| Metric | 12242647:solusd:triple_med_gx:lsma260_105 | 12242647:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 793.35% | 127.7% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.76 | 0.36 |
| Sortino | 1.31 | 0.54 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 24.33 | 3.4 |
| Outlier Loss Ratio | 3.56 | 2.93 |
| Volatility (ann.) | 23.54% | 49.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.15 | 0.27 |
| Skew | 3.0 | 0.48 |
| Kurtosis | 46.98 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.1% | 1.89% |
| Expected Yearly % | 72.88% | 22.84% |
| Kelly Criterion | 9.25% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.23% |
| Expected Shortfall (cVaR) | -1.98% | -4.23% |
| Year | 12242647:SOLUSD | 12242647:solusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 94.15 | -1.07 | + |
| 2023 | 921.46 | 107.16 | 0.12 | - |
| 2024 | 85.41 | 35.42 | 0.41 | - |
| 2025 | 1.99 | 64.02 | 32.23 | + |
| Metric | 12242647:solusd:triple_med_gx:lsma260_105 | 12242647:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -14.25% | 17.41% |
| 6M | 3.45% | 52.72% |
| YTD | 64.02% | 1.99% |
| 1Y | 100.02% | 24.46% |
| 3Y (ann.) | 59.3% | 86.57% |
| 5Y (ann.) | 83.3% | 25.57% |
| Metric | 12242647:solusd:triple_med_gx:lsma260_105 | 12242647:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -6.27% | -11.51% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 20.46 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2024-04-01 | 2024-11-08 | -36.86 | 221 |
| 2025-05-16 | 2025-10-16 | -20.46 | 152 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-21 | -17.99 | 264 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -15.47 | 64 |
| 2024-01-09 | 2024-02-28 | -13.17 | 50 |
| 2025-02-04 | 2025-04-04 | -12.43 | 59 |
| 2023-11-29 | 2024-01-09 | -12.16 | 40 |
| Metric | 12242647:solusd:triple_med_gx:lsma260_105 | 12242647:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 107.16% | 921.46% |
| Worst Year | 35.42% | -88.21% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 10.05% | 12.13% |
| Avg. Down Week | -4.77% | -6.78% |
| Avg. Up Month | 19.11% | 35.81% |
| Avg. Down Month | -7.68% | -20.56% |
| Win Days % | 48.46% | 50.24% |
| Win Month % | 56.76% | 52.27% |
| Win Week % | 53.57% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |