| Metric | 12258743:solusd:triple_med_gx:lsma260_145 | 12258743:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 512.91% | 135.78% |
| Max Drawdown | -31.96% | -93.44% |
| Sharpe | 0.8 | 0.37 |
| Sortino | 1.43 | 0.55 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.41 | 1.06 |
| Common Sense Ratio | 2.05 | 1.06 |
| CPC Index | 0.96 | 0.7 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 37.8 | 3.12 |
| Outlier Loss Ratio | 3.58 | 2.69 |
| Volatility (ann.) | 18.34% | 50.07% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.13 | 0.3 |
| Skew | 4.22 | 0.49 |
| Kurtosis | 88.03 | 11.42 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.31% | 2.01% |
| Expected Yearly % | 57.34% | 23.92% |
| Kelly Criterion | 13.22% | 12.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.26% |
| Expected Shortfall (cVaR) | -1.54% | -4.26% |
| Year | 12258743:SOLUSD | 12258743:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 8.71 | -0.10 | + |
| 2023 | 921.46 | 75.65 | 0.08 | - |
| 2024 | 85.41 | 129.64 | 1.52 | + |
| 2025 | 5.60 | 39.77 | 7.10 | + |
| Metric | 12258743:solusd:triple_med_gx:lsma260_145 | 12258743:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 1.06% | 26.39% |
| 6M | 47.43% | 38.87% |
| YTD | 39.77% | 5.6% |
| 1Y | 118.83% | 47.35% |
| 3Y (ann.) | 64.94% | 84.92% |
| 5Y (ann.) | 68.11% | 27.86% |
| Metric | 12258743:solusd:triple_med_gx:lsma260_145 | 12258743:SOLUSD |
|---|---|---|
| Max Drawdown | -31.96% | -93.44% |
| Longest DD Days | 188.0 | 703.0 |
| Avg. Drawdown | -4.75% | -11.51% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 16.05 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-04 | -31.96 | 168 |
| 2024-04-01 | 2024-08-07 | -22.53 | 128 |
| 2022-06-16 | 2022-07-14 | -15.70 | 28 |
| 2024-11-30 | 2025-04-11 | -14.51 | 132 |
| 2023-02-02 | 2023-04-11 | -11.41 | 67 |
| 2025-05-14 | 2025-09-01 | -10.48 | 110 |
| 2023-01-04 | 2023-02-02 | -9.41 | 28 |
| 2023-04-14 | 2023-10-20 | -9.19 | 188 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12258743:solusd:triple_med_gx:lsma260_145 | 12258743:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 31.76% | 140.02% |
| Worst Month | -20.45% | -56.44% |
| Best Year | 129.64% | 921.46% |
| Worst Year | 8.71% | -88.21% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.35% | -1.41% |
| Avg. Up Week | 9.8% | 12.84% |
| Avg. Down Week | -3.62% | -8.25% |
| Avg. Up Month | 14.82% | 35.64% |
| Avg. Down Month | -4.93% | -20.22% |
| Win Days % | 50.0% | 50.26% |
| Win Month % | 65.52% | 51.16% |
| Win Week % | 61.11% | 48.39% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |