10.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.26% |
| Expected Shortfall (cVaR) | -1.84% | -4.26% |
| Year | 12246383:SOLUSD | 12246383:solusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 5.93 | -0.07 | + |
| 2023 | 921.46 | 89.21 | 0.10 | - |
| 2024 | 85.41 | 72.31 | 0.85 | - |
| 2025 | 5.60 | 47.30 | 8.44 | + |
| Metric | 12246383:solusd:triple_med_gx:lsma235_115 | 12246383:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -16.15% | 26.39% |
| 6M | 8.61% | 38.87% |
| YTD | 47.3% | 5.6% |
| 1Y | 97.58% | 47.35% |
| 3Y (ann.) | 56.42% | 84.92% |
| 5Y (ann.) | 59.02% | 23.07% |
| Metric | 12246383:solusd:triple_med_gx:lsma235_115 | 12246383:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 170.0 | 703.0 |
| Avg. Drawdown | -6.43% | -13.19% |
| Avg. Drawdown Days | 22.0 | 50.0 |
| Recovery Factor | 10.79 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-28 | -37.89 | 135 |
| 2022-04-10 | 2022-07-28 | -32.90 | 108 |
| 2024-07-19 | 2024-11-07 | -29.91 | 110 |
| 2025-05-14 | 2025-09-01 | -24.63 | 110 |
| 2025-02-04 | 2025-04-12 | -19.71 | 67 |
| 2024-04-01 | 2024-06-04 | -14.98 | 64 |
| 2023-11-25 | 2024-02-18 | -13.81 | 84 |
| 2022-09-27 | 2022-11-10 | -13.63 | 44 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2023-04-29 | 2023-10-16 | -10.46 | 170 |
| Metric | 12246383:solusd:triple_med_gx:lsma235_115 | 12246383:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.16% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 89.21% | 921.46% |
| Worst Year | 5.93% | -89.65% |
| Avg. Up Day | 1.99% | 1.99% |
| Avg. Down Day | -1.56% | -1.59% |
| Avg. Up Week | 10.27% | 13.42% |
| Avg. Down Week | -4.7% | -7.79% |
| Avg. Up Month | 17.0% | 31.22% |
| Avg. Down Month | -9.41% | -21.44% |
| Win Days % | 48.5% | 50.23% |
| Win Month % | 60.53% | 52.27% |
| Win Week % | 55.41% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |