| Metric | 12248347:solusd:triple_med_gx:lsma260_120 | 12248347:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 355.52% | 135.78% |
| Max Drawdown | -39.89% | -93.44% |
| Sharpe | 0.6 | 0.37 |
| Sortino | 1.01 | 0.55 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 28.86 | 3.28 |
| Outlier Loss Ratio | 3.43 | 2.89 |
| Volatility (ann.) | 21.96% | 50.07% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.36 | 0.3 |
| Skew | 2.95 | 0.49 |
| Kurtosis | 54.03 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.59% | 2.01% |
| Expected Yearly % | 46.09% | 23.92% |
| Kelly Criterion | 7.91% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.26% |
| Expected Shortfall (cVaR) | -1.85% | -4.26% |
| Year | 12248347:SOLUSD | 12248347:solusd:triple_med_gx:lsma260_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -3.73 | 0.04 | + |
| 2023 | 921.46 | 101.33 | 0.11 | - |
| 2024 | 85.41 | 76.07 | 0.89 | - |
| 2025 | 5.60 | 33.49 | 5.98 | + |
| Metric | 12248347:solusd:triple_med_gx:lsma260_120 | 12248347:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -14.64% | 26.39% |
| 6M | 4.29% | 38.87% |
| YTD | 33.49% | 5.6% |
| 1Y | 73.11% | 47.35% |
| 3Y (ann.) | 60.63% | 84.92% |
| 5Y (ann.) | 54.41% | 27.86% |
| Metric | 12248347:solusd:triple_med_gx:lsma260_120 | 12248347:SOLUSD |
|---|---|---|
| Max Drawdown | -39.89% | -93.44% |
| Longest DD Days | 186.0 | 703.0 |
| Avg. Drawdown | -6.51% | -11.51% |
| Avg. Drawdown Days | 23.0 | 43.0 |
| Recovery Factor | 8.91 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-14 | -39.89 | 186 |
| 2022-12-15 | 2023-01-29 | -35.97 | 45 |
| 2024-06-05 | 2024-11-06 | -26.63 | 153 |
| 2025-02-04 | 2025-04-12 | -24.16 | 67 |
| 2025-05-14 | 2025-09-01 | -23.01 | 110 |
| 2023-01-29 | 2023-04-28 | -13.71 | 88 |
| 2024-04-01 | 2024-05-29 | -13.24 | 58 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-11-12 | 2025-01-18 | -11.09 | 67 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| Metric | 12248347:solusd:triple_med_gx:lsma260_120 | 12248347:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 33.69% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 101.33% | 921.46% |
| Worst Year | -3.73% | -88.21% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.52% | -1.59% |
| Avg. Up Week | 10.01% | 13.45% |
| Avg. Down Week | -5.33% | -7.5% |
| Avg. Up Month | 15.22% | 36.96% |
| Avg. Down Month | -7.58% | -20.6% |
| Win Days % | 48.5% | 50.26% |
| Win Month % | 59.46% | 51.16% |
| Win Week % | 57.75% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |