| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 762.14% | 61.82% |
| Max Drawdown | -37.55% | -93.44% |
| Sharpe | 0.84 | 0.31 |
| Sortino | 1.43 | 0.46 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 2.24 | 1.06 |
| CPC Index | 0.91 | 0.65 |
| Tail Ratio | 1.6 | 1.01 |
| Outlier Win Ratio | 32.86 | 3.13 |
| Outlier Loss Ratio | 3.39 | 2.74 |
| Volatility (ann.) | 19.34% | 49.41% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.06 | 0.15 |
| Skew | 3.21 | 0.47 |
| Kurtosis | 69.65 | 11.29 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.79% | 1.05% |
| Expected Yearly % | 71.35% | 12.79% |
| Kelly Criterion | 13.0% | 9.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.21% |
| Expected Shortfall (cVaR) | -1.62% | -4.21% |
| Year | 12254529:SOLUSD | 12254529:solusd:triple_med_gx:lsma260_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 0.52 | -0.01 | + |
| 2023 | 921.46 | 104.94 | 0.11 | - |
| 2024 | 85.41 | 147.08 | 1.72 | + |
| 2025 | -27.52 | 69.38 | -2.52 | + |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 2.86% | -36.97% |
| 6M | 13.41% | -17.14% |
| YTD | 69.38% | -27.52% |
| 1Y | 69.38% | -36.85% |
| 3Y (ann.) | 90.78% | 115.85% |
| 5Y (ann.) | 77.23% | 13.64% |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Max Drawdown | -37.55% | -93.44% |
| Longest DD Days | 268.0 | 703.0 |
| Avg. Drawdown | -4.77% | -11.51% |
| Avg. Drawdown Days | 19.0 | 47.0 |
| Recovery Factor | 20.3 | 0.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-14 | -37.55 | 268 |
| 2024-06-05 | 2024-09-20 | -25.31 | 106 |
| 2022-04-14 | 2022-07-16 | -23.51 | 93 |
| 2024-11-12 | 2025-04-09 | -14.15 | 148 |
| 2025-05-14 | 2025-09-26 | -12.55 | 135 |
| 2024-04-01 | 2024-05-17 | -11.13 | 46 |
| 2023-07-27 | 2023-10-20 | -10.05 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.09% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.63% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 147.08% | 921.46% |
| Worst Year | 0.52% | -88.21% |
| Avg. Up Day | 1.83% | 1.83% |
| Avg. Down Day | -1.45% | -1.48% |
| Avg. Up Week | 9.59% | 12.83% |
| Avg. Down Week | -4.01% | -7.56% |
| Avg. Up Month | 17.05% | 35.82% |
| Avg. Down Month | -4.4% | -20.27% |
| Win Days % | 51.49% | 50.2% |
| Win Month % | 63.64% | 52.17% |
| Win Week % | 63.93% | 47.5% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 50.0% |