| Metric | 12252466:solusd:triple_med_gx:lsma235_130 | 12252466:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 424.37% | 107.06% |
| Max Drawdown | -34.65% | -93.44% |
| Sharpe | 0.68 | 0.35 |
| Sortino | 1.14 | 0.52 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.75 | 1.05 |
| CPC Index | 0.81 | 0.63 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 31.81 | 3.16 |
| Outlier Loss Ratio | 3.31 | 2.84 |
| Volatility (ann.) | 20.51% | 50.05% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.74 | 0.25 |
| Skew | 2.94 | 0.48 |
| Kurtosis | 61.0 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.84% | 1.67% |
| Expected Yearly % | 51.32% | 19.96% |
| Kelly Criterion | 10.0% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.26% |
| Expected Shortfall (cVaR) | -1.73% | -4.26% |
| Year | 12252466:SOLUSD | 12252466:solusd:triple_med_gx:lsma235_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | -11.73 | 0.13 | + |
| 2023 | 921.46 | 115.77 | 0.13 | - |
| 2024 | 85.41 | 100.89 | 1.18 | + |
| 2025 | 5.60 | 37.05 | 6.61 | + |
| Metric | 12252466:solusd:triple_med_gx:lsma235_130 | 12252466:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.87% | 26.39% |
| 6M | 49.74% | 38.87% |
| YTD | 37.05% | 5.6% |
| 1Y | 82.78% | 47.35% |
| 3Y (ann.) | 70.75% | 84.92% |
| 5Y (ann.) | 60.4% | 23.07% |
| Metric | 12252466:solusd:triple_med_gx:lsma235_130 | 12252466:SOLUSD |
|---|---|---|
| Max Drawdown | -34.65% | -93.44% |
| Longest DD Days | 182.0 | 703.0 |
| Avg. Drawdown | -5.62% | -13.19% |
| Avg. Drawdown Days | 23.0 | 50.0 |
| Recovery Factor | 12.25 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-07-19 | -34.65 | 138 |
| 2022-07-30 | 2023-01-29 | -33.76 | 182 |
| 2024-06-05 | 2024-11-06 | -25.53 | 153 |
| 2024-11-30 | 2025-04-11 | -16.89 | 132 |
| 2023-01-29 | 2023-04-12 | -16.48 | 72 |
| 2025-05-14 | 2025-09-01 | -13.61 | 110 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2024-01-09 | 2024-02-28 | -10.53 | 50 |
| 2023-11-25 | 2024-01-08 | -8.50 | 43 |
| 2023-07-27 | 2023-10-20 | -7.70 | 84 |
| Metric | 12252466:solusd:triple_med_gx:lsma235_130 | 12252466:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -17.37% | -51.66% |
| Best Month | 36.84% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 115.77% | 921.46% |
| Worst Year | -11.73% | -89.65% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.55% | -1.63% |
| Avg. Up Week | 11.25% | 13.56% |
| Avg. Down Week | -4.69% | -7.87% |
| Avg. Up Month | 17.65% | 34.51% |
| Avg. Down Month | -5.59% | -19.78% |
| Win Days % | 50.23% | 50.23% |
| Win Month % | 51.43% | 52.27% |
| Win Week % | 53.23% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |