| Metric | 12258678:solusd:triple_med_gx:lsma230_145 | 12258678:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 334.74% | 119.48% |
| Max Drawdown | -31.04% | -93.44% |
| Sharpe | 0.68 | 0.36 |
| Sortino | 1.17 | 0.54 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 2.28 | 1.07 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.68 | 1.01 |
| Outlier Win Ratio | 40.59 | 3.04 |
| Outlier Loss Ratio | 3.38 | 2.69 |
| Volatility (ann.) | 17.81% | 50.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.67 | 0.27 |
| Skew | 4.04 | 0.49 |
| Kurtosis | 94.27 | 11.35 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.4% | 1.8% |
| Expected Yearly % | 44.4% | 21.72% |
| Kelly Criterion | 11.24% | 9.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.26% |
| Expected Shortfall (cVaR) | -1.5% | -4.26% |
| Year | 12258678:SOLUSD | 12258678:solusd:triple_med_gx:lsma230_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 9.35 | -0.11 | + |
| 2023 | 921.46 | 87.33 | 0.09 | - |
| 2024 | 85.41 | 66.98 | 0.78 | - |
| 2025 | 5.60 | 27.10 | 4.84 | + |
| Metric | 12258678:solusd:triple_med_gx:lsma230_145 | 12258678:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.4% | 26.39% |
| 6M | 32.31% | 38.87% |
| YTD | 27.1% | 5.6% |
| 1Y | 61.77% | 47.35% |
| 3Y (ann.) | 48.19% | 84.92% |
| 5Y (ann.) | 51.95% | 25.08% |
| Metric | 12258678:solusd:triple_med_gx:lsma230_145 | 12258678:SOLUSD |
|---|---|---|
| Max Drawdown | -31.04% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -5.3% | -12.91% |
| Avg. Drawdown Days | 29.0 | 49.0 |
| Recovery Factor | 10.79 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-12 | -31.04 | 266 |
| 2024-04-01 | 2024-11-06 | -22.81 | 219 |
| 2024-11-30 | 2025-04-12 | -19.01 | 133 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2022-03-02 | 2022-06-15 | -15.98 | 105 |
| 2025-05-14 | 2025-09-01 | -14.83 | 110 |
| 2023-11-25 | 2024-01-09 | -9.90 | 44 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2024-03-01 | 2024-03-28 | -5.59 | 27 |
| Metric | 12258678:solusd:triple_med_gx:lsma230_145 | 12258678:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.62% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.36% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 87.33% | 921.46% |
| Worst Year | 9.35% | -89.03% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.45% | -1.53% |
| Avg. Up Week | 10.74% | 13.11% |
| Avg. Down Week | -3.49% | -9.16% |
| Avg. Up Month | 16.83% | 33.82% |
| Avg. Down Month | -6.39% | -23.69% |
| Win Days % | 50.0% | 50.24% |
| Win Month % | 60.0% | 52.27% |
| Win Week % | 53.7% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |