| Metric | 12248466:solusd:triple_med_gx:lsma260_120 | 12248466:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 498.06% | 135.78% |
| Max Drawdown | -43.04% | -93.44% |
| Sharpe | 0.68 | 0.37 |
| Sortino | 1.15 | 0.55 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.6 | 1.06 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 27.43 | 3.28 |
| Outlier Loss Ratio | 3.43 | 2.89 |
| Volatility (ann.) | 22.39% | 50.07% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.56 | 0.3 |
| Skew | 3.03 | 0.49 |
| Kurtosis | 56.3 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.25% | 2.01% |
| Expected Yearly % | 56.38% | 23.92% |
| Kelly Criterion | 9.34% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.26% |
| Expected Shortfall (cVaR) | -1.89% | -4.26% |
| Year | 12248466:SOLUSD | 12248466:solusd:triple_med_gx:lsma260_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -0.25 | 0.00 | + |
| 2023 | 921.46 | 98.35 | 0.11 | - |
| 2024 | 85.41 | 129.76 | 1.52 | + |
| 2025 | 5.60 | 31.56 | 5.63 | + |
| Metric | 12248466:solusd:triple_med_gx:lsma260_120 | 12248466:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.8% | 26.39% |
| 6M | 10.39% | 38.87% |
| YTD | 31.56% | 5.6% |
| 1Y | 101.6% | 47.35% |
| 3Y (ann.) | 73.22% | 84.92% |
| 5Y (ann.) | 66.93% | 27.86% |
| Metric | 12248466:solusd:triple_med_gx:lsma260_120 | 12248466:SOLUSD |
|---|---|---|
| Max Drawdown | -43.04% | -93.44% |
| Longest DD Days | 130.0 | 703.0 |
| Avg. Drawdown | -6.88% | -11.51% |
| Avg. Drawdown Days | 23.0 | 43.0 |
| Recovery Factor | 11.57 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-29 | -43.04 | 125 |
| 2022-12-16 | 2023-01-03 | -29.41 | 18 |
| 2024-06-05 | 2024-10-14 | -27.87 | 130 |
| 2025-02-04 | 2025-05-08 | -26.15 | 92 |
| 2025-05-14 | 2025-09-01 | -18.35 | 110 |
| 2023-01-29 | 2023-04-12 | -15.39 | 72 |
| 2022-07-30 | 2022-11-10 | -13.04 | 102 |
| 2024-01-09 | 2024-02-28 | -11.86 | 50 |
| 2024-04-01 | 2024-05-15 | -11.40 | 44 |
| 2024-11-10 | 2025-01-18 | -10.53 | 68 |
| Metric | 12248466:solusd:triple_med_gx:lsma260_120 | 12248466: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 | 33.44% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 129.76% | 921.46% |
| Worst Year | -0.25% | -88.21% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 10.58% | 11.91% |
| Avg. Down Week | -4.84% | -7.9% |
| Avg. Up Month | 16.62% | 36.96% |
| Avg. Down Month | -6.15% | -19.01% |
| Win Days % | 49.76% | 50.26% |
| Win Month % | 52.63% | 51.16% |
| Win Week % | 56.34% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |