| Metric | 12246388:solusd:triple_med_gx:lsma260_115 | 12246388:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 456.17% | 135.78% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.66 | 0.37 |
| Sortino | 1.11 | 0.55 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.48 | 1.06 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 27.65 | 3.36 |
| Outlier Loss Ratio | 3.45 | 2.89 |
| Volatility (ann.) | 22.35% | 50.07% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.68 | 0.3 |
| Skew | 2.89 | 0.49 |
| Kurtosis | 50.04 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.07% | 2.01% |
| Expected Yearly % | 53.57% | 23.92% |
| Kelly Criterion | 8.07% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.26% |
| Expected Shortfall (cVaR) | -1.88% | -4.26% |
| Year | 12246388:SOLUSD | 12246388:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 4.54 | -0.05 | + |
| 2023 | 921.46 | 88.94 | 0.10 | - |
| 2024 | 85.41 | 81.20 | 0.95 | - |
| 2025 | 5.60 | 55.39 | 9.89 | + |
| Metric | 12246388:solusd:triple_med_gx:lsma260_115 | 12246388:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.14% | 26.39% |
| 6M | 12.93% | 38.87% |
| YTD | 55.39% | 5.6% |
| 1Y | 118.55% | 47.35% |
| 3Y (ann.) | 63.38% | 84.92% |
| 5Y (ann.) | 63.49% | 27.86% |
| Metric | 12246388:solusd:triple_med_gx:lsma260_115 | 12246388:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -6.22% | -11.51% |
| Avg. Drawdown Days | 21.0 | 43.0 |
| Recovery Factor | 12.04 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-20 | -37.89 | 309 |
| 2024-06-05 | 2024-11-07 | -33.22 | 154 |
| 2022-04-10 | 2022-07-28 | -33.03 | 108 |
| 2025-05-14 | 2025-09-01 | -21.63 | 110 |
| 2025-04-04 | 2025-04-12 | -18.69 | 7 |
| 2024-04-01 | 2024-05-27 | -11.98 | 56 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2022-09-27 | 2022-11-10 | -11.15 | 44 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 2025-02-04 | 2025-03-25 | -9.37 | 49 |
| Metric | 12246388:solusd:triple_med_gx:lsma260_115 | 12246388:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.16% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 88.94% | 921.46% |
| Worst Year | 4.54% | -88.21% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.52% | -1.54% |
| Avg. Up Week | 9.3% | 12.6% |
| Avg. Down Week | -4.82% | -7.0% |
| Avg. Up Month | 17.14% | 35.5% |
| Avg. Down Month | -8.23% | -17.94% |
| Win Days % | 48.82% | 50.26% |
| Win Month % | 62.16% | 51.16% |
| Win Week % | 59.21% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |