| Metric | 12258522:solusd:triple_med_gx:lsma260_145 | 12258522:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 329.44% | 135.78% |
| Max Drawdown | -34.87% | -93.44% |
| Sharpe | 0.64 | 0.37 |
| Sortino | 1.1 | 0.55 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 2.27 | 1.06 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | 1.71 | 1.0 |
| Outlier Win Ratio | 37.27 | 3.04 |
| Outlier Loss Ratio | 3.25 | 2.74 |
| Volatility (ann.) | 19.05% | 50.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.49 | 0.3 |
| Skew | 3.8 | 0.49 |
| Kurtosis | 81.89 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.45% | 2.01% |
| Expected Yearly % | 43.95% | 23.92% |
| Kelly Criterion | 11.75% | 8.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.26% |
| Expected Shortfall (cVaR) | -1.61% | -4.26% |
| Year | 12258522:SOLUSD | 12258522:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 21.85 | -0.25 | + |
| 2023 | 921.46 | 102.15 | 0.11 | - |
| 2024 | 85.41 | 27.38 | 0.32 | - |
| 2025 | 5.60 | 36.88 | 6.58 | + |
| Metric | 12258522:solusd:triple_med_gx:lsma260_145 | 12258522:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.95% | 26.39% |
| 6M | 35.0% | 38.87% |
| YTD | 36.88% | 5.6% |
| 1Y | 88.11% | 47.35% |
| 3Y (ann.) | 41.96% | 84.92% |
| 5Y (ann.) | 51.82% | 27.86% |
| Metric | 12258522:solusd:triple_med_gx:lsma260_145 | 12258522:SOLUSD |
|---|---|---|
| Max Drawdown | -34.87% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -5.94% | -11.51% |
| Avg. Drawdown Days | 27.0 | 43.0 |
| Recovery Factor | 9.45 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-10 | -34.87 | 223 |
| 2022-09-27 | 2023-01-03 | -29.22 | 98 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -15.57 | 72 |
| 2023-11-25 | 2024-02-28 | -14.74 | 95 |
| 2025-05-14 | 2025-09-01 | -13.39 | 110 |
| 2024-11-29 | 2025-04-08 | -10.98 | 129 |
| 2022-04-14 | 2022-06-15 | -9.66 | 62 |
| 2025-04-14 | 2025-05-08 | -9.44 | 24 |
| 2022-07-18 | 2022-09-27 | -8.42 | 70 |
| Metric | 12258522:solusd:triple_med_gx:lsma260_145 | 12258522:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.41% | 140.02% |
| Worst Month | -20.26% | -56.44% |
| Best Year | 102.15% | 921.46% |
| Worst Year | 21.85% | -88.21% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.48% | -1.59% |
| Avg. Up Week | 10.25% | 14.19% |
| Avg. Down Week | -4.67% | -7.86% |
| Avg. Up Month | 17.93% | 38.17% |
| Avg. Down Month | -8.56% | -20.61% |
| Win Days % | 50.75% | 50.26% |
| Win Month % | 56.67% | 51.16% |
| Win Week % | 63.64% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |