| Metric | 12258627:solusd:triple_med_gx:lsma260_145 | 12258627:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 454.31% | 135.78% |
| Max Drawdown | -33.01% | -93.44% |
| Sharpe | 0.73 | 0.37 |
| Sortino | 1.3 | 0.55 |
| Payoff Ratio | 1.34 | 1.3 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 2.02 | 1.06 |
| CPC Index | 0.92 | 0.69 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 37.05 | 3.12 |
| Outlier Loss Ratio | 3.42 | 2.71 |
| Volatility (ann.) | 19.2% | 50.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.92 | 0.3 |
| Skew | 4.12 | 0.49 |
| Kurtosis | 81.08 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.06% | 2.01% |
| Expected Yearly % | 53.44% | 23.92% |
| Kelly Criterion | 12.09% | 12.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.26% |
| Expected Shortfall (cVaR) | -1.61% | -4.26% |
| Year | 12258627:SOLUSD | 12258627:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 21.38 | -0.24 | + |
| 2023 | 921.46 | 88.07 | 0.10 | - |
| 2024 | 85.41 | 74.74 | 0.88 | - |
| 2025 | 5.60 | 38.96 | 6.95 | + |
| Metric | 12258627:solusd:triple_med_gx:lsma260_145 | 12258627:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -1.07% | 26.39% |
| 6M | 44.17% | 38.87% |
| YTD | 38.96% | 5.6% |
| 1Y | 89.51% | 47.35% |
| 3Y (ann.) | 54.06% | 84.92% |
| 5Y (ann.) | 63.34% | 27.86% |
| Metric | 12258627:solusd:triple_med_gx:lsma260_145 | 12258627:SOLUSD |
|---|---|---|
| Max Drawdown | -33.01% | -93.44% |
| Longest DD Days | 285.0 | 703.0 |
| Avg. Drawdown | -5.22% | -11.51% |
| Avg. Drawdown Days | 26.0 | 43.0 |
| Recovery Factor | 13.76 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-04 | -33.01 | 168 |
| 2024-04-01 | 2024-11-06 | -28.55 | 219 |
| 2023-01-04 | 2023-10-16 | -18.15 | 285 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-11-29 | 2025-04-11 | -14.80 | 133 |
| 2025-05-14 | 2025-09-01 | -14.69 | 110 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2023-11-25 | 2024-01-08 | -8.50 | 43 |
| 2022-04-14 | 2022-06-15 | -8.50 | 62 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| Metric | 12258627:solusd:triple_med_gx:lsma260_145 | 12258627:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 88.07% | 921.46% |
| Worst Year | 21.38% | -88.21% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.43% | -1.48% |
| Avg. Up Week | 10.73% | 13.85% |
| Avg. Down Week | -3.78% | -8.14% |
| Avg. Up Month | 16.34% | 39.83% |
| Avg. Down Month | -5.86% | -22.11% |
| Win Days % | 49.6% | 50.26% |
| Win Month % | 63.33% | 51.16% |
| Win Week % | 55.36% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |