| Metric | 12244356:solusd:triple_med_gx:lsma270_110 | 12244356:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 434.43% | 125.87% |
| Max Drawdown | -39.14% | -93.44% |
| Sharpe | 0.66 | 0.37 |
| Sortino | 1.08 | 0.54 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 27.5 | 3.34 |
| Outlier Loss Ratio | 3.49 | 2.92 |
| Volatility (ann.) | 21.97% | 50.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.58 | 0.28 |
| Skew | 2.17 | 0.48 |
| Kurtosis | 41.26 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.97% | 1.91% |
| Expected Yearly % | 52.05% | 22.59% |
| Kelly Criterion | 8.25% | 9.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.26% |
| Expected Shortfall (cVaR) | -1.85% | -4.26% |
| Year | 12244356:SOLUSD | 12244356:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -8.17 | 0.09 | + |
| 2023 | 921.46 | 159.46 | 0.17 | - |
| 2024 | 85.41 | 23.90 | 0.28 | - |
| 2025 | 5.60 | 81.03 | 14.46 | + |
| Metric | 12244356:solusd:triple_med_gx:lsma270_110 | 12244356:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.19% | 26.39% |
| 6M | 28.93% | 38.87% |
| YTD | 81.03% | 5.6% |
| 1Y | 124.99% | 47.35% |
| 3Y (ann.) | 62.73% | 84.92% |
| 5Y (ann.) | 61.76% | 26.34% |
| Metric | 12244356:solusd:triple_med_gx:lsma270_110 | 12244356:SOLUSD |
|---|---|---|
| Max Drawdown | -39.14% | -93.44% |
| Longest DD Days | 290.0 | 703.0 |
| Avg. Drawdown | -5.83% | -11.8% |
| Avg. Drawdown Days | 25.0 | 45.0 |
| Recovery Factor | 11.1 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -39.14 | 213 |
| 2024-04-01 | 2025-01-16 | -36.19 | 290 |
| 2022-04-10 | 2022-07-27 | -23.51 | 108 |
| 2023-11-25 | 2024-02-29 | -19.55 | 95 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-01 | -16.17 | 45 |
| 2025-01-19 | 2025-04-04 | -12.00 | 75 |
| 2022-07-29 | 2022-09-23 | -9.29 | 56 |
| 2023-04-29 | 2023-07-27 | -8.61 | 89 |
| 2023-07-27 | 2023-10-16 | -6.87 | 80 |
| Metric | 12244356:solusd:triple_med_gx:lsma270_110 | 12244356:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.43% | -56.44% |
| Best Year | 159.46% | 921.46% |
| Worst Year | -8.17% | -88.71% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.51% | -1.55% |
| Avg. Up Week | 10.81% | 13.91% |
| Avg. Down Week | -4.56% | -7.31% |
| Avg. Up Month | 20.57% | 36.69% |
| Avg. Down Month | -8.61% | -19.11% |
| Win Days % | 48.73% | 50.24% |
| Win Month % | 55.56% | 51.16% |
| Win Week % | 53.85% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |