| Metric | 12242586:solusd:triple_med_gx:lsma260_105 | 12242586:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 657.47% | 135.78% |
| Max Drawdown | -37.14% | -93.44% |
| Sharpe | 0.74 | 0.37 |
| Sortino | 1.25 | 0.55 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 25.55 | 3.42 |
| Outlier Loss Ratio | 3.54 | 2.96 |
| Volatility (ann.) | 23.24% | 50.07% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.12 | 0.3 |
| Skew | 2.7 | 0.49 |
| Kurtosis | 44.47 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.82% | 2.01% |
| Expected Yearly % | 65.9% | 23.92% |
| Kelly Criterion | 9.14% | 9.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.26% |
| Expected Shortfall (cVaR) | -1.95% | -4.26% |
| Year | 12242586:SOLUSD | 12242586:solusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 37.67 | -0.43 | + |
| 2023 | 921.46 | 117.35 | 0.13 | - |
| 2024 | 85.41 | 32.30 | 0.38 | - |
| 2025 | 5.60 | 91.34 | 16.30 | + |
| Metric | 12242586:solusd:triple_med_gx:lsma260_105 | 12242586:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 3.07% | 26.39% |
| 6M | 42.25% | 38.87% |
| YTD | 91.34% | 5.6% |
| 1Y | 149.75% | 47.35% |
| 3Y (ann.) | 65.51% | 84.92% |
| 5Y (ann.) | 78.62% | 27.86% |
| Metric | 12242586:solusd:triple_med_gx:lsma260_105 | 12242586:SOLUSD |
|---|---|---|
| Max Drawdown | -37.14% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -5.77% | -11.51% |
| Avg. Drawdown Days | 18.0 | 43.0 |
| Recovery Factor | 17.7 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.14 | 45 |
| 2024-03-01 | 2024-11-07 | -30.46 | 250 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-20 | -18.13 | 263 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2025-07-18 | 2025-09-01 | -15.24 | 45 |
| 2022-04-10 | 2022-06-19 | -14.82 | 70 |
| 2022-09-27 | 2022-11-10 | -13.25 | 44 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2023-11-25 | 2024-01-09 | -11.97 | 44 |
| Metric | 12242586:solusd:triple_med_gx:lsma260_105 | 12242586:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 40.56% | 140.02% |
| Worst Month | -25.94% | -56.44% |
| Best Year | 117.35% | 921.46% |
| Worst Year | 32.3% | -88.21% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.51% | -1.58% |
| Avg. Up Week | 9.4% | 13.15% |
| Avg. Down Week | -4.2% | -6.59% |
| Avg. Up Month | 15.98% | 33.37% |
| Avg. Down Month | -7.19% | -18.84% |
| Win Days % | 48.95% | 50.26% |
| Win Month % | 64.86% | 51.16% |
| Win Week % | 55.95% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |