| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 744.59% | 127.7% |
| Max Drawdown | -39.06% | -93.44% |
| Sharpe | 0.76 | 0.36 |
| Sortino | 1.31 | 0.54 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 25.92 | 3.35 |
| Outlier Loss Ratio | 3.56 | 2.91 |
| Volatility (ann.) | 22.6% | 49.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.06 | 0.27 |
| Skew | 3.11 | 0.48 |
| Kurtosis | 52.68 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.97% | 1.89% |
| Expected Yearly % | 70.48% | 22.84% |
| Kelly Criterion | 9.95% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 32.30 | -0.37 | + |
| 2023 | 921.46 | 125.56 | 0.14 | - |
| 2024 | 85.41 | 105.91 | 1.24 | + |
| 2025 | 1.99 | 37.45 | 18.86 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 17.74% | 17.41% |
| 6M | 33.55% | 52.72% |
| YTD | 37.45% | 1.99% |
| 1Y | 91.76% | 24.46% |
| 3Y (ann.) | 85.65% | 86.57% |
| 5Y (ann.) | 80.48% | 25.57% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -39.06% | -93.44% |
| Longest DD Days | 194.0 | 703.0 |
| Avg. Drawdown | -6.09% | -11.51% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 19.06 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -39.06 | 111 |
| 2024-03-26 | 2024-10-06 | -28.33 | 194 |
| 2022-03-25 | 2022-07-18 | -27.40 | 114 |
| 2022-07-30 | 2023-01-03 | -27.01 | 156 |
| 2025-05-14 | 2025-10-16 | -18.18 | 155 |
| 2024-01-11 | 2024-02-29 | -14.09 | 48 |
| 2023-01-29 | 2023-04-12 | -13.97 | 72 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2023-07-27 | 2023-10-20 | -9.07 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -12.53% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.2% | -56.44% |
| Best Year | 125.56% | 921.46% |
| Worst Year | 32.3% | -88.21% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 8.84% | 11.8% |
| Avg. Down Week | -4.73% | -7.92% |
| Avg. Up Month | 14.9% | 32.59% |
| Avg. Down Month | -6.52% | -20.31% |
| Win Days % | 49.22% | 50.24% |
| Win Month % | 64.1% | 52.27% |
| Win Week % | 63.29% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |