| Metric | 12242530:solusd:triple_med_gx:lsma260_105 | 12242530:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 917.58% | 138.71% |
| Max Drawdown | -38.66% | -93.44% |
| Sharpe | 0.82 | 0.37 |
| Sortino | 1.39 | 0.55 |
| Payoff Ratio | 1.3 | 1.28 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.85 | 0.68 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 25.62 | 3.39 |
| Outlier Loss Ratio | 3.53 | 2.93 |
| Volatility (ann.) | 22.86% | 49.71% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.33 | 0.29 |
| Skew | 2.75 | 0.48 |
| Kurtosis | 45.79 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.41% | 2.0% |
| Expected Yearly % | 78.6% | 24.3% |
| Kelly Criterion | 10.14% | 11.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.23% |
| Expected Shortfall (cVaR) | -1.92% | -4.23% |
| Year | 12242530:SOLUSD | 12242530:solusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 27.44 | -0.31 | + |
| 2023 | 921.46 | 152.52 | 0.17 | - |
| 2024 | 85.41 | 32.63 | 0.38 | - |
| 2025 | 6.92 | 138.41 | 20.01 | + |
| Metric | 12242530:solusd:triple_med_gx:lsma260_105 | 12242530:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 9.34% | 24.43% |
| 6M | 32.52% | 56.02% |
| YTD | 138.41% | 6.92% |
| 1Y | 204.38% | 36.69% |
| 3Y (ann.) | 87.85% | 87.68% |
| 5Y (ann.) | 90.21% | 27.27% |
| Metric | 12242530:solusd:triple_med_gx:lsma260_105 | 12242530:SOLUSD |
|---|---|---|
| Max Drawdown | -38.66% | -93.44% |
| Longest DD Days | 260.0 | 703.0 |
| Avg. Drawdown | -5.59% | -11.51% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 23.73 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.66 | 45 |
| 2024-08-02 | 2024-11-06 | -29.40 | 95 |
| 2024-03-01 | 2024-08-02 | -19.53 | 153 |
| 2023-11-25 | 2024-02-29 | -19.20 | 95 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-16 | -16.35 | 260 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-07-18 | 2025-09-12 | -15.47 | 55 |
| 2022-09-27 | 2022-11-10 | -13.76 | 44 |
| 2022-04-10 | 2022-06-19 | -13.30 | 70 |
| Metric | 12242530:solusd:triple_med_gx:lsma260_105 | 12242530:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.66% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 61.52% | 140.02% |
| Worst Month | -26.27% | -56.44% |
| Best Year | 152.52% | 921.46% |
| Worst Year | 27.44% | -88.21% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.5% | -1.52% |
| Avg. Up Week | 11.59% | 14.04% |
| Avg. Down Week | -4.47% | -7.31% |
| Avg. Up Month | 18.06% | 30.99% |
| Avg. Down Month | -6.9% | -18.59% |
| Win Days % | 49.22% | 50.26% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 54.76% | 48.44% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |