| Metric | 12246389:solusd:triple_med_gx:lsma270_115 | 12246389:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 505.66% | 125.87% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.68 | 0.37 |
| Sortino | 1.15 | 0.54 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 26.44 | 3.36 |
| Outlier Loss Ratio | 3.47 | 2.91 |
| Volatility (ann.) | 22.63% | 50.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.79 | 0.28 |
| Skew | 2.79 | 0.48 |
| Kurtosis | 47.73 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.28% | 1.91% |
| Expected Yearly % | 56.88% | 22.59% |
| Kelly Criterion | 8.58% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.26% |
| Expected Shortfall (cVaR) | -1.91% | -4.26% |
| Year | 12246389:SOLUSD | 12246389:solusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -0.58 | 0.01 | + |
| 2023 | 921.46 | 111.65 | 0.12 | - |
| 2024 | 85.41 | 93.89 | 1.10 | + |
| 2025 | 5.60 | 48.44 | 8.65 | + |
| Metric | 12246389:solusd:triple_med_gx:lsma270_115 | 12246389:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.87% | 26.39% |
| 6M | 13.7% | 38.87% |
| YTD | 48.44% | 5.6% |
| 1Y | 120.86% | 47.35% |
| 3Y (ann.) | 67.14% | 84.92% |
| 5Y (ann.) | 67.67% | 26.34% |
| Metric | 12246389:solusd:triple_med_gx:lsma270_115 | 12246389:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -6.3% | -11.8% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 13.35 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-26 | -37.89 | 132 |
| 2022-04-10 | 2022-07-28 | -33.07 | 108 |
| 2024-06-05 | 2024-11-06 | -32.85 | 153 |
| 2025-02-04 | 2025-04-12 | -22.71 | 67 |
| 2025-05-14 | 2025-09-01 | -21.09 | 110 |
| 2022-09-27 | 2022-12-14 | -16.93 | 78 |
| 2024-04-01 | 2024-05-27 | -13.31 | 56 |
| 2023-04-30 | 2023-10-20 | -13.09 | 172 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| Metric | 12246389:solusd:triple_med_gx:lsma270_115 | 12246389:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.16% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 111.65% | 921.46% |
| Worst Year | -0.58% | -88.71% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.51% | -1.53% |
| Avg. Up Week | 9.67% | 12.59% |
| Avg. Down Week | -4.9% | -7.31% |
| Avg. Up Month | 18.49% | 35.14% |
| Avg. Down Month | -7.76% | -19.25% |
| Win Days % | 49.32% | 50.24% |
| Win Month % | 56.76% | 51.16% |
| Win Week % | 57.89% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |