| Metric | 12244306:solusd:triple_med_gx:lsma280_110 | 12244306:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 220.38% | 147.18% |
| Max Drawdown | -40.13% | -93.44% |
| Sharpe | 0.49 | 0.38 |
| Sortino | 0.79 | 0.56 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 27.81 | 3.27 |
| Outlier Loss Ratio | 3.42 | 2.92 |
| Volatility (ann.) | 21.97% | 50.09% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.99 | 0.32 |
| Skew | 2.4 | 0.49 |
| Kurtosis | 47.89 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.74% | 2.13% |
| Expected Yearly % | 33.79% | 25.39% |
| Kelly Criterion | 6.3% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.26% |
| Expected Shortfall (cVaR) | -1.86% | -4.26% |
| Year | 12244306:SOLUSD | 12244306:solusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | -1.06 | 0.01 | + |
| 2023 | 921.46 | 132.28 | 0.14 | - |
| 2024 | 85.41 | 11.20 | 0.13 | - |
| 2025 | 5.60 | 25.37 | 4.53 | + |
| Metric | 12244306:solusd:triple_med_gx:lsma280_110 | 12244306:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -16.64% | 26.39% |
| 6M | 8.13% | 38.87% |
| YTD | 25.37% | 5.6% |
| 1Y | 48.1% | 47.35% |
| 3Y (ann.) | 31.56% | 84.92% |
| 5Y (ann.) | 39.78% | 29.73% |
| Metric | 12244306:solusd:triple_med_gx:lsma280_110 | 12244306:SOLUSD |
|---|---|---|
| Max Drawdown | -40.13% | -93.44% |
| Longest DD Days | 293.0 | 703.0 |
| Avg. Drawdown | -6.88% | -9.92% |
| Avg. Drawdown Days | 31.0 | 38.0 |
| Recovery Factor | 5.49 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -40.13 | 213 |
| 2024-04-01 | 2025-01-19 | -39.23 | 293 |
| 2025-01-19 | 2025-05-08 | -27.82 | 109 |
| 2025-05-11 | 2025-09-01 | -17.79 | 113 |
| 2022-03-19 | 2022-06-15 | -16.94 | 88 |
| 2023-11-25 | 2024-02-28 | -16.05 | 95 |
| 2022-06-16 | 2022-07-27 | -15.70 | 41 |
| 2022-08-01 | 2022-08-08 | -10.10 | 7 |
| 2022-08-08 | 2022-09-23 | -8.98 | 46 |
| 2023-04-29 | 2023-07-27 | -8.17 | 89 |
| Metric | 12244306:solusd:triple_med_gx:lsma280_110 | 12244306:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 31.02% | 140.02% |
| Worst Month | -27.04% | -56.44% |
| Best Year | 132.28% | 921.46% |
| Worst Year | -1.06% | -87.64% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.52% | -1.64% |
| Avg. Up Week | 11.57% | 16.04% |
| Avg. Down Week | -4.62% | -6.63% |
| Avg. Up Month | 19.95% | 40.1% |
| Avg. Down Month | -9.66% | -19.11% |
| Win Days % | 48.54% | 50.26% |
| Win Month % | 51.43% | 51.16% |
| Win Week % | 47.3% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |