| Metric | 12252361:solusd:triple_med_gx:lsma260_130 | 12252361:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 303.25% | 135.78% |
| Max Drawdown | -38.48% | -93.44% |
| Sharpe | 0.58 | 0.37 |
| Sortino | 0.98 | 0.55 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.63 | 1.06 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 32.18 | 3.15 |
| Outlier Loss Ratio | 3.37 | 2.86 |
| Volatility (ann.) | 20.71% | 50.07% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.28 | 0.3 |
| Skew | 3.06 | 0.49 |
| Kurtosis | 62.25 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.3% | 2.01% |
| Expected Yearly % | 41.71% | 23.92% |
| Kelly Criterion | 8.54% | 9.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.26% |
| Expected Shortfall (cVaR) | -1.75% | -4.26% |
| Year | 12252361:SOLUSD | 12252361:solusd:triple_med_gx:lsma260_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 8.59 | -0.10 | + |
| 2023 | 921.46 | 89.88 | 0.10 | - |
| 2024 | 85.41 | 75.78 | 0.89 | - |
| 2025 | 5.60 | 11.26 | 2.01 | + |
| Metric | 12252361:solusd:triple_med_gx:lsma260_130 | 12252361:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.63% | 26.39% |
| 6M | 20.66% | 38.87% |
| YTD | 11.26% | 5.6% |
| 1Y | 52.44% | 47.35% |
| 3Y (ann.) | 38.76% | 84.92% |
| 5Y (ann.) | 49.11% | 27.86% |
| Metric | 12252361:solusd:triple_med_gx:lsma260_130 | 12252361:SOLUSD |
|---|---|---|
| Max Drawdown | -38.48% | -93.44% |
| Longest DD Days | 361.0 | 703.0 |
| Avg. Drawdown | -6.13% | -11.51% |
| Avg. Drawdown Days | 26.0 | 43.0 |
| Recovery Factor | 7.88 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-07-26 | -38.48 | 361 |
| 2024-06-05 | 2024-11-06 | -31.00 | 153 |
| 2024-11-29 | 2025-05-08 | -29.57 | 160 |
| 2022-04-11 | 2022-06-20 | -27.91 | 70 |
| 2025-05-14 | 2025-09-01 | -17.13 | 110 |
| 2023-10-24 | 2024-01-09 | -11.40 | 77 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-07-27 | 2023-10-17 | -8.15 | 81 |
| 2024-02-21 | 2024-02-26 | -7.76 | 5 |
| Metric | 12252361:solusd:triple_med_gx:lsma260_130 | 12252361:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.21% | 140.02% |
| Worst Month | -30.21% | -56.44% |
| Best Year | 89.88% | 921.46% |
| Worst Year | 8.59% | -88.21% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.53% | -1.57% |
| Avg. Up Week | 10.4% | 13.66% |
| Avg. Down Week | -4.44% | -8.29% |
| Avg. Up Month | 16.31% | 37.63% |
| Avg. Down Month | -7.12% | -19.5% |
| Win Days % | 49.25% | 50.26% |
| Win Month % | 55.88% | 51.16% |
| Win Week % | 55.74% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |