| Metric | 12291551:solusd:triple_med_gx:lsma260_115 | 12291551:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 200.08% | 103.48% |
| Max Drawdown | -36.2% | -93.44% |
| Sharpe | 0.51 | 0.36 |
| Sortino | 0.93 | 0.53 |
| Payoff Ratio | 1.41 | 1.25 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.97 | 1.08 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.57 | 1.02 |
| Outlier Win Ratio | 40.36 | 3.24 |
| Outlier Loss Ratio | 3.58 | 2.81 |
| Volatility (ann.) | 19.58% | 50.44% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.07 | 0.25 |
| Skew | 7.19 | 0.49 |
| Kurtosis | 181.24 | 11.47 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.72% | 1.75% |
| Expected Yearly % | 31.62% | 19.43% |
| Kelly Criterion | 4.48% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.29% |
| Expected Shortfall (cVaR) | -1.66% | -4.29% |
| Year | 12291551:SOLUSD | 12291551:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -23.58 | 0.27 | + |
| 2023 | 921.46 | 212.24 | 0.23 | - |
| 2024 | 85.41 | 57.67 | 0.68 | - |
| 2025 | -8.87 | -20.25 | 2.28 | - |
| Metric | 12291551:solusd:triple_med_gx:lsma260_115 | 12291551:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -6.01% | 36.47% |
| 6M | -20.25% | -8.22% |
| YTD | -20.25% | -8.87% |
| 1Y | -12.57% | 7.09% |
| 3Y (ann.) | 48.17% | 63.14% |
| 5Y (ann.) | 38.63% | 23.51% |
| Metric | 12291551:solusd:triple_med_gx:lsma260_115 | 12291551:SOLUSD |
|---|---|---|
| Max Drawdown | -36.2% | -93.44% |
| Longest DD Days | 384.0 | 703.0 |
| Avg. Drawdown | -7.76% | -11.51% |
| Avg. Drawdown Days | 59.0 | 42.0 |
| Recovery Factor | 5.53 | 1.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2023-12-18 | -36.20 | 331 |
| 2022-04-08 | 2023-01-13 | -28.98 | 280 |
| 2024-06-28 | 2025-07-17 | -24.69 | 384 |
| 2024-01-05 | 2024-03-11 | -14.92 | 66 |
| 2024-03-18 | 2024-06-25 | -7.90 | 98 |
| 2023-01-14 | 2023-01-20 | -6.23 | 6 |
| 2024-03-16 | 2024-03-17 | -5.74 | 1 |
| 2023-12-22 | 2023-12-23 | -5.00 | 1 |
| 2024-03-12 | 2024-03-13 | -4.29 | 1 |
| 2024-03-15 | 2024-03-15 | -3.87 | 0 |
| Metric | 12291551:solusd:triple_med_gx:lsma260_115 | 12291551:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 47.7% | 43.67% |
| Worst Week | -18.22% | -51.66% |
| Best Month | 89.19% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 212.24% | 921.46% |
| Worst Year | -23.58% | -88.21% |
| Avg. Up Day | 2.17% | 2.2% |
| Avg. Down Day | -1.54% | -1.75% |
| Avg. Up Week | 11.57% | 17.54% |
| Avg. Down Week | -4.89% | -7.67% |
| Avg. Up Month | 24.37% | 47.96% |
| Avg. Down Month | -6.46% | -21.57% |
| Win Days % | 44.13% | 50.19% |
| Win Month % | 48.65% | 51.22% |
| Win Week % | 50.7% | 47.49% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 50.0% | 50.0% |