| Metric | 12258294:solusd:triple_med_gx:lsma260_145 | 12258294:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 155.73% | 103.48% |
| Max Drawdown | -40.75% | -93.44% |
| Sharpe | 0.46 | 0.36 |
| Sortino | 0.78 | 0.53 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.5 | 1.08 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 38.05 | 3.1 |
| Outlier Loss Ratio | 3.38 | 2.77 |
| Volatility (ann.) | 18.77% | 50.44% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.79 | 0.25 |
| Skew | 3.63 | 0.49 |
| Kurtosis | 66.69 | 11.47 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.32% | 1.75% |
| Expected Yearly % | 26.46% | 19.43% |
| Kelly Criterion | 6.86% | 9.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.29% |
| Expected Shortfall (cVaR) | -1.59% | -4.29% |
| Year | 12258294:SOLUSD | 12258294:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 17.51 | -0.20 | + |
| 2023 | 921.46 | 121.65 | 0.13 | - |
| 2024 | 85.41 | -23.59 | -0.28 | - |
| 2025 | -8.87 | 28.50 | -3.21 | + |
| Metric | 12258294:solusd:triple_med_gx:lsma260_145 | 12258294:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 20.95% | 36.47% |
| 6M | 28.5% | -8.22% |
| YTD | 28.5% | -8.87% |
| 1Y | 5.92% | 7.09% |
| 3Y (ann.) | 20.37% | 63.14% |
| 5Y (ann.) | 32.19% | 23.51% |
| Metric | 12258294:solusd:triple_med_gx:lsma260_145 | 12258294:SOLUSD |
|---|---|---|
| Max Drawdown | -40.75% | -93.44% |
| Longest DD Days | 559.0 | 703.0 |
| Avg. Drawdown | -5.17% | -11.51% |
| Avg. Drawdown Days | 34.0 | 42.0 |
| Recovery Factor | 3.82 | 1.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-07-17 | -40.75 | 559 |
| 2022-07-30 | 2023-04-12 | -39.50 | 255 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-04-24 | 2023-07-27 | -8.01 | 93 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2022-07-08 | 2022-07-16 | -5.02 | 7 |
| 2022-07-17 | 2022-07-18 | -3.83 | 0 |
| 2023-07-27 | 2023-10-14 | -3.34 | 78 |
| Metric | 12258294:solusd:triple_med_gx:lsma260_145 | 12258294:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.76% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 121.65% | 921.46% |
| Worst Year | -23.59% | -88.21% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.48% | -1.52% |
| Avg. Up Week | 10.1% | 14.66% |
| Avg. Down Week | -4.1% | -7.7% |
| Avg. Up Month | 14.42% | 41.01% |
| Avg. Down Month | -7.5% | -20.79% |
| Win Days % | 48.04% | 50.19% |
| Win Month % | 50.0% | 51.22% |
| Win Week % | 50.0% | 47.49% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 50.0% |