| Metric | 12244360:solusd:triple_med_gx:lsma275_110 | 12244360:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 464.15% | 142.43% |
| Max Drawdown | -41.36% | -93.44% |
| Sharpe | 0.67 | 0.38 |
| Sortino | 1.1 | 0.56 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 26.95 | 3.37 |
| Outlier Loss Ratio | 3.49 | 2.92 |
| Volatility (ann.) | 22.29% | 50.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.56 | 0.31 |
| Skew | 2.2 | 0.49 |
| Kurtosis | 40.05 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.11% | 2.08% |
| Expected Yearly % | 54.12% | 24.78% |
| Kelly Criterion | 8.43% | 10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.26% |
| Expected Shortfall (cVaR) | -1.88% | -4.26% |
| Year | 12244360:SOLUSD | 12244360:solusd:triple_med_gx:lsma275_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | -12.31 | 0.14 | + |
| 2023 | 921.46 | 167.16 | 0.18 | - |
| 2024 | 85.41 | 32.93 | 0.39 | - |
| 2025 | 5.60 | 81.15 | 14.48 | + |
| Metric | 12244360:solusd:triple_med_gx:lsma275_110 | 12244360:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.13% | 26.39% |
| 6M | 29.02% | 38.87% |
| YTD | 81.15% | 5.6% |
| 1Y | 125.65% | 47.35% |
| 3Y (ann.) | 66.19% | 84.92% |
| 5Y (ann.) | 64.42% | 28.98% |
| Metric | 12244360:solusd:triple_med_gx:lsma275_110 | 12244360:SOLUSD |
|---|---|---|
| Max Drawdown | -41.36% | -93.44% |
| Longest DD Days | 239.0 | 703.0 |
| Avg. Drawdown | -5.72% | -10.56% |
| Avg. Drawdown Days | 21.0 | 40.0 |
| Recovery Factor | 11.22 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -41.36 | 213 |
| 2024-04-01 | 2024-11-26 | -38.11 | 239 |
| 2022-04-10 | 2022-07-27 | -24.17 | 108 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-11-25 | 2024-02-28 | -16.32 | 95 |
| 2025-07-18 | 2025-09-01 | -16.11 | 45 |
| 2025-01-19 | 2025-04-04 | -12.00 | 75 |
| 2022-07-29 | 2022-09-23 | -10.49 | 56 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2023-07-27 | 2023-10-16 | -8.71 | 81 |
| Metric | 12244360:solusd:triple_med_gx:lsma275_110 | 12244360: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 | 167.16% | 921.46% |
| Worst Year | -12.31% | -87.88% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.5% | -1.55% |
| Avg. Up Week | 11.13% | 14.32% |
| Avg. Down Week | -4.97% | -7.49% |
| Avg. Up Month | 22.29% | 39.28% |
| Avg. Down Month | -7.92% | -18.93% |
| Win Days % | 48.71% | 50.25% |
| Win Month % | 51.35% | 51.16% |
| Win Week % | 53.85% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |