| Metric | 12246444:solusd:triple_med_gx:lsma260_115 | 12246444:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 387.97% | 135.78% |
| Max Drawdown | -35.41% | -93.44% |
| Sharpe | 0.61 | 0.37 |
| Sortino | 1.04 | 0.55 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 27.05 | 3.3 |
| Outlier Loss Ratio | 3.51 | 2.91 |
| Volatility (ann.) | 22.58% | 50.07% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.62 | 0.3 |
| Skew | 3.12 | 0.49 |
| Kurtosis | 54.39 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.76% | 2.01% |
| Expected Yearly % | 48.63% | 23.92% |
| Kelly Criterion | 7.41% | 10.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.26% |
| Expected Shortfall (cVaR) | -1.91% | -4.26% |
| Year | 12246444:SOLUSD | 12246444:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 10.07 | -0.11 | + |
| 2023 | 921.46 | 81.45 | 0.09 | - |
| 2024 | 85.41 | 80.39 | 0.94 | - |
| 2025 | 5.60 | 35.45 | 6.33 | + |
| Metric | 12246444:solusd:triple_med_gx:lsma260_115 | 12246444:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.83% | 26.39% |
| 6M | 10.34% | 38.87% |
| YTD | 35.45% | 5.6% |
| 1Y | 80.28% | 47.35% |
| 3Y (ann.) | 58.35% | 84.92% |
| 5Y (ann.) | 57.48% | 27.86% |
| Metric | 12246444:solusd:triple_med_gx:lsma260_115 | 12246444:SOLUSD |
|---|---|---|
| Max Drawdown | -35.41% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -6.97% | -11.51% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 10.96 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.41 | 45 |
| 2022-04-10 | 2022-07-28 | -32.99 | 108 |
| 2024-06-05 | 2024-11-06 | -30.14 | 153 |
| 2025-02-03 | 2025-04-12 | -23.84 | 68 |
| 2025-05-14 | 2025-09-01 | -23.08 | 110 |
| 2023-01-29 | 2023-10-21 | -15.51 | 264 |
| 2024-04-01 | 2024-05-16 | -13.68 | 45 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2022-10-14 | 2022-11-10 | -9.59 | 27 |
| Metric | 12246444:solusd:triple_med_gx:lsma260_115 | 12246444: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 | 38.31% | 140.02% |
| Worst Month | -29.47% | -56.44% |
| Best Year | 81.45% | 921.46% |
| Worst Year | 10.07% | -88.21% |
| Avg. Up Day | 1.9% | 1.9% |
| Avg. Down Day | -1.5% | -1.54% |
| Avg. Up Week | 10.72% | 13.12% |
| Avg. Down Week | -5.41% | -7.6% |
| Avg. Up Month | 18.56% | 37.21% |
| Avg. Down Month | -8.6% | -20.68% |
| Win Days % | 48.38% | 50.26% |
| Win Month % | 55.26% | 51.16% |
| Win Week % | 56.0% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |