| Metric | 12248339:solusd:triple_med_gx:lsma230_120 | 12248339:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 318.99% | 119.48% |
| Max Drawdown | -39.64% | -93.44% |
| Sharpe | 0.59 | 0.36 |
| Sortino | 0.98 | 0.54 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.31 | 1.01 |
| Outlier Win Ratio | 31.64 | 3.26 |
| Outlier Loss Ratio | 3.28 | 2.86 |
| Volatility (ann.) | 21.23% | 50.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.27 | 0.27 |
| Skew | 2.97 | 0.49 |
| Kurtosis | 58.99 | 11.35 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.31% | 1.8% |
| Expected Yearly % | 43.07% | 21.72% |
| Kelly Criterion | 8.16% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.26% |
| Expected Shortfall (cVaR) | -1.79% | -4.26% |
| Year | 12248339:SOLUSD | 12248339:solusd:triple_med_gx:lsma230_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 4.77 | -0.05 | + |
| 2023 | 921.46 | 88.68 | 0.10 | - |
| 2024 | 85.41 | 64.16 | 0.75 | - |
| 2025 | 5.60 | 29.12 | 5.20 | + |
| Metric | 12248339:solusd:triple_med_gx:lsma230_120 | 12248339:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.51% | 26.39% |
| 6M | 2.35% | 38.87% |
| YTD | 29.12% | 5.6% |
| 1Y | 53.61% | 47.35% |
| 3Y (ann.) | 52.48% | 84.92% |
| 5Y (ann.) | 50.37% | 25.08% |
| Metric | 12248339:solusd:triple_med_gx:lsma230_120 | 12248339:SOLUSD |
|---|---|---|
| Max Drawdown | -39.64% | -93.44% |
| Longest DD Days | 186.0 | 703.0 |
| Avg. Drawdown | -6.97% | -12.91% |
| Avg. Drawdown Days | 29.0 | 49.0 |
| Recovery Factor | 8.05 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-14 | -39.64 | 186 |
| 2022-12-15 | 2023-04-28 | -35.97 | 134 |
| 2024-07-19 | 2024-11-08 | -25.71 | 111 |
| 2025-02-04 | 2025-05-08 | -25.25 | 93 |
| 2025-05-14 | 2025-09-01 | -24.44 | 110 |
| 2024-04-01 | 2024-07-19 | -15.68 | 109 |
| 2023-11-25 | 2024-02-28 | -13.81 | 94 |
| 2024-11-12 | 2025-01-18 | -11.09 | 67 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2023-10-24 | 2023-11-25 | -5.76 | 32 |
| Metric | 12248339:solusd:triple_med_gx:lsma230_120 | 12248339:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 32.8% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 88.68% | 921.46% |
| Worst Year | 4.77% | -89.03% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.57% | -1.66% |
| Avg. Up Week | 11.54% | 15.18% |
| Avg. Down Week | -5.82% | -8.18% |
| Avg. Up Month | 16.75% | 35.9% |
| Avg. Down Month | -8.97% | -22.82% |
| Win Days % | 48.94% | 50.24% |
| Win Month % | 56.76% | 52.27% |
| Win Week % | 55.22% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |