| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 763.89% | 118.13% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.75 | 0.36 |
| Sortino | 1.28 | 0.53 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 23.61 | 3.4 |
| Outlier Loss Ratio | 3.6 | 2.93 |
| Volatility (ann.) | 23.55% | 49.7% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.14 | 0.26 |
| Skew | 2.91 | 0.48 |
| Kurtosis | 45.68 | 11.46 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.02% | 1.79% |
| Expected Yearly % | 71.44% | 21.53% |
| Kelly Criterion | 8.45% | 9.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.23% |
| Expected Shortfall (cVaR) | -1.98% | -4.23% |
| Year | 12242701:SOLUSD | 12242701:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 25.57 | -0.29 | + |
| 2023 | 921.46 | 169.84 | 0.18 | - |
| 2024 | 85.41 | 85.31 | 1.00 | - |
| 2025 | 1.99 | 37.59 | 18.93 | + |
| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -15.48% | 17.41% |
| 6M | -8.09% | 52.72% |
| YTD | 37.59% | 1.99% |
| 1Y | 72.43% | 24.46% |
| 3Y (ann.) | 75.98% | 86.57% |
| 5Y (ann.) | 81.86% | 24.15% |
| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -5.96% | -11.8% |
| Avg. Drawdown Days | 18.0 | 46.0 |
| Recovery Factor | 19.96 | 1.26 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-11 | -38.28 | 118 |
| 2025-05-14 | 2025-10-16 | -33.08 | 155 |
| 2024-06-05 | 2024-11-06 | -32.03 | 153 |
| 2025-02-04 | 2025-04-12 | -23.84 | 67 |
| 2022-03-25 | 2022-06-15 | -23.51 | 82 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2023-04-30 | 2023-10-21 | -18.58 | 173 |
| 2024-04-01 | 2024-06-05 | -17.79 | 65 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2022-09-27 | 2022-11-10 | -10.65 | 44 |
| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -16.88% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -32.6% | -56.44% |
| Best Year | 169.84% | 921.46% |
| Worst Year | 25.57% | -88.71% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 9.61% | 13.47% |
| Avg. Down Week | -4.88% | -7.18% |
| Avg. Up Month | 19.69% | 38.88% |
| Avg. Down Month | -7.55% | -20.31% |
| Win Days % | 48.68% | 50.22% |
| Win Month % | 58.97% | 52.27% |
| Win Week % | 57.95% | 48.44% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |