| Metric | 12246549:solusd:triple_med_gx:lsma215_115 | 12246549:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 454.56% | 123.82% |
| Max Drawdown | -40.41% | -93.44% |
| Sharpe | 0.66 | 0.36 |
| Sortino | 1.12 | 0.54 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.32 | 1.01 |
| Outlier Win Ratio | 28.21 | 3.22 |
| Outlier Loss Ratio | 3.45 | 2.88 |
| Volatility (ann.) | 21.95% | 50.1% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.55 | 0.28 |
| Skew | 3.15 | 0.48 |
| Kurtosis | 58.77 | 11.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.97% | 1.85% |
| Expected Yearly % | 53.46% | 22.31% |
| Kelly Criterion | 8.46% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.26% |
| Expected Shortfall (cVaR) | -1.85% | -4.26% |
| Year | 12246549:SOLUSD | 12246549:solusd:triple_med_gx:lsma215_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 28.38 | -0.32 | + |
| 2023 | 921.46 | 76.07 | 0.08 | - |
| 2024 | 85.41 | 101.31 | 1.19 | + |
| 2025 | 5.60 | 21.87 | 3.90 | + |
| Metric | 12246549:solusd:triple_med_gx:lsma215_115 | 12246549:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -1.46% | 26.39% |
| 6M | 15.94% | 38.87% |
| YTD | 21.87% | 5.6% |
| 1Y | 84.3% | 47.35% |
| 3Y (ann.) | 61.1% | 84.92% |
| 5Y (ann.) | 62.67% | 25.71% |
| Metric | 12246549:solusd:triple_med_gx:lsma215_115 | 12246549:SOLUSD |
|---|---|---|
| Max Drawdown | -40.41% | -93.44% |
| Longest DD Days | 174.0 | 703.0 |
| Avg. Drawdown | -6.64% | -12.45% |
| Avg. Drawdown Days | 21.0 | 45.0 |
| Recovery Factor | 11.25 | 1.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-13 | -40.41 | 114 |
| 2022-03-25 | 2022-07-18 | -28.96 | 114 |
| 2022-12-16 | 2023-06-09 | -26.93 | 174 |
| 2024-07-22 | 2024-09-13 | -25.96 | 53 |
| 2022-07-30 | 2022-11-10 | -21.37 | 103 |
| 2024-03-26 | 2024-05-16 | -15.11 | 51 |
| 2022-03-02 | 2022-03-25 | -14.97 | 22 |
| 2024-01-09 | 2024-02-29 | -13.43 | 50 |
| 2025-05-14 | 2025-09-01 | -12.53 | 110 |
| 2023-11-25 | 2024-01-09 | -12.01 | 44 |
| Metric | 12246549:solusd:triple_med_gx:lsma215_115 | 12246549:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.82% | 43.67% |
| Worst Week | -12.68% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.75% | -56.44% |
| Best Year | 101.31% | 921.46% |
| Worst Year | 21.87% | -88.81% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.53% | -1.6% |
| Avg. Up Week | 10.04% | 12.2% |
| Avg. Down Week | -4.58% | -7.59% |
| Avg. Up Month | 14.22% | 24.62% |
| Avg. Down Month | -8.12% | -22.67% |
| Win Days % | 48.75% | 50.23% |
| Win Month % | 63.16% | 52.27% |
| Win Week % | 54.79% | 48.4% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |