| Metric | 12246559:solusd:triple_med_gx:lsma270_115 | 12246559:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 430.5% | 125.87% |
| Max Drawdown | -38.29% | -93.44% |
| Sharpe | 0.63 | 0.37 |
| Sortino | 1.07 | 0.54 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 26.03 | 3.37 |
| Outlier Loss Ratio | 3.48 | 2.91 |
| Volatility (ann.) | 22.96% | 50.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.6 | 0.28 |
| Skew | 2.99 | 0.48 |
| Kurtosis | 50.76 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.96% | 1.91% |
| Expected Yearly % | 51.77% | 22.59% |
| Kelly Criterion | 8.01% | 8.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.26% |
| Expected Shortfall (cVaR) | -1.94% | -4.26% |
| Year | 12246559:SOLUSD | 12246559:solusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 12.70 | -0.14 | + |
| 2023 | 921.46 | 122.89 | 0.13 | - |
| 2024 | 85.41 | 85.40 | 1.00 | - |
| 2025 | 5.60 | 13.91 | 2.48 | + |
| Metric | 12246559:solusd:triple_med_gx:lsma270_115 | 12246559:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 1.02% | 26.39% |
| 6M | 4.64% | 38.87% |
| YTD | 13.91% | 5.6% |
| 1Y | 69.84% | 47.35% |
| 3Y (ann.) | 60.97% | 84.92% |
| 5Y (ann.) | 61.42% | 26.34% |
| Metric | 12246559:solusd:triple_med_gx:lsma270_115 | 12246559:SOLUSD |
|---|---|---|
| Max Drawdown | -38.29% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -6.4% | -11.8% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 11.24 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-09 | -38.29 | 109 |
| 2022-07-30 | 2023-01-04 | -33.43 | 157 |
| 2024-03-26 | 2024-10-14 | -32.91 | 202 |
| 2022-03-25 | 2022-07-19 | -32.19 | 116 |
| 2025-05-14 | 2025-09-01 | -21.96 | 110 |
| 2024-01-11 | 2024-02-29 | -14.09 | 48 |
| 2023-01-29 | 2023-04-12 | -13.75 | 72 |
| 2023-07-27 | 2023-10-20 | -10.48 | 84 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2023-04-30 | 2023-07-26 | -9.08 | 87 |
| Metric | 12246559:solusd:triple_med_gx:lsma270_115 | 12246559:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -13.13% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.2% | -56.44% |
| Best Year | 122.89% | 921.46% |
| Worst Year | 12.7% | -88.71% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 9.53% | 11.75% |
| Avg. Down Week | -5.46% | -7.74% |
| Avg. Up Month | 15.42% | 38.58% |
| Avg. Down Month | -7.67% | -18.8% |
| Win Days % | 48.9% | 50.24% |
| Win Month % | 58.97% | 51.16% |
| Win Week % | 58.67% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |