| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 785.93% | 61.82% |
| Max Drawdown | -37.42% | -93.44% |
| Sharpe | 0.87 | 0.31 |
| Sortino | 1.52 | 0.46 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 2.0 | 1.06 |
| CPC Index | 0.88 | 0.61 |
| Tail Ratio | 1.44 | 1.01 |
| Outlier Win Ratio | 32.52 | 3.22 |
| Outlier Loss Ratio | 3.61 | 2.77 |
| Volatility (ann.) | 18.5% | 49.41% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.1 | 0.15 |
| Skew | 3.43 | 0.47 |
| Kurtosis | 59.07 | 11.29 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.86% | 1.05% |
| Expected Yearly % | 72.52% | 12.79% |
| Kelly Criterion | 12.73% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.21% |
| Expected Shortfall (cVaR) | -1.55% | -4.21% |
| Year | 12254755:SOLUSD | 12254755:solusd:triple_med_gx:lsma260_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 16.01 | -0.18 | + |
| 2023 | 921.46 | 62.98 | 0.07 | - |
| 2024 | 85.41 | 163.10 | 1.91 | + |
| 2025 | -27.52 | 78.09 | -2.84 | + |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 4.5% | -36.97% |
| 6M | 18.52% | -17.14% |
| YTD | 78.09% | -27.52% |
| 1Y | 78.09% | -36.85% |
| 3Y (ann.) | 83.05% | 115.85% |
| 5Y (ann.) | 78.51% | 13.64% |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Max Drawdown | -37.42% | -93.44% |
| Longest DD Days | 267.0 | 703.0 |
| Avg. Drawdown | -4.55% | -11.51% |
| Avg. Drawdown Days | 17.0 | 47.0 |
| Recovery Factor | 21.0 | 0.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-13 | -37.42 | 267 |
| 2024-06-05 | 2024-08-06 | -17.51 | 61 |
| 2022-04-14 | 2022-06-15 | -16.24 | 62 |
| 2024-04-01 | 2024-06-05 | -16.06 | 65 |
| 2023-04-30 | 2023-11-29 | -15.79 | 212 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-01-11 | 2024-02-28 | -13.33 | 48 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-10 | -10.07 | 80 |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 30.13% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 163.1% | 921.46% |
| Worst Year | 16.01% | -88.21% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.38% | -1.46% |
| Avg. Up Week | 9.29% | 13.1% |
| Avg. Down Week | -4.39% | -7.95% |
| Avg. Up Month | 14.17% | 35.35% |
| Avg. Down Month | -7.25% | -17.94% |
| Win Days % | 52.04% | 50.2% |
| Win Month % | 72.22% | 52.17% |
| Win Week % | 64.38% | 47.5% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |