| Metric | 12242644:solusd:triple_med_gx:lsma270_105 | 12242644:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 1,216.49% | 118.13% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.87 | 0.36 |
| Sortino | 1.5 | 0.53 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 23.37 | 3.44 |
| Outlier Loss Ratio | 3.53 | 2.93 |
| Volatility (ann.) | 23.83% | 49.7% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.69 | 0.26 |
| Skew | 2.95 | 0.48 |
| Kurtosis | 44.82 | 11.46 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 6.03% | 1.79% |
| Expected Yearly % | 90.48% | 21.53% |
| Kelly Criterion | 10.97% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -4.23% |
| Expected Shortfall (cVaR) | -2.0% | -4.23% |
| Year | 12242644:SOLUSD | 12242644:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 89.73 | -1.01 | + |
| 2023 | 921.46 | 132.95 | 0.14 | - |
| 2024 | 85.41 | 81.82 | 0.96 | - |
| 2025 | 1.99 | 63.83 | 32.14 | + |
| Metric | 12242644:solusd:triple_med_gx:lsma270_105 | 12242644:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.52% | 17.41% |
| 6M | 3.33% | 52.72% |
| YTD | 63.83% | 1.99% |
| 1Y | 120.42% | 24.46% |
| 3Y (ann.) | 78.61% | 86.57% |
| 5Y (ann.) | 104.4% | 24.15% |
| Metric | 12242644:solusd:triple_med_gx:lsma270_105 | 12242644:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -5.68% | -11.8% |
| Avg. Drawdown Days | 16.0 | 46.0 |
| Recovery Factor | 31.38 | 1.26 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2024-04-01 | 2024-10-14 | -30.16 | 196 |
| 2025-05-16 | 2025-10-16 | -23.71 | 152 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-04-30 | 2023-10-21 | -16.11 | 173 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2023-01-29 | 2023-04-12 | -15.48 | 72 |
| 2022-04-10 | 2022-06-14 | -15.08 | 64 |
| 2024-01-09 | 2024-02-28 | -14.91 | 50 |
| 2025-02-04 | 2025-04-04 | -12.43 | 59 |
| Metric | 12242644:solusd:triple_med_gx:lsma270_105 | 12242644:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 132.95% | 921.46% |
| Worst Year | 63.83% | -88.71% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 10.37% | 11.97% |
| Avg. Down Week | -4.6% | -7.08% |
| Avg. Up Month | 20.49% | 35.42% |
| Avg. Down Month | -6.5% | -19.02% |
| Win Days % | 49.45% | 50.22% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 55.42% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |