| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 525.25% | 130.48% |
| Max Drawdown | -34.46% | -93.44% |
| Sharpe | 0.67 | 0.36 |
| Sortino | 1.15 | 0.54 |
| Payoff Ratio | 1.28 | 1.26 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 26.27 | 3.32 |
| Outlier Loss Ratio | 3.58 | 2.91 |
| Volatility (ann.) | 22.54% | 49.7% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.92 | 0.28 |
| Skew | 3.12 | 0.48 |
| Kurtosis | 53.24 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.25% | 1.92% |
| Expected Yearly % | 58.13% | 23.21% |
| Kelly Criterion | 8.21% | 10.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12246500:SOLUSD | 12246500:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 15.22 | -0.17 | + |
| 2023 | 921.46 | 119.14 | 0.13 | - |
| 2024 | 85.41 | 97.52 | 1.14 | + |
| 2025 | 1.99 | 25.37 | 12.78 | + |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -6.43% | 17.41% |
| 6M | 4.98% | 52.72% |
| YTD | 25.37% | 1.99% |
| 1Y | 72.61% | 24.46% |
| 3Y (ann.) | 63.08% | 86.57% |
| 5Y (ann.) | 66.13% | 26.02% |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| Max Drawdown | -34.46% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -6.91% | -11.46% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 15.24 | 1.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-27 | -34.46 | 124 |
| 2022-12-16 | 2023-01-29 | -34.21 | 44 |
| 2024-06-05 | 2024-10-20 | -31.73 | 137 |
| 2025-05-14 | 2025-10-16 | -29.09 | 155 |
| 2025-01-19 | 2025-05-08 | -28.65 | 108 |
| 2024-04-01 | 2024-05-16 | -13.79 | 45 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-04-30 | 2023-10-20 | -13.16 | 172 |
| 2024-01-09 | 2024-02-28 | -12.31 | 50 |
| 2022-10-14 | 2022-11-10 | -12.27 | 27 |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500: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 | 36.42% | 140.02% |
| Worst Month | -28.16% | -56.44% |
| Best Year | 119.14% | 921.46% |
| Worst Year | 15.22% | -88.07% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.46% | -1.49% |
| Avg. Up Week | 10.04% | 13.04% |
| Avg. Down Week | -5.06% | -7.84% |
| Avg. Up Month | 16.8% | 33.85% |
| Avg. Down Month | -6.74% | -21.95% |
| Win Days % | 48.49% | 50.23% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 58.23% | 48.44% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |