| Metric | 12242534:solusd:triple_med_gx:lsma270_105 | 12242534:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 722.58% | 125.87% |
| Max Drawdown | -44.15% | -93.44% |
| Sharpe | 0.78 | 0.37 |
| Sortino | 1.3 | 0.54 |
| Payoff Ratio | 1.29 | 1.27 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.5 | 1.06 |
| CPC Index | 0.82 | 0.68 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 25.56 | 3.43 |
| Outlier Loss Ratio | 3.56 | 2.94 |
| Volatility (ann.) | 22.77% | 50.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.88 | 0.28 |
| Skew | 2.17 | 0.48 |
| Kurtosis | 37.19 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.02% | 1.91% |
| Expected Yearly % | 69.35% | 22.59% |
| Kelly Criterion | 9.31% | 11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.26% |
| Expected Shortfall (cVaR) | -1.91% | -4.26% |
| Year | 12242534:SOLUSD | 12242534:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 1.18 | -0.01 | + |
| 2023 | 921.46 | 179.16 | 0.19 | - |
| 2024 | 85.41 | 29.26 | 0.34 | - |
| 2025 | 5.60 | 125.29 | 22.36 | + |
| Metric | 12242534:solusd:triple_med_gx:lsma270_105 | 12242534:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 5.38% | 26.39% |
| 6M | 51.43% | 38.87% |
| YTD | 125.29% | 5.6% |
| 1Y | 188.87% | 47.35% |
| 3Y (ann.) | 75.06% | 84.92% |
| 5Y (ann.) | 83.07% | 26.34% |
| Metric | 12242534:solusd:triple_med_gx:lsma270_105 | 12242534:SOLUSD |
|---|---|---|
| Max Drawdown | -44.15% | -93.44% |
| Longest DD Days | 215.0 | 703.0 |
| Avg. Drawdown | -5.67% | -11.8% |
| Avg. Drawdown Days | 17.0 | 45.0 |
| Recovery Factor | 16.37 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-30 | -44.15 | 215 |
| 2024-08-02 | 2024-11-07 | -29.40 | 97 |
| 2024-03-01 | 2024-07-19 | -19.43 | 140 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-07-18 | 2025-08-28 | -15.47 | 40 |
| 2023-11-25 | 2024-02-29 | -15.36 | 95 |
| 2022-04-10 | 2022-06-19 | -13.90 | 70 |
| 2023-11-11 | 2023-11-25 | -11.92 | 14 |
| 2025-02-04 | 2025-03-24 | -11.02 | 48 |
| Metric | 12242534:solusd:triple_med_gx:lsma270_105 | 12242534:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.66% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 61.52% | 140.02% |
| Worst Month | -26.27% | -56.44% |
| Best Year | 179.16% | 921.46% |
| Worst Year | 1.18% | -88.71% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.49% | -1.52% |
| Avg. Up Week | 11.66% | 13.67% |
| Avg. Down Week | -4.2% | -8.11% |
| Avg. Up Month | 18.3% | 31.34% |
| Avg. Down Month | -6.87% | -20.01% |
| Win Days % | 48.95% | 50.24% |
| Win Month % | 56.76% | 51.16% |
| Win Week % | 51.85% | 48.39% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |