| Metric | 12246547:solusd:triple_med_gx:lsma205_115 | 12246547:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 330.32% | 111.79% |
| Max Drawdown | -37.19% | -93.44% |
| Sharpe | 0.58 | 0.36 |
| Sortino | 0.97 | 0.53 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 28.52 | 3.16 |
| Outlier Loss Ratio | 3.37 | 2.88 |
| Volatility (ann.) | 21.72% | 50.13% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.38 | 0.25 |
| Skew | 3.05 | 0.48 |
| Kurtosis | 60.07 | 11.24 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.37% | 1.72% |
| Expected Yearly % | 44.03% | 20.64% |
| Kelly Criterion | 7.45% | 7.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.27% |
| Expected Shortfall (cVaR) | -1.84% | -4.27% |
| Year | 12246547:SOLUSD | 12246547:solusd:triple_med_gx:lsma205_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 25.06 | -0.28 | + |
| 2023 | 921.46 | 88.43 | 0.10 | - |
| 2024 | 85.41 | 54.69 | 0.64 | - |
| 2025 | 5.60 | 18.05 | 3.22 | + |
| Metric | 12246547:solusd:triple_med_gx:lsma205_115 | 12246547:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -2.41% | 26.39% |
| 6M | 6.54% | 38.87% |
| YTD | 18.05% | 5.6% |
| 1Y | 54.63% | 47.35% |
| 3Y (ann.) | 46.81% | 84.92% |
| 5Y (ann.) | 51.22% | 23.7% |
| Metric | 12246547:solusd:triple_med_gx:lsma205_115 | 12246547:SOLUSD |
|---|---|---|
| Max Drawdown | -37.19% | -93.44% |
| Longest DD Days | 257.0 | 703.0 |
| Avg. Drawdown | -7.27% | -13.23% |
| Avg. Drawdown Days | 28.0 | 49.0 |
| Recovery Factor | 8.88 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-13 | -37.19 | 114 |
| 2022-11-11 | 2023-07-26 | -29.14 | 257 |
| 2022-03-25 | 2022-07-18 | -28.96 | 114 |
| 2024-07-22 | 2024-11-06 | -25.96 | 107 |
| 2022-07-30 | 2022-11-10 | -20.49 | 103 |
| 2024-03-26 | 2024-05-17 | -17.20 | 52 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2025-05-14 | 2025-09-01 | -13.38 | 110 |
| 2024-01-09 | 2024-02-29 | -12.94 | 50 |
| 2022-03-02 | 2022-03-24 | -12.40 | 21 |
| Metric | 12246547:solusd:triple_med_gx:lsma205_115 | 12246547:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.25% | 43.67% |
| Worst Week | -14.75% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -22.34% | -56.44% |
| Best Year | 88.43% | 921.46% |
| Worst Year | 18.05% | -89.41% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.55% | -1.63% |
| Avg. Up Week | 9.28% | 12.45% |
| Avg. Down Week | -4.57% | -7.6% |
| Avg. Up Month | 13.06% | 24.29% |
| Avg. Down Month | -8.85% | -21.92% |
| Win Days % | 48.83% | 50.21% |
| Win Month % | 64.1% | 52.27% |
| Win Week % | 56.16% | 47.87% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |