| Metric | 12242419:solusd:triple_med_gx:lsma260_105 | 12242419:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 235.51% | 135.78% |
| Max Drawdown | -40.63% | -93.44% |
| Sharpe | 0.5 | 0.37 |
| Sortino | 0.8 | 0.55 |
| Payoff Ratio | 1.23 | 1.16 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 27.72 | 3.3 |
| Outlier Loss Ratio | 3.39 | 2.92 |
| Volatility (ann.) | 22.26% | 50.07% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.02 | 0.3 |
| Skew | 2.26 | 0.49 |
| Kurtosis | 46.65 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.86% | 2.01% |
| Expected Yearly % | 35.34% | 23.92% |
| Kelly Criterion | 6.3% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.26% |
| Expected Shortfall (cVaR) | -1.89% | -4.26% |
| Year | 12242419:SOLUSD | 12242419:solusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 13.95 | -0.16 | + |
| 2023 | 921.46 | 118.71 | 0.13 | - |
| 2024 | 85.41 | -10.17 | -0.12 | - |
| 2025 | 5.60 | 49.86 | 8.90 | + |
| Metric | 12242419:solusd:triple_med_gx:lsma260_105 | 12242419:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -9.03% | 26.39% |
| 6M | 8.67% | 38.87% |
| YTD | 49.86% | 5.6% |
| 1Y | 30.74% | 47.35% |
| 3Y (ann.) | 27.86% | 84.92% |
| 5Y (ann.) | 41.45% | 27.86% |
| Metric | 12242419:solusd:triple_med_gx:lsma260_105 | 12242419:SOLUSD |
|---|---|---|
| Max Drawdown | -40.63% | -93.44% |
| Longest DD Days | 387.0 | 703.0 |
| Avg. Drawdown | -7.09% | -11.51% |
| Avg. Drawdown Days | 28.0 | 43.0 |
| Recovery Factor | 5.8 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-20 | -40.63 | 387 |
| 2025-01-19 | 2025-05-09 | -34.87 | 109 |
| 2024-07-16 | 2025-01-19 | -33.97 | 186 |
| 2023-11-25 | 2024-02-29 | -21.13 | 95 |
| 2025-07-29 | 2025-09-01 | -19.33 | 34 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-27 | -15.59 | 19 |
| 2022-06-06 | 2022-06-15 | -13.27 | 9 |
| 2022-03-19 | 2022-06-06 | -13.22 | 78 |
| 2024-04-01 | 2024-07-15 | -11.45 | 105 |
| Metric | 12242419:solusd:triple_med_gx:lsma260_105 | 12242419:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.62% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 54.65% | 140.02% |
| Worst Month | -27.14% | -56.44% |
| Best Year | 118.71% | 921.46% |
| Worst Year | -10.17% | -88.21% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.54% | -1.64% |
| Avg. Up Week | 12.09% | 15.46% |
| Avg. Down Week | -5.1% | -6.69% |
| Avg. Up Month | 18.84% | 37.46% |
| Avg. Down Month | -8.83% | -18.86% |
| Win Days % | 48.3% | 50.26% |
| Win Month % | 47.22% | 51.16% |
| Win Week % | 45.57% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |