| Metric | 12250343:solusd:triple_med_gx:lsma260_125 | 12250343:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 246.89% | 135.78% |
| Max Drawdown | -37.97% | -93.44% |
| Sharpe | 0.52 | 0.37 |
| Sortino | 0.87 | 0.55 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.48 | 1.06 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 30.64 | 3.16 |
| Outlier Loss Ratio | 3.41 | 2.89 |
| Volatility (ann.) | 21.38% | 50.07% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.13 | 0.3 |
| Skew | 3.11 | 0.49 |
| Kurtosis | 60.42 | 11.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.93% | 2.01% |
| Expected Yearly % | 36.47% | 23.92% |
| Kelly Criterion | 7.24% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.26% |
| Expected Shortfall (cVaR) | -1.81% | -4.26% |
| Year | 12250343:SOLUSD | 12250343:solusd:triple_med_gx:lsma260_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -6.86 | 0.08 | + |
| 2023 | 921.46 | 100.60 | 0.11 | - |
| 2024 | 85.41 | 71.94 | 0.84 | - |
| 2025 | 5.60 | 7.99 | 1.43 | + |
| Metric | 12250343:solusd:triple_med_gx:lsma260_125 | 12250343:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -10.17% | 26.39% |
| 6M | 17.1% | 38.87% |
| YTD | 7.99% | 5.6% |
| 1Y | 40.0% | 47.35% |
| 3Y (ann.) | 44.79% | 84.92% |
| 5Y (ann.) | 42.81% | 27.86% |
| Metric | 12250343:solusd:triple_med_gx:lsma260_125 | 12250343:SOLUSD |
|---|---|---|
| Max Drawdown | -37.97% | -93.44% |
| Longest DD Days | 160.0 | 703.0 |
| Avg. Drawdown | -6.7% | -11.51% |
| Avg. Drawdown Days | 26.0 | 43.0 |
| Recovery Factor | 6.5 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-07-28 | -37.97 | 109 |
| 2022-12-15 | 2023-04-28 | -35.97 | 134 |
| 2024-06-05 | 2024-11-07 | -30.75 | 154 |
| 2024-11-29 | 2025-05-08 | -28.18 | 160 |
| 2025-05-14 | 2025-09-01 | -18.59 | 110 |
| 2022-07-30 | 2022-11-10 | -13.27 | 102 |
| 2024-01-09 | 2024-02-28 | -11.97 | 50 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| 2023-07-27 | 2023-10-17 | -8.15 | 81 |
| Metric | 12250343:solusd:triple_med_gx:lsma260_125 | 12250343:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -24.73% | -51.66% |
| Best Month | 33.5% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 100.6% | 921.46% |
| Worst Year | -6.86% | -88.21% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.52% | -1.6% |
| Avg. Up Week | 10.48% | 13.24% |
| Avg. Down Week | -5.49% | -7.85% |
| Avg. Up Month | 16.33% | 41.11% |
| Avg. Down Month | -6.88% | -18.68% |
| Win Days % | 48.65% | 50.26% |
| Win Month % | 51.43% | 51.16% |
| Win Week % | 54.55% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |