| Metric | 12246504:solusd:triple_med_gx:lsma260_115 | 12246504:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 563.33% | 127.7% |
| Max Drawdown | -34.78% | -93.44% |
| Sharpe | 0.69 | 0.36 |
| Sortino | 1.18 | 0.54 |
| Payoff Ratio | 1.28 | 1.26 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 26.34 | 3.3 |
| Outlier Loss Ratio | 3.56 | 2.91 |
| Volatility (ann.) | 22.49% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.98 | 0.27 |
| Skew | 3.13 | 0.48 |
| Kurtosis | 53.6 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.39% | 1.89% |
| Expected Yearly % | 60.48% | 22.84% |
| Kelly Criterion | 8.54% | 10.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12246504:SOLUSD | 12246504:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 15.32 | -0.17 | + |
| 2023 | 921.46 | 112.84 | 0.12 | - |
| 2024 | 85.41 | 109.81 | 1.29 | + |
| 2025 | 1.99 | 28.81 | 14.51 | + |
| Metric | 12246504:solusd:triple_med_gx:lsma260_115 | 12246504:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -7.63% | 17.41% |
| 6M | 5.41% | 52.72% |
| YTD | 28.81% | 1.99% |
| 1Y | 74.35% | 24.46% |
| 3Y (ann.) | 66.96% | 86.57% |
| 5Y (ann.) | 68.81% | 25.57% |
| Metric | 12246504:solusd:triple_med_gx:lsma260_115 | 12246504:SOLUSD |
|---|---|---|
| Max Drawdown | -34.78% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -6.97% | -11.51% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 16.2 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-27 | -34.78 | 124 |
| 2022-12-16 | 2023-01-29 | -34.21 | 44 |
| 2024-06-05 | 2024-10-14 | -30.56 | 131 |
| 2025-05-14 | 2025-10-16 | -27.48 | 155 |
| 2025-01-19 | 2025-05-08 | -26.99 | 108 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-04-30 | 2023-10-20 | -13.51 | 173 |
| 2024-01-09 | 2024-02-28 | -12.31 | 50 |
| 2022-07-30 | 2022-09-24 | -11.93 | 55 |
| 2024-04-01 | 2024-05-15 | -11.43 | 44 |
| Metric | 12246504:solusd:triple_med_gx:lsma260_115 | 12246504:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.42% | 140.02% |
| Worst Month | -28.16% | -56.44% |
| Best Year | 112.84% | 921.46% |
| Worst Year | 15.32% | -88.21% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.47% | -1.5% |
| Avg. Up Week | 9.79% | 12.81% |
| Avg. Down Week | -5.07% | -7.9% |
| Avg. Up Month | 16.0% | 32.65% |
| Avg. Down Month | -6.5% | -21.95% |
| Win Days % | 48.64% | 50.24% |
| Win Month % | 60.53% | 52.27% |
| Win Week % | 60.0% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |