| Metric | 12258855:solusd:triple_med_gx:lsma260_145 | 12258855:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 382.15% | 61.82% |
| Max Drawdown | -43.29% | -93.44% |
| Sharpe | 0.68 | 0.31 |
| Sortino | 1.21 | 0.46 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.83 | 1.06 |
| CPC Index | 0.83 | 0.62 |
| Tail Ratio | 1.39 | 1.01 |
| Outlier Win Ratio | 37.8 | 3.11 |
| Outlier Loss Ratio | 3.44 | 2.71 |
| Volatility (ann.) | 17.6% | 49.41% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.2 | 0.15 |
| Skew | 4.64 | 0.47 |
| Kurtosis | 82.59 | 11.29 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.48% | 1.05% |
| Expected Yearly % | 48.18% | 12.79% |
| Kelly Criterion | 11.23% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.21% |
| Expected Shortfall (cVaR) | -1.48% | -4.21% |
| Year | 12258855:SOLUSD | 12258855:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | -15.17 | 0.17 | + |
| 2023 | 921.46 | 53.73 | 0.06 | - |
| 2024 | 85.41 | 120.07 | 1.41 | + |
| 2025 | -27.52 | 68.00 | -2.47 | + |
| Metric | 12258855:solusd:triple_med_gx:lsma260_145 | 12258855:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | -3.55% | -36.97% |
| 6M | 2.05% | -17.14% |
| YTD | 68.0% | -27.52% |
| 1Y | 68.0% | -36.85% |
| 3Y (ann.) | 66.4% | 115.85% |
| 5Y (ann.) | 51.87% | 13.64% |
| Metric | 12258855:solusd:triple_med_gx:lsma260_145 | 12258855:SOLUSD |
|---|---|---|
| Max Drawdown | -43.29% | -93.44% |
| Longest DD Days | 268.0 | 703.0 |
| Avg. Drawdown | -6.25% | -11.51% |
| Avg. Drawdown Days | 30.0 | 47.0 |
| Recovery Factor | 8.83 | 0.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-14 | -43.29 | 268 |
| 2024-04-01 | 2024-08-07 | -24.22 | 128 |
| 2023-04-30 | 2024-01-08 | -16.27 | 252 |
| 2022-06-16 | 2022-07-15 | -15.70 | 29 |
| 2022-04-14 | 2022-06-15 | -12.75 | 62 |
| 2025-09-23 | 2025-12-10 | -12.32 | 78 |
| 2025-05-14 | 2025-08-04 | -11.71 | 82 |
| 2024-11-10 | 2025-04-09 | -10.26 | 149 |
| 2024-09-20 | 2024-10-14 | -9.36 | 23 |
| 2025-08-05 | 2025-09-10 | -8.91 | 35 |
| Metric | 12258855:solusd:triple_med_gx:lsma260_145 | 12258855:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 37.08% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.08% | 140.02% |
| Worst Month | -18.83% | -56.44% |
| Best Year | 120.07% | 921.46% |
| Worst Year | -15.17% | -88.21% |
| Avg. Up Day | 1.72% | 1.73% |
| Avg. Down Day | -1.39% | -1.46% |
| Avg. Up Week | 10.17% | 12.66% |
| Avg. Down Week | -4.38% | -6.1% |
| Avg. Up Month | 14.55% | 41.06% |
| Avg. Down Month | -7.52% | -19.17% |
| Win Days % | 50.89% | 50.2% |
| Win Month % | 54.55% | 52.17% |
| Win Week % | 56.14% | 47.5% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 75.0% | 50.0% |