| Metric | 12252476:solusd:triple_med_gx:lsma260_130 | 12252476:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 859.76% | 127.7% |
| Max Drawdown | -32.45% | -93.44% |
| Sharpe | 0.86 | 0.36 |
| Sortino | 1.47 | 0.54 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 2.02 | 1.07 |
| CPC Index | 0.89 | 0.63 |
| Tail Ratio | 1.46 | 1.01 |
| Outlier Win Ratio | 29.19 | 3.16 |
| Outlier Loss Ratio | 3.39 | 2.82 |
| Volatility (ann.) | 20.6% | 49.69% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.68 | 0.27 |
| Skew | 2.9 | 0.48 |
| Kurtosis | 58.24 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.27% | 1.89% |
| Expected Yearly % | 76.01% | 22.84% |
| Kelly Criterion | 13.01% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.23% |
| Expected Shortfall (cVaR) | -1.73% | -4.23% |
| Year | 12252476:SOLUSD | 12252476:solusd:triple_med_gx:lsma260_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 0.98 | -0.01 | + |
| 2023 | 921.46 | 120.44 | 0.13 | - |
| 2024 | 85.41 | 177.48 | 2.08 | + |
| 2025 | 1.99 | 55.38 | 27.88 | + |
| Metric | 12252476:solusd:triple_med_gx:lsma260_130 | 12252476:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 7.06% | 17.41% |
| 6M | 32.52% | 52.72% |
| YTD | 55.38% | 1.99% |
| 1Y | 122.4% | 24.46% |
| 3Y (ann.) | 98.87% | 86.57% |
| 5Y (ann.) | 86.98% | 25.57% |
| Metric | 12252476:solusd:triple_med_gx:lsma260_130 | 12252476:SOLUSD |
|---|---|---|
| Max Drawdown | -32.45% | -93.44% |
| Longest DD Days | 157.0 | 703.0 |
| Avg. Drawdown | -5.0% | -11.51% |
| Avg. Drawdown Days | 18.0 | 45.0 |
| Recovery Factor | 26.49 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-04 | -32.45 | 157 |
| 2022-03-25 | 2022-07-18 | -32.22 | 115 |
| 2024-06-05 | 2024-09-19 | -24.73 | 105 |
| 2023-01-29 | 2023-04-12 | -16.47 | 72 |
| 2025-05-14 | 2025-10-16 | -14.02 | 155 |
| 2024-11-30 | 2025-04-09 | -12.11 | 130 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-07-27 | 2023-10-20 | -9.19 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12252476:solusd:triple_med_gx:lsma260_130 | 12252476:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -17.37% | -51.66% |
| Best Month | 36.84% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 177.48% | 921.46% |
| Worst Year | 0.98% | -88.21% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 10.47% | 12.83% |
| Avg. Down Week | -4.67% | -7.71% |
| Avg. Up Month | 19.05% | 35.18% |
| Avg. Down Month | -5.23% | -21.17% |
| Win Days % | 51.65% | 50.24% |
| Win Month % | 60.61% | 52.27% |
| Win Week % | 65.57% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |