| Metric | 12246502:solusd:triple_med_gx:lsma270_115 | 12246502:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 373.66% | 125.87% |
| Max Drawdown | -34.21% | -93.44% |
| Sharpe | 0.6 | 0.37 |
| Sortino | 1.01 | 0.54 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 26.35 | 3.35 |
| Outlier Loss Ratio | 3.51 | 2.92 |
| Volatility (ann.) | 22.91% | 50.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.64 | 0.28 |
| Skew | 3.03 | 0.48 |
| Kurtosis | 51.59 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.68% | 1.91% |
| Expected Yearly % | 47.53% | 22.59% |
| Kelly Criterion | 7.2% | 10.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -4.26% |
| Expected Shortfall (cVaR) | -1.93% | -4.26% |
| Year | 12246502:SOLUSD | 12246502:solusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 8.14 | -0.09 | + |
| 2023 | 921.46 | 109.52 | 0.12 | - |
| 2024 | 85.41 | 90.53 | 1.06 | + |
| 2025 | 5.60 | 9.72 | 1.73 | + |
| Metric | 12246502:solusd:triple_med_gx:lsma270_115 | 12246502:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.39% | 26.39% |
| 6M | -5.7% | 38.87% |
| YTD | 9.72% | 5.6% |
| 1Y | 66.1% | 47.35% |
| 3Y (ann.) | 52.66% | 84.92% |
| 5Y (ann.) | 56.25% | 26.34% |
| Metric | 12246502:solusd:triple_med_gx:lsma270_115 | 12246502:SOLUSD |
|---|---|---|
| Max Drawdown | -34.21% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -7.56% | -11.8% |
| Avg. Drawdown Days | 26.0 | 45.0 |
| Recovery Factor | 10.92 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-01-29 | -34.21 | 44 |
| 2022-03-25 | 2022-07-19 | -33.61 | 115 |
| 2025-05-14 | 2025-09-01 | -30.98 | 110 |
| 2024-06-05 | 2024-10-20 | -30.35 | 137 |
| 2025-01-19 | 2025-05-08 | -28.65 | 108 |
| 2024-04-01 | 2024-06-05 | -17.79 | 65 |
| 2023-04-30 | 2023-10-21 | -15.40 | 173 |
| 2022-07-30 | 2022-11-10 | -15.15 | 102 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-01-09 | 2024-02-28 | -12.31 | 50 |
| Metric | 12246502:solusd:triple_med_gx:lsma270_115 | 12246502: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 | 109.52% | 921.46% |
| Worst Year | 8.14% | -88.71% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.5% | -1.53% |
| Avg. Up Week | 10.44% | 12.86% |
| Avg. Down Week | -5.55% | -7.91% |
| Avg. Up Month | 16.93% | 35.14% |
| Avg. Down Month | -6.07% | -19.45% |
| Win Days % | 48.36% | 50.24% |
| Win Month % | 51.35% | 51.16% |
| Win Week % | 55.26% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |