| Metric | 12244358:solusd:triple_med_gx:lsma260_110 | 12244358:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 546.7% | 135.78% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 1.18 | 0.55 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 27.54 | 3.36 |
| Outlier Loss Ratio | 3.42 | 2.92 |
| Volatility (ann.) | 22.0% | 50.07% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.87 | 0.3 |
| Skew | 2.16 | 0.49 |
| Kurtosis | 40.98 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.44% | 2.01% |
| Expected Yearly % | 59.47% | 23.92% |
| Kelly Criterion | 9.6% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.26% |
| Expected Shortfall (cVaR) | -1.85% | -4.26% |
| Year | 12244358:SOLUSD | 12244358:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -4.48 | 0.05 | + |
| 2023 | 921.46 | 161.09 | 0.17 | - |
| 2024 | 85.41 | 29.36 | 0.34 | - |
| 2025 | 5.60 | 100.44 | 17.93 | + |
| Metric | 12244358:solusd:triple_med_gx:lsma260_110 | 12244358:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.93% | 26.39% |
| 6M | 42.64% | 38.87% |
| YTD | 100.44% | 5.6% |
| 1Y | 164.06% | 47.35% |
| 3Y (ann.) | 72.88% | 84.92% |
| 5Y (ann.) | 70.71% | 27.86% |
| Metric | 12244358:solusd:triple_med_gx:lsma260_110 | 12244358:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 242.0 | 703.0 |
| Avg. Drawdown | -5.88% | -11.51% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 14.43 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-28 | -37.89 | 134 |
| 2024-04-01 | 2024-11-29 | -37.15 | 242 |
| 2022-04-10 | 2022-07-27 | -23.72 | 108 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-11-25 | 2024-02-28 | -18.00 | 95 |
| 2022-09-27 | 2022-12-14 | -15.59 | 78 |
| 2025-07-18 | 2025-09-01 | -15.47 | 45 |
| 2025-01-19 | 2025-04-04 | -12.00 | 75 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2022-07-29 | 2022-09-23 | -9.29 | 55 |
| Metric | 12244358:solusd:triple_med_gx:lsma260_110 | 12244358:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.43% | -56.44% |
| Best Year | 161.09% | 921.46% |
| Worst Year | -4.48% | -88.21% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.53% | -1.57% |
| Avg. Up Week | 10.47% | 13.31% |
| Avg. Down Week | -4.93% | -7.24% |
| Avg. Up Month | 19.95% | 35.5% |
| Avg. Down Month | -9.41% | -18.52% |
| Win Days % | 49.57% | 50.26% |
| Win Month % | 61.11% | 51.16% |
| Win Week % | 59.74% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |