| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 747.97% | 125.87% |
| Max Drawdown | -37.14% | -93.44% |
| Sharpe | 0.77 | 0.37 |
| Sortino | 1.3 | 0.54 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 24.55 | 3.43 |
| Outlier Loss Ratio | 3.53 | 2.96 |
| Volatility (ann.) | 23.52% | 50.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.28 | 0.28 |
| Skew | 2.61 | 0.48 |
| Kurtosis | 42.59 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.1% | 1.91% |
| Expected Yearly % | 70.65% | 22.59% |
| Kelly Criterion | 9.64% | 9.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.26% |
| Expected Shortfall (cVaR) | -1.98% | -4.26% |
| Year | 12242588:SOLUSD | 12242588:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 30.93 | -0.35 | + |
| 2023 | 921.46 | 148.00 | 0.16 | - |
| 2024 | 85.41 | 42.87 | 0.50 | - |
| 2025 | 5.60 | 82.78 | 14.77 | + |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 3.38% | 26.39% |
| 6M | 43.23% | 38.87% |
| YTD | 82.78% | 5.6% |
| 1Y | 152.4% | 47.35% |
| 3Y (ann.) | 70.87% | 84.92% |
| 5Y (ann.) | 84.67% | 26.34% |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Max Drawdown | -37.14% | -93.44% |
| Longest DD Days | 249.0 | 703.0 |
| Avg. Drawdown | -6.14% | -11.8% |
| Avg. Drawdown Days | 17.0 | 45.0 |
| Recovery Factor | 20.14 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.14 | 45 |
| 2024-03-01 | 2024-11-06 | -30.49 | 249 |
| 2022-09-27 | 2022-12-14 | -18.89 | 78 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2023-04-30 | 2023-10-20 | -15.94 | 172 |
| 2025-07-18 | 2025-08-29 | -15.24 | 41 |
| 2023-01-29 | 2023-04-26 | -15.12 | 86 |
| 2022-04-10 | 2022-06-19 | -14.87 | 70 |
| 2024-01-09 | 2024-02-28 | -13.26 | 50 |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 40.56% | 140.02% |
| Worst Month | -25.94% | -56.44% |
| Best Year | 148.0% | 921.46% |
| Worst Year | 30.93% | -88.71% |
| Avg. Up Day | 1.91% | 1.91% |
| Avg. Down Day | -1.5% | -1.56% |
| Avg. Up Week | 9.8% | 13.13% |
| Avg. Down Week | -4.33% | -6.62% |
| Avg. Up Month | 17.37% | 33.03% |
| Avg. Down Month | -6.88% | -17.6% |
| Win Days % | 49.49% | 50.24% |
| Win Month % | 59.46% | 51.16% |
| Win Week % | 55.42% | 48.39% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |