| Metric | 12244580:solusd:triple_med_gx:lsma260_110 | 12244580:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 751.56% | 127.7% |
| Max Drawdown | -34.89% | -93.44% |
| Sharpe | 0.77 | 0.36 |
| Sortino | 1.31 | 0.54 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 25.5 | 3.33 |
| Outlier Loss Ratio | 3.59 | 2.91 |
| Volatility (ann.) | 22.57% | 49.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.32 | 0.27 |
| Skew | 3.05 | 0.48 |
| Kurtosis | 52.26 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.99% | 1.89% |
| Expected Yearly % | 70.83% | 22.84% |
| Kelly Criterion | 9.51% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12244580:SOLUSD | 12244580:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 19.21 | -0.22 | + |
| 2023 | 921.46 | 100.84 | 0.11 | - |
| 2024 | 85.41 | 144.65 | 1.69 | + |
| 2025 | 1.99 | 45.38 | 22.85 | + |
| Metric | 12244580:solusd:triple_med_gx:lsma260_110 | 12244580:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -11.95% | 17.41% |
| 6M | 6.73% | 52.72% |
| YTD | 45.38% | 1.99% |
| 1Y | 101.5% | 24.46% |
| 3Y (ann.) | 78.84% | 86.57% |
| 5Y (ann.) | 80.89% | 25.57% |
| Metric | 12244580:solusd:triple_med_gx:lsma260_110 | 12244580:SOLUSD |
|---|---|---|
| Max Drawdown | -34.89% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -5.84% | -11.51% |
| Avg. Drawdown Days | 18.0 | 45.0 |
| Recovery Factor | 21.54 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -34.89 | 45 |
| 2022-03-25 | 2022-07-18 | -26.83 | 115 |
| 2024-07-20 | 2024-10-06 | -24.55 | 77 |
| 2025-05-14 | 2025-10-16 | -22.31 | 155 |
| 2025-02-03 | 2025-04-12 | -21.71 | 67 |
| 2023-04-30 | 2023-10-21 | -15.11 | 173 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-02-18 | 2024-02-29 | -12.20 | 10 |
| 2022-07-30 | 2022-09-27 | -11.68 | 58 |
| 2024-04-01 | 2024-05-15 | -11.62 | 44 |
| Metric | 12244580:solusd:triple_med_gx:lsma260_110 | 12244580: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 | 38.67% | 140.02% |
| Worst Month | -28.9% | -56.44% |
| Best Year | 144.65% | 921.46% |
| Worst Year | 19.21% | -88.21% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 9.35% | 12.14% |
| Avg. Down Week | -4.48% | -7.07% |
| Avg. Up Month | 17.56% | 33.75% |
| Avg. Down Month | -7.11% | -22.13% |
| Win Days % | 49.33% | 50.24% |
| Win Month % | 64.86% | 52.27% |
| Win Week % | 62.2% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |