| Metric | 12244301:solusd:triple_med_gx:lsma260_110 | 12244301:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 248.1% | 135.78% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.52 | 0.37 |
| Sortino | 0.85 | 0.55 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 29.32 | 3.26 |
| Outlier Loss Ratio | 3.4 | 2.87 |
| Volatility (ann.) | 21.41% | 50.07% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.13 | 0.3 |
| Skew | 2.42 | 0.49 |
| Kurtosis | 50.72 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.94% | 2.01% |
| Expected Yearly % | 36.59% | 23.92% |
| Kelly Criterion | 6.8% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.26% |
| Expected Shortfall (cVaR) | -1.81% | -4.26% |
| Year | 12244301:SOLUSD | 12244301:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -0.32 | 0.00 | + |
| 2023 | 921.46 | 120.37 | 0.13 | - |
| 2024 | 85.41 | 8.74 | 0.10 | - |
| 2025 | 5.60 | 45.74 | 8.16 | + |
| Metric | 12244301:solusd:triple_med_gx:lsma260_110 | 12244301:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.86% | 26.39% |
| 6M | 9.8% | 38.87% |
| YTD | 45.74% | 5.6% |
| 1Y | 42.02% | 47.35% |
| 3Y (ann.) | 36.79% | 84.92% |
| 5Y (ann.) | 42.95% | 27.86% |
| Metric | 12244301:solusd:triple_med_gx:lsma260_110 | 12244301:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 185.0 | 703.0 |
| Avg. Drawdown | -6.8% | -11.51% |
| Avg. Drawdown Days | 31.0 | 43.0 |
| Recovery Factor | 6.55 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-26 | -37.89 | 132 |
| 2024-07-16 | 2025-01-18 | -33.97 | 185 |
| 2025-01-19 | 2025-05-08 | -28.08 | 109 |
| 2022-03-19 | 2022-06-15 | -17.76 | 88 |
| 2023-11-25 | 2024-02-28 | -16.12 | 95 |
| 2025-05-11 | 2025-09-01 | -15.77 | 113 |
| 2022-06-16 | 2022-07-27 | -15.70 | 41 |
| 2022-09-27 | 2022-12-14 | -13.74 | 78 |
| 2022-08-01 | 2022-09-24 | -10.10 | 53 |
| 2024-04-01 | 2024-07-15 | -9.93 | 105 |
| Metric | 12244301:solusd:triple_med_gx:lsma260_110 | 12244301:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 46.15% | 140.02% |
| Worst Month | -27.04% | -56.44% |
| Best Year | 120.37% | 921.46% |
| Worst Year | -0.32% | -88.21% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.51% | -1.64% |
| Avg. Up Week | 10.71% | 15.66% |
| Avg. Down Week | -4.18% | -6.82% |
| Avg. Up Month | 19.28% | 39.6% |
| Avg. Down Month | -7.95% | -18.86% |
| Win Days % | 48.41% | 50.26% |
| Win Month % | 47.22% | 51.16% |
| Win Week % | 46.67% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |