| Metric | 12253442:solusd:triple_med_gx:lsma215_130 | 12253442:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 264.18% | 88.11% |
| Max Drawdown | -39.01% | -93.44% |
| Sharpe | 0.62 | 0.34 |
| Sortino | 1.15 | 0.51 |
| Payoff Ratio | 1.27 | 1.14 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.79 | 1.08 |
| CPC Index | 0.89 | 0.6 |
| Tail Ratio | 2.01 | 1.02 |
| Outlier Win Ratio | 45.72 | 2.92 |
| Outlier Loss Ratio | 3.25 | 2.62 |
| Volatility (ann.) | 17.78% | 50.44% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.19 | 0.22 |
| Skew | 9.43 | 0.49 |
| Kurtosis | 279.65 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.13% | 1.52% |
| Expected Yearly % | 38.14% | 17.11% |
| Kelly Criterion | 12.06% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.3% |
| Expected Shortfall (cVaR) | -1.5% | -4.3% |
| Year | 12253442:SOLUSD | 12253442:solusd:triple_med_gx:lsma215_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -2.16 | 0.02 | + |
| 2023 | 921.46 | 131.48 | 0.14 | - |
| 2024 | 85.41 | 47.60 | 0.56 | - |
| 2025 | -8.87 | 8.95 | -1.01 | + |
| Metric | 12253442:solusd:triple_med_gx:lsma215_130 | 12253442:SOLUSD |
|---|---|---|
| MTD | 5.93% | 11.11% |
| 3M | 7.23% | 36.47% |
| 6M | 11.22% | -8.22% |
| YTD | 8.95% | -8.87% |
| 1Y | 28.71% | 7.09% |
| 3Y (ann.) | 53.64% | 63.14% |
| 5Y (ann.) | 46.43% | 20.49% |
| Metric | 12253442:solusd:triple_med_gx:lsma215_130 | 12253442:SOLUSD |
|---|---|---|
| Max Drawdown | -39.01% | -93.44% |
| Longest DD Days | 233.0 | 703.0 |
| Avg. Drawdown | -4.92% | -12.93% |
| Avg. Drawdown Days | 31.0 | 47.0 |
| Recovery Factor | 6.77 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -39.01 | 222 |
| 2024-11-12 | 2025-07-03 | -13.79 | 233 |
| 2023-06-04 | 2023-09-30 | -12.56 | 117 |
| 2024-09-14 | 2024-11-06 | -11.02 | 53 |
| 2024-05-10 | 2024-05-15 | -10.64 | 5 |
| 2023-01-15 | 2023-04-11 | -8.59 | 86 |
| 2023-12-25 | 2024-02-13 | -6.84 | 49 |
| 2024-09-05 | 2024-09-09 | -6.44 | 4 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2024-07-10 | 2024-09-04 | -5.85 | 56 |
| Metric | 12253442:solusd:triple_med_gx:lsma215_130 | 12253442:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 28.82% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 41.6% | 140.02% |
| Worst Month | -23.59% | -56.44% |
| Best Year | 131.48% | 921.46% |
| Worst Year | -2.16% | -89.1% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.48% | -1.65% |
| Avg. Up Week | 8.5% | 16.19% |
| Avg. Down Week | -4.45% | -9.78% |
| Avg. Up Month | 12.39% | 36.55% |
| Avg. Down Month | -8.12% | -16.68% |
| Win Days % | 50.8% | 50.14% |
| Win Month % | 68.0% | 52.38% |
| Win Week % | 60.42% | 47.22% |
| Win Quarter % | 93.33% | 60.0% |
| Win Year % | 75.0% | 50.0% |