| Metric | 12254415:solusd:triple_med_gx:lsma260_135 | 12254415:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 320.54% | 135.78% |
| Max Drawdown | -35.73% | -93.44% |
| Sharpe | 0.61 | 0.37 |
| Sortino | 1.02 | 0.55 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.63 | 1.06 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 33.61 | 3.15 |
| Outlier Loss Ratio | 3.31 | 2.81 |
| Volatility (ann.) | 20.27% | 50.07% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.42 | 0.3 |
| Skew | 3.17 | 0.49 |
| Kurtosis | 66.22 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.4% | 2.01% |
| Expected Yearly % | 43.2% | 23.92% |
| Kelly Criterion | 9.12% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.26% |
| Expected Shortfall (cVaR) | -1.71% | -4.26% |
| Year | 12254415:SOLUSD | 12254415:solusd:triple_med_gx:lsma260_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 7.65 | -0.09 | + |
| 2023 | 921.46 | 106.40 | 0.12 | - |
| 2024 | 85.41 | 70.49 | 0.83 | - |
| 2025 | 5.60 | 11.01 | 1.96 | + |
| Metric | 12254415:solusd:triple_med_gx:lsma260_135 | 12254415:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -5.66% | 26.39% |
| 6M | 20.38% | 38.87% |
| YTD | 11.01% | 5.6% |
| 1Y | 50.72% | 47.35% |
| 3Y (ann.) | 44.89% | 84.92% |
| 5Y (ann.) | 50.91% | 27.86% |
| Metric | 12254415:solusd:triple_med_gx:lsma260_135 | 12254415:SOLUSD |
|---|---|---|
| Max Drawdown | -35.73% | -93.44% |
| Longest DD Days | 269.0 | 703.0 |
| Avg. Drawdown | -5.69% | -11.51% |
| Avg. Drawdown Days | 25.0 | 43.0 |
| Recovery Factor | 8.97 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-02 | 2023-04-28 | -35.73 | 269 |
| 2024-11-12 | 2025-05-08 | -29.40 | 177 |
| 2024-04-01 | 2024-11-06 | -29.23 | 219 |
| 2022-04-14 | 2022-06-21 | -23.82 | 67 |
| 2025-05-14 | 2025-09-01 | -16.91 | 110 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| 2022-07-11 | 2022-07-14 | -8.16 | 2 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2024-01-06 | 2024-01-08 | -7.74 | 2 |
| 2023-04-30 | 2023-07-26 | -6.25 | 87 |
| Metric | 12254415:solusd:triple_med_gx:lsma260_135 | 12254415:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.84% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 106.4% | 921.46% |
| Worst Year | 7.65% | -88.21% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.53% | -1.58% |
| Avg. Up Week | 10.74% | 13.55% |
| Avg. Down Week | -4.41% | -8.84% |
| Avg. Up Month | 18.45% | 38.17% |
| Avg. Down Month | -6.11% | -20.01% |
| Win Days % | 49.64% | 50.26% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 55.0% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |