| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 66.04% | 69.59% |
| Max Drawdown | -30.5% | -93.44% |
| Sharpe | 0.32 | 0.34 |
| Sortino | 0.5 | 0.5 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.21 | 1.09 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.06 | 1.03 |
| Outlier Win Ratio | 40.82 | 3.05 |
| Outlier Loss Ratio | 3.37 | 2.74 |
| Volatility (ann.) | 18.65% | 51.52% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.59 | 0.2 |
| Skew | 2.74 | 0.47 |
| Kurtosis | 75.75 | 11.29 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.38% | 1.44% |
| Expected Yearly % | 13.52% | 14.12% |
| Kelly Criterion | 3.72% | 10.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.39% |
| Expected Shortfall (cVaR) | -1.59% | -4.39% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -21.59 | 0.24 | + |
| 2023 | 921.46 | 36.64 | 0.04 | - |
| 2024 | 85.41 | 46.23 | 0.54 | - |
| 2025 | -24.04 | 5.98 | -0.25 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 5.98% | -20.48% |
| 6M | 24.99% | -4.03% |
| YTD | 5.98% | -24.04% |
| 1Y | 35.9% | -16.95% |
| 3Y (ann.) | 18.23% | 14.76% |
| 5Y (ann.) | 18.09% | 18.91% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -30.5% | -93.44% |
| Longest DD Days | 449.0 | 703.0 |
| Avg. Drawdown | -7.83% | -11.3% |
| Avg. Drawdown Days | 41.0 | 38.0 |
| Recovery Factor | 2.17 | 0.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-23 | -30.50 | 449 |
| 2022-03-19 | 2022-07-30 | -29.74 | 132 |
| 2024-06-05 | 2024-11-06 | -28.74 | 153 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2024-01-11 | 2024-02-29 | -14.74 | 48 |
| 2024-03-26 | 2024-05-16 | -14.53 | 50 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2023-11-25 | 2024-01-08 | -8.50 | 43 |
| 2024-03-01 | 2024-03-24 | -5.81 | 23 |
| 2024-01-09 | 2024-01-11 | -5.24 | 2 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 23.6% | 43.67% |
| Worst Week | -14.87% | -51.66% |
| Best Month | 24.36% | 140.02% |
| Worst Month | -19.54% | -56.44% |
| Best Year | 46.23% | 921.46% |
| Worst Year | -21.59% | -88.21% |
| Avg. Up Day | 1.92% | 2.09% |
| Avg. Down Day | -1.54% | -1.68% |
| Avg. Up Week | 7.76% | 14.01% |
| Avg. Down Week | -5.17% | -7.92% |
| Avg. Up Month | 8.27% | 39.31% |
| Avg. Down Month | -6.72% | -22.43% |
| Win Days % | 46.46% | 50.32% |
| Win Month % | 58.06% | 48.65% |
| Win Week % | 52.73% | 46.63% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |