| Metric | 12248392:solusd:triple_med_gx:lsma230_120 | 12248392:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 371.14% | 119.48% |
| Max Drawdown | -39.58% | -93.44% |
| Sharpe | 0.62 | 0.36 |
| Sortino | 1.04 | 0.54 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.37 | 1.01 |
| Outlier Win Ratio | 30.08 | 3.18 |
| Outlier Loss Ratio | 3.32 | 2.87 |
| Volatility (ann.) | 21.47% | 50.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.4 | 0.27 |
| Skew | 3.22 | 0.49 |
| Kurtosis | 63.96 | 11.35 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.59% | 1.8% |
| Expected Yearly % | 47.33% | 21.72% |
| Kelly Criterion | 9.06% | 7.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.26% |
| Expected Shortfall (cVaR) | -1.81% | -4.26% |
| Year | 12248392:SOLUSD | 12248392:solusd:triple_med_gx:lsma230_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | -5.06 | 0.06 | + |
| 2023 | 921.46 | 96.62 | 0.10 | - |
| 2024 | 85.41 | 67.16 | 0.79 | - |
| 2025 | 5.60 | 50.99 | 9.10 | + |
| Metric | 12248392:solusd:triple_med_gx:lsma230_120 | 12248392:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -10.83% | 26.39% |
| 6M | 14.44% | 38.87% |
| YTD | 50.99% | 5.6% |
| 1Y | 82.15% | 47.35% |
| 3Y (ann.) | 61.51% | 84.92% |
| 5Y (ann.) | 55.47% | 25.08% |
| Metric | 12248392:solusd:triple_med_gx:lsma230_120 | 12248392:SOLUSD |
|---|---|---|
| Max Drawdown | -39.58% | -93.44% |
| Longest DD Days | 214.0 | 703.0 |
| Avg. Drawdown | -6.59% | -12.91% |
| Avg. Drawdown Days | 25.0 | 49.0 |
| Recovery Factor | 9.38 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-11-10 | -39.58 | 214 |
| 2022-12-16 | 2023-04-12 | -35.01 | 117 |
| 2024-07-19 | 2024-11-10 | -26.38 | 113 |
| 2025-02-04 | 2025-04-12 | -22.25 | 66 |
| 2025-05-14 | 2025-09-01 | -17.86 | 110 |
| 2024-01-09 | 2024-02-28 | -13.74 | 50 |
| 2024-04-01 | 2024-05-15 | -11.42 | 44 |
| 2024-11-29 | 2025-01-18 | -10.43 | 49 |
| 2023-11-25 | 2024-01-09 | -9.72 | 44 |
| 2022-03-02 | 2022-03-24 | -9.16 | 21 |
| Metric | 12248392:solusd:triple_med_gx:lsma230_120 | 12248392:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.6% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 96.62% | 921.46% |
| Worst Year | -5.06% | -89.03% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.55% | -1.65% |
| Avg. Up Week | 11.3% | 13.37% |
| Avg. Down Week | -4.79% | -8.54% |
| Avg. Up Month | 17.29% | 34.31% |
| Avg. Down Month | -9.32% | -22.82% |
| Win Days % | 49.57% | 50.24% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 55.38% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |