| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 125.43% | 66.95% |
| Max Drawdown | -23.82% | -93.26% |
| Sharpe | 1.01 | 0.68 |
| Sortino | 1.93 | 1.05 |
| Payoff Ratio | 1.8 | 1.61 |
| Profit Factor | 1.67 | 1.11 |
| Common Sense Ratio | 0.0 | 1.38 |
| CPC Index | 1.36 | 0.87 |
| Tail Ratio | 0.0 | 1.24 |
| Outlier Win Ratio | 53.61 | 2.98 |
| Outlier Loss Ratio | 3.81 | 2.34 |
| Volatility (ann.) | 31.09% | 105.67% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.28 | 0.2 |
| Skew | 3.93 | 0.49 |
| Kurtosis | 63.16 | 7.35 |
| Expected Daily % | 0.07% | 0.05% |
| Expected Monthly % | 2.22% | 1.39% |
| Expected Yearly % | 22.53% | 13.67% |
| Kelly Criterion | 15.12% | 17.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -8.9% |
| Expected Shortfall (cVaR) | -2.59% | -8.9% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.25 | 0.56 | -0.01 | + |
| 2023 | 940.49 | 47.02 | 0.05 | - |
| 2024 | 85.92 | 24.14 | 0.28 | - |
| 2025 | -26.58 | 22.83 | -0.86 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | 8.0% |
| 3M | 22.83% | -30.61% |
| 6M | 42.04% | -5.31% |
| YTD | 22.83% | -26.58% |
| 1Y | 25.7% | -19.94% |
| 3Y (ann.) | 32.1% | 14.99% |
| 5Y (ann.) | 30.55% | 18.3% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -23.82% | -93.26% |
| Longest DD Days | 306.0 | 704.0 |
| Avg. Drawdown | -7.22% | -14.52% |
| Avg. Drawdown Days | 62.0 | 60.0 |
| Recovery Factor | 5.26 | 0.72 |
| Ulcer Index | 1.03 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-01-19 | -23.82 | 169 |
| 2022-03-21 | 2022-06-25 | -16.89 | 96 |
| 2024-01-10 | 2024-02-29 | -11.44 | 50 |
| 2022-09-24 | 2023-07-27 | -10.79 | 306 |
| 2022-07-10 | 2022-07-29 | -9.00 | 19 |
| 2025-02-05 | 2025-03-24 | -6.98 | 47 |
| 2024-05-15 | 2024-07-22 | -5.20 | 68 |
| 2022-07-30 | 2022-08-08 | -4.68 | 9 |
| 2024-03-30 | 2024-05-14 | -3.78 | 45 |
| 2023-11-26 | 2024-01-09 | -3.13 | 44 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 19.35% | 41.46% |
| Worst Day | -17.39% | -36.82% |
| Best Week | 32.28% | 42.44% |
| Worst Week | -23.69% | -46.51% |
| Best Month | 32.05% | 147.89% |
| Worst Month | -23.69% | -59.31% |
| Best Year | 47.02% | 940.49% |
| Worst Year | 0.56% | -88.25% |
| Avg. Up Day | 4.58% | 5.74% |
| Avg. Down Day | -2.55% | -3.56% |
| Avg. Up Week | 8.23% | 11.07% |
| Avg. Down Week | -6.08% | -9.57% |
| Avg. Up Month | 8.56% | 43.42% |
| Avg. Down Month | -7.71% | -25.18% |
| Win Days % | 45.45% | 48.78% |
| Win Month % | 66.67% | 48.65% |
| Win Week % | 61.22% | 54.32% |
| Win Quarter % | 69.23% | 61.54% |
| Win Year % | 100.0% | 50.0% |