| Metric | 12244413:solusd:triple_med_gx:lsma260_110 | 12244413:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 1,203.98% | 127.70% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.9 | 0.36 |
| Sortino | 1.55 | 0.54 |
| Payoff Ratio | 1.33 | 1.28 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.91 | 0.68 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 26.27 | 3.37 |
| Outlier Loss Ratio | 3.48 | 2.89 |
| Volatility (ann.) | 22.65% | 49.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.73 | 0.27 |
| Skew | 2.92 | 0.48 |
| Kurtosis | 47.99 | 11.45 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 6.01% | 1.89% |
| Expected Yearly % | 90.03% | 22.84% |
| Kelly Criterion | 12.49% | 11.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12244413:SOLUSD | 12244413:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 46.78 | -0.53 | + |
| 2023 | 921.46 | 158.41 | 0.17 | - |
| 2024 | 85.41 | 84.24 | 0.99 | - |
| 2025 | 1.99 | 86.60 | 43.60 | + |
| Metric | 12244413:solusd:triple_med_gx:lsma260_110 | 12244413:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -7.64% | 17.41% |
| 6M | 12.11% | 52.72% |
| YTD | 86.6% | 1.99% |
| 1Y | 154.2% | 24.46% |
| 3Y (ann.) | 98.54% | 86.57% |
| 5Y (ann.) | 103.53% | 25.57% |
| Metric | 12244413:solusd:triple_med_gx:lsma260_110 | 12244413:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 220.0 | 703.0 |
| Avg. Drawdown | -4.97% | -11.51% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 31.77 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-07-23 | -37.89 | 220 |
| 2024-06-05 | 2024-11-06 | -29.44 | 153 |
| 2022-03-19 | 2022-06-20 | -19.25 | 92 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-05-27 | 2025-09-14 | -14.70 | 109 |
| 2023-11-25 | 2024-02-28 | -13.49 | 94 |
| 2022-09-27 | 2022-11-10 | -12.89 | 44 |
| 2025-09-14 | 2025-10-16 | -12.29 | 31 |
| 2024-04-01 | 2024-06-05 | -12.12 | 65 |
| Metric | 12244413:solusd:triple_med_gx:lsma260_110 | 12244413:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.03% | -56.44% |
| Best Year | 158.41% | 921.46% |
| Worst Year | 46.78% | -88.21% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 10.76% | 13.81% |
| Avg. Down Week | -4.42% | -7.32% |
| Avg. Up Month | 19.87% | 33.75% |
| Avg. Down Month | -6.92% | -19.99% |
| Win Days % | 50.09% | 50.24% |
| Win Month % | 61.11% | 52.27% |
| Win Week % | 58.02% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |