| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 714.6% | 127.7% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.75 | 0.36 |
| Sortino | 1.3 | 0.54 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.83 | 0.67 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 25.82 | 3.34 |
| Outlier Loss Ratio | 3.59 | 2.89 |
| Volatility (ann.) | 22.6% | 49.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.24 | 0.27 |
| Skew | 3.16 | 0.48 |
| Kurtosis | 52.37 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.88% | 1.89% |
| Expected Yearly % | 68.94% | 22.84% |
| Kelly Criterion | 9.38% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12244525:SOLUSD | 12244525:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 32.19 | -0.36 | + |
| 2023 | 921.46 | 75.75 | 0.08 | - |
| 2024 | 85.41 | 104.76 | 1.23 | + |
| 2025 | 1.99 | 71.23 | 35.87 | + |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -13.08% | 17.41% |
| 6M | 7.73% | 52.72% |
| YTD | 71.23% | 1.99% |
| 1Y | 119.65% | 24.46% |
| 3Y (ann.) | 71.45% | 86.57% |
| 5Y (ann.) | 78.68% | 25.57% |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -5.45% | -11.51% |
| Avg. Drawdown Days | 17.0 | 45.0 |
| Recovery Factor | 20.31 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.19 | 45 |
| 2024-07-20 | 2024-10-07 | -25.57 | 78 |
| 2022-04-10 | 2022-07-17 | -23.95 | 97 |
| 2023-01-29 | 2023-10-21 | -18.94 | 264 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-27 | 2025-10-16 | -18.11 | 141 |
| 2024-04-01 | 2024-06-05 | -15.11 | 65 |
| 2025-02-04 | 2025-04-04 | -12.43 | 59 |
| 2024-02-18 | 2024-02-28 | -11.93 | 9 |
| 2022-09-27 | 2022-11-10 | -10.28 | 44 |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525: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 | 41.95% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 104.76% | 921.46% |
| Worst Year | 32.19% | -88.21% |
| Avg. Up Day | 1.92% | 1.92% |
| Avg. Down Day | -1.44% | -1.52% |
| Avg. Up Week | 9.21% | 12.68% |
| Avg. Down Week | -4.28% | -6.84% |
| Avg. Up Month | 19.95% | 37.21% |
| Avg. Down Month | -7.66% | -22.13% |
| Win Days % | 48.28% | 50.24% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 56.1% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |