| Metric | 12242700:solusd:triple_med_gx:lsma260_105 | 12242700:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 959.85% | 127.7% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.81 | 0.36 |
| Sortino | 1.41 | 0.54 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 23.96 | 3.39 |
| Outlier Loss Ratio | 3.64 | 2.92 |
| Volatility (ann.) | 23.37% | 49.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.41 | 0.27 |
| Skew | 2.99 | 0.48 |
| Kurtosis | 47.04 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.51% | 1.89% |
| Expected Yearly % | 80.43% | 22.84% |
| Kelly Criterion | 9.37% | 10.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -4.23% |
| Expected Shortfall (cVaR) | -1.96% | -4.23% |
| Year | 12242700:SOLUSD | 12242700:solusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 33.90 | -0.38 | + |
| 2023 | 921.46 | 170.41 | 0.18 | - |
| 2024 | 85.41 | 100.41 | 1.18 | + |
| 2025 | 1.99 | 46.06 | 23.19 | + |
| Metric | 12242700:solusd:triple_med_gx:lsma260_105 | 12242700:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -16.57% | 17.41% |
| 6M | -4.65% | 52.72% |
| YTD | 46.06% | 1.99% |
| 1Y | 81.5% | 24.46% |
| 3Y (ann.) | 86.51% | 86.57% |
| 5Y (ann.) | 92.18% | 25.57% |
| Metric | 12242700:solusd:triple_med_gx:lsma260_105 | 12242700:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -5.64% | -11.51% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 25.08 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-12 | -38.28 | 118 |
| 2024-06-05 | 2024-11-06 | -32.24 | 153 |
| 2025-05-14 | 2025-10-16 | -29.30 | 155 |
| 2022-03-25 | 2022-06-15 | -24.85 | 82 |
| 2025-03-25 | 2025-04-12 | -23.09 | 18 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2023-04-30 | 2023-10-21 | -17.85 | 173 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| Metric | 12242700:solusd:triple_med_gx:lsma260_105 | 12242700:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -16.88% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -32.6% | -56.44% |
| Best Year | 170.41% | 921.46% |
| Worst Year | 33.9% | -88.21% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 9.54% | 13.43% |
| Avg. Down Week | -4.56% | -7.08% |
| Avg. Up Month | 20.15% | 39.24% |
| Avg. Down Month | -6.52% | -20.31% |
| Win Days % | 48.85% | 50.24% |
| Win Month % | 58.97% | 52.27% |
| Win Week % | 60.23% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |