| Metric | 12244635:solusd:triple_med_gx:lsma260_110 | 12244635:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 568.31% | 138.71% |
| Max Drawdown | -36.34% | -93.44% |
| Sharpe | 0.69 | 0.37 |
| Sortino | 1.15 | 0.55 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 25.06 | 3.39 |
| Outlier Loss Ratio | 3.61 | 2.96 |
| Volatility (ann.) | 22.67% | 49.71% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.91 | 0.29 |
| Skew | 2.34 | 0.48 |
| Kurtosis | 41.12 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.41% | 2.0% |
| Expected Yearly % | 60.78% | 24.3% |
| Kelly Criterion | 8.01% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.23% |
| Expected Shortfall (cVaR) | -1.91% | -4.23% |
| Year | 12244635:SOLUSD | 12244635:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 13.07 | -0.15 | + |
| 2023 | 921.46 | 99.59 | 0.11 | - |
| 2024 | 85.41 | 120.29 | 1.41 | + |
| 2025 | 6.92 | 34.43 | 4.98 | + |
| Metric | 12244635:solusd:triple_med_gx:lsma260_110 | 12244635:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -8.35% | 24.43% |
| 6M | 4.06% | 56.02% |
| YTD | 34.43% | 6.92% |
| 1Y | 99.96% | 36.69% |
| 3Y (ann.) | 66.04% | 87.68% |
| 5Y (ann.) | 69.29% | 27.27% |
| Metric | 12244635:solusd:triple_med_gx:lsma260_110 | 12244635:SOLUSD |
|---|---|---|
| Max Drawdown | -36.34% | -93.44% |
| Longest DD Days | 254.0 | 703.0 |
| Avg. Drawdown | -5.97% | -11.51% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 15.64 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-11 | -36.34 | 254 |
| 2025-01-19 | 2025-05-08 | -27.78 | 108 |
| 2024-08-01 | 2024-10-04 | -27.49 | 63 |
| 2025-05-14 | 2025-10-14 | -26.84 | 153 |
| 2022-04-10 | 2022-07-18 | -25.00 | 98 |
| 2024-04-01 | 2024-06-04 | -19.10 | 64 |
| 2023-04-30 | 2023-10-20 | -16.12 | 172 |
| 2024-01-11 | 2024-02-29 | -16.00 | 48 |
| 2024-11-29 | 2025-01-16 | -10.11 | 48 |
| 2024-06-05 | 2024-07-21 | -9.70 | 46 |
| Metric | 12244635:solusd:triple_med_gx:lsma260_110 | 12244635:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -13.03% | -51.66% |
| Best Month | 36.55% | 140.02% |
| Worst Month | -27.06% | -56.44% |
| Best Year | 120.29% | 921.46% |
| Worst Year | 13.07% | -88.21% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.47% | -1.52% |
| Avg. Up Week | 8.88% | 12.2% |
| Avg. Down Week | -4.96% | -8.38% |
| Avg. Up Month | 15.56% | 32.65% |
| Avg. Down Month | -6.2% | -21.36% |
| Win Days % | 48.78% | 50.26% |
| Win Month % | 61.54% | 52.27% |
| Win Week % | 60.0% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |