| Metric | 12246553:solusd:triple_med_gx:lsma225_115 | 12246553:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 438.06% | 117.97% |
| Max Drawdown | -39.55% | -93.44% |
| Sharpe | 0.65 | 0.36 |
| Sortino | 1.1 | 0.53 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 28.07 | 3.26 |
| Outlier Loss Ratio | 3.4 | 2.88 |
| Volatility (ann.) | 22.0% | 50.07% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.55 | 0.27 |
| Skew | 3.13 | 0.49 |
| Kurtosis | 58.19 | 11.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.9% | 1.79% |
| Expected Yearly % | 52.3% | 21.51% |
| Kelly Criterion | 8.64% | 8.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.26% |
| Expected Shortfall (cVaR) | -1.86% | -4.26% |
| Year | 12246553:SOLUSD | 12246553:solusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 25.33 | -0.28 | + |
| 2023 | 921.46 | 83.18 | 0.09 | - |
| 2024 | 85.41 | 83.24 | 0.97 | - |
| 2025 | 5.60 | 27.90 | 4.98 | + |
| Metric | 12246553:solusd:triple_med_gx:lsma225_115 | 12246553:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 1.94% | 26.39% |
| 6M | 19.93% | 38.87% |
| YTD | 27.9% | 5.6% |
| 1Y | 96.28% | 47.35% |
| 3Y (ann.) | 60.06% | 84.92% |
| 5Y (ann.) | 61.4% | 24.82% |
| Metric | 12246553:solusd:triple_med_gx:lsma225_115 | 12246553:SOLUSD |
|---|---|---|
| Max Drawdown | -39.55% | -93.44% |
| Longest DD Days | 313.0 | 703.0 |
| Avg. Drawdown | -6.67% | -12.93% |
| Avg. Drawdown Days | 26.0 | 49.0 |
| Recovery Factor | 11.08 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -39.55 | 111 |
| 2022-03-25 | 2022-07-18 | -28.70 | 114 |
| 2024-06-05 | 2024-10-06 | -27.43 | 122 |
| 2022-07-30 | 2023-06-08 | -26.98 | 313 |
| 2024-03-26 | 2024-05-17 | -16.07 | 52 |
| 2024-01-09 | 2024-02-29 | -15.62 | 51 |
| 2022-03-02 | 2022-03-25 | -14.76 | 22 |
| 2025-05-14 | 2025-09-01 | -12.52 | 110 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2023-11-25 | 2024-01-08 | -8.50 | 43 |
| Metric | 12246553:solusd:triple_med_gx:lsma225_115 | 12246553:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.82% | 43.67% |
| Worst Week | -12.53% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.2% | -56.44% |
| Best Year | 83.24% | 921.46% |
| Worst Year | 25.33% | -89.1% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.53% | -1.61% |
| Avg. Up Week | 8.97% | 12.26% |
| Avg. Down Week | -4.93% | -8.05% |
| Avg. Up Month | 13.46% | 26.03% |
| Avg. Down Month | -6.99% | -20.03% |
| Win Days % | 49.51% | 50.21% |
| Win Month % | 60.53% | 52.27% |
| Win Week % | 60.81% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |