| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 104.4% | 69.59% |
| Max Drawdown | -37.5% | -93.44% |
| Sharpe | 0.4 | 0.34 |
| Sortino | 0.64 | 0.5 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.46 | 1.09 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 1.24 | 1.03 |
| Outlier Win Ratio | 37.73 | 3.11 |
| Outlier Loss Ratio | 3.44 | 2.77 |
| Volatility (ann.) | 19.09% | 51.52% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.7 | 0.2 |
| Skew | 2.58 | 0.47 |
| Kurtosis | 69.14 | 11.29 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.95% | 1.44% |
| Expected Yearly % | 19.57% | 14.12% |
| Kelly Criterion | 5.18% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.39% |
| Expected Shortfall (cVaR) | -1.62% | -4.39% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -22.45 | 0.25 | + |
| 2023 | 921.46 | 32.15 | 0.03 | - |
| 2024 | 85.41 | 88.18 | 1.03 | + |
| 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 | 38.88% | -4.03% |
| YTD | 5.98% | -24.04% |
| 1Y | 66.18% | -16.95% |
| 3Y (ann.) | 24.89% | 14.76% |
| 5Y (ann.) | 26.42% | 18.91% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -37.5% | -93.44% |
| Longest DD Days | 527.0 | 703.0 |
| Avg. Drawdown | -7.11% | -11.3% |
| Avg. Drawdown Days | 36.0 | 38.0 |
| Recovery Factor | 2.78 | 0.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-01-09 | -37.50 | 527 |
| 2022-04-10 | 2022-07-29 | -28.00 | 109 |
| 2024-06-05 | 2024-10-04 | -27.29 | 120 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2024-03-26 | 2024-05-15 | -14.53 | 50 |
| 2024-01-11 | 2024-02-29 | -14.43 | 48 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-07 | 2024-11-06 | -5.63 | 29 |
| 2024-03-01 | 2024-03-24 | -5.59 | 23 |
| 2022-03-19 | 2022-03-23 | -5.29 | 3 |
| 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 | -15.57% | -51.66% |
| Best Month | 30.3% | 140.02% |
| Worst Month | -20.41% | -56.44% |
| Best Year | 88.18% | 921.46% |
| Worst Year | -22.45% | -88.21% |
| Avg. Up Day | 1.87% | 2.02% |
| Avg. Down Day | -1.52% | -1.65% |
| Avg. Up Week | 7.44% | 12.81% |
| Avg. Down Week | -4.18% | -7.31% |
| Avg. Up Month | 8.24% | 38.24% |
| Avg. Down Month | -5.89% | -21.57% |
| Win Days % | 47.63% | 50.32% |
| Win Month % | 62.5% | 48.65% |
| Win Week % | 53.57% | 46.63% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |