| Metric | 12244472:solusd:triple_med_gx:lsma260_110 | 12244472:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 552.0% | 138.71% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.69 | 0.37 |
| Sortino | 1.17 | 0.55 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 26.44 | 3.34 |
| Outlier Loss Ratio | 3.48 | 2.9 |
| Volatility (ann.) | 22.31% | 49.71% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.8 | 0.29 |
| Skew | 2.85 | 0.48 |
| Kurtosis | 48.38 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.35% | 2.0% |
| Expected Yearly % | 59.79% | 24.3% |
| Kelly Criterion | 8.41% | 9.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12244472:SOLUSD | 12244472:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 8.15 | -0.09 | + |
| 2023 | 921.46 | 98.49 | 0.11 | - |
| 2024 | 85.41 | 69.89 | 0.82 | - |
| 2025 | 6.92 | 78.78 | 11.39 | + |
| Metric | 12244472:solusd:triple_med_gx:lsma260_110 | 12244472:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -13.44% | 24.43% |
| 6M | -3.09% | 56.02% |
| YTD | 78.78% | 6.92% |
| 1Y | 126.85% | 36.69% |
| 3Y (ann.) | 72.74% | 87.68% |
| 5Y (ann.) | 68.14% | 27.27% |
| Metric | 12244472:solusd:triple_med_gx:lsma260_110 | 12244472:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -5.92% | -11.51% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 14.57 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.89 | 45 |
| 2022-04-10 | 2022-07-28 | -28.10 | 108 |
| 2024-04-01 | 2024-11-06 | -27.00 | 219 |
| 2025-05-14 | 2025-10-14 | -22.16 | 153 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-20 | -15.75 | 263 |
| 2023-11-25 | 2024-01-09 | -12.25 | 44 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2022-09-27 | 2022-11-10 | -9.94 | 44 |
| 2024-02-18 | 2024-02-28 | -9.89 | 9 |
| Metric | 12244472:solusd:triple_med_gx:lsma260_110 | 12244472: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 | 51.89% | 140.02% |
| Worst Month | -28.35% | -56.44% |
| Best Year | 98.49% | 921.46% |
| Worst Year | 8.15% | -88.21% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.5% | -1.55% |
| Avg. Up Week | 9.63% | 12.73% |
| Avg. Down Week | -4.51% | -7.01% |
| Avg. Up Month | 18.21% | 35.81% |
| Avg. Down Month | -7.76% | -23.07% |
| Win Days % | 48.81% | 50.26% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 55.56% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |