| Metric | 12252304:solusd:triple_med_gx:lsma260_130 | 12252304:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 304.63% | 135.78% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.58 | 0.37 |
| Sortino | 0.98 | 0.55 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 32.56 | 3.16 |
| Outlier Loss Ratio | 3.31 | 2.84 |
| Volatility (ann.) | 21.23% | 50.07% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.3 | 0.3 |
| Skew | 3.69 | 0.49 |
| Kurtosis | 72.1 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.3% | 2.01% |
| Expected Yearly % | 41.83% | 23.92% |
| Kelly Criterion | 8.97% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.26% |
| Expected Shortfall (cVaR) | -1.79% | -4.26% |
| Year | 12252304:SOLUSD | 12252304:solusd:triple_med_gx:lsma260_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 14.84 | -0.17 | + |
| 2023 | 921.46 | 109.92 | 0.12 | - |
| 2024 | 85.41 | 51.88 | 0.61 | - |
| 2025 | 5.60 | 10.51 | 1.88 | + |
| Metric | 12252304:solusd:triple_med_gx:lsma260_130 | 12252304:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.3% | 26.39% |
| 6M | 11.64% | 38.87% |
| YTD | 10.51% | 5.6% |
| 1Y | 48.8% | 47.35% |
| 3Y (ann.) | 45.53% | 84.92% |
| 5Y (ann.) | 49.25% | 27.86% |
| Metric | 12252304:solusd:triple_med_gx:lsma260_130 | 12252304:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 220.0 | 703.0 |
| Avg. Drawdown | -6.06% | -11.51% |
| Avg. Drawdown Days | 23.0 | 43.0 |
| Recovery Factor | 8.04 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-28 | -37.89 | 134 |
| 2024-04-01 | 2024-11-07 | -34.84 | 220 |
| 2022-04-11 | 2022-06-19 | -27.40 | 69 |
| 2025-02-04 | 2025-04-12 | -22.74 | 67 |
| 2025-05-14 | 2025-09-01 | -16.41 | 110 |
| 2022-06-20 | 2022-07-16 | -15.66 | 26 |
| 2023-11-25 | 2024-02-26 | -10.29 | 92 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-04-14 | 2025-05-08 | -9.53 | 24 |
| 2023-07-27 | 2023-10-16 | -8.48 | 81 |
| Metric | 12252304:solusd:triple_med_gx:lsma260_130 | 12252304:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 45.38% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 109.92% | 921.46% |
| Worst Year | 10.51% | -88.21% |
| Avg. Up Day | 1.94% | 1.94% |
| Avg. Down Day | -1.54% | -1.6% |
| Avg. Up Week | 10.42% | 13.79% |
| Avg. Down Week | -3.89% | -8.45% |
| Avg. Up Month | 16.63% | 38.72% |
| Avg. Down Month | -6.02% | -21.74% |
| Win Days % | 49.29% | 50.26% |
| Win Month % | 51.52% | 51.16% |
| Win Week % | 52.54% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |