| Metric | 12258686:solusd:triple_med_gx:lsma260_145 | 12258686:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 382.12% | 135.78% |
| Max Drawdown | -30.83% | -93.44% |
| Sharpe | 0.71 | 0.37 |
| Sortino | 1.25 | 0.55 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.87 | 1.06 |
| CPC Index | 0.89 | 0.68 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 38.3 | 3.1 |
| Outlier Loss Ratio | 3.59 | 2.69 |
| Volatility (ann.) | 18.28% | 50.07% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.85 | 0.3 |
| Skew | 4.12 | 0.49 |
| Kurtosis | 88.77 | 11.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.73% | 2.01% |
| Expected Yearly % | 48.18% | 23.92% |
| Kelly Criterion | 10.94% | 11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.26% |
| Expected Shortfall (cVaR) | -1.54% | -4.26% |
| Year | 12258686:SOLUSD | 12258686:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 19.57 | -0.22 | + |
| 2023 | 921.46 | 77.22 | 0.08 | - |
| 2024 | 85.41 | 83.58 | 0.98 | - |
| 2025 | 5.60 | 23.94 | 4.27 | + |
| Metric | 12258686:solusd:triple_med_gx:lsma260_145 | 12258686:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.8% | 26.39% |
| 6M | 34.05% | 38.87% |
| YTD | 23.94% | 5.6% |
| 1Y | 74.02% | 47.35% |
| 3Y (ann.) | 50.35% | 84.92% |
| 5Y (ann.) | 56.94% | 27.86% |
| Metric | 12258686:solusd:triple_med_gx:lsma260_145 | 12258686:SOLUSD |
|---|---|---|
| Max Drawdown | -30.83% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -5.86% | -11.51% |
| Avg. Drawdown Days | 30.0 | 43.0 |
| Recovery Factor | 12.39 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-06 | -30.83 | 219 |
| 2022-07-19 | 2023-01-03 | -27.50 | 167 |
| 2024-11-30 | 2025-04-12 | -20.57 | 133 |
| 2025-05-14 | 2025-09-01 | -16.84 | 110 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2023-01-04 | 2023-07-27 | -14.39 | 203 |
| 2022-04-14 | 2022-06-15 | -8.55 | 62 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-07-27 | 2023-10-19 | -8.15 | 84 |
| 2023-11-29 | 2024-01-08 | -6.56 | 40 |
| Metric | 12258686:solusd:triple_med_gx:lsma260_145 | 12258686:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.36% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 83.58% | 921.46% |
| Worst Year | 19.57% | -88.21% |
| Avg. Up Day | 1.83% | 1.83% |
| Avg. Down Day | -1.36% | -1.43% |
| Avg. Up Week | 9.92% | 12.06% |
| Avg. Down Week | -4.3% | -8.77% |
| Avg. Up Month | 15.96% | 37.55% |
| Avg. Down Month | -6.07% | -22.57% |
| Win Days % | 49.02% | 50.26% |
| Win Month % | 63.33% | 51.16% |
| Win Week % | 58.93% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |