| Metric | 12248355:solusd:triple_med_gx:lsma275_120 | 12248355:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 425.59% | 142.43% |
| Max Drawdown | -40.37% | -93.44% |
| Sharpe | 0.65 | 0.38 |
| Sortino | 1.08 | 0.56 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 27.6 | 3.33 |
| Outlier Loss Ratio | 3.46 | 2.89 |
| Volatility (ann.) | 21.84% | 50.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.51 | 0.31 |
| Skew | 2.22 | 0.49 |
| Kurtosis | 42.34 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.93% | 2.08% |
| Expected Yearly % | 51.41% | 24.78% |
| Kelly Criterion | 8.67% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.26% |
| Expected Shortfall (cVaR) | -1.84% | -4.26% |
| Year | 12248355:SOLUSD | 12248355:solusd:triple_med_gx:lsma275_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | -6.72 | 0.08 | + |
| 2023 | 921.46 | 128.33 | 0.14 | - |
| 2024 | 85.41 | 95.37 | 1.12 | + |
| 2025 | 5.60 | 26.31 | 4.70 | + |
| Metric | 12248355:solusd:triple_med_gx:lsma275_120 | 12248355:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.12% | 26.39% |
| 6M | 4.01% | 38.87% |
| YTD | 26.31% | 5.6% |
| 1Y | 79.59% | 47.35% |
| 3Y (ann.) | 58.34% | 84.92% |
| 5Y (ann.) | 61.11% | 28.98% |
| Metric | 12248355:solusd:triple_med_gx:lsma275_120 | 12248355:SOLUSD |
|---|---|---|
| Max Drawdown | -40.37% | -93.44% |
| Longest DD Days | 180.0 | 703.0 |
| Avg. Drawdown | -6.62% | -10.56% |
| Avg. Drawdown Days | 23.0 | 40.0 |
| Recovery Factor | 10.54 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-04-12 | -40.37 | 180 |
| 2022-04-10 | 2022-08-08 | -39.58 | 119 |
| 2025-02-04 | 2025-05-08 | -28.04 | 93 |
| 2024-07-19 | 2024-10-14 | -25.71 | 86 |
| 2025-05-14 | 2025-09-01 | -23.21 | 110 |
| 2024-04-01 | 2024-07-19 | -13.22 | 109 |
| 2024-01-09 | 2024-02-28 | -12.96 | 50 |
| 2024-11-12 | 2025-01-18 | -11.09 | 67 |
| 2023-04-30 | 2023-07-27 | -8.65 | 87 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12248355:solusd:triple_med_gx:lsma275_120 | 12248355:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 33.69% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 128.33% | 921.46% |
| Worst Year | -6.72% | -87.88% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.49% | -1.55% |
| Avg. Up Week | 11.15% | 13.69% |
| Avg. Down Week | -5.56% | -7.71% |
| Avg. Up Month | 17.32% | 38.72% |
| Avg. Down Month | -6.74% | -20.31% |
| Win Days % | 49.35% | 50.25% |
| Win Month % | 54.29% | 51.16% |
| Win Week % | 58.57% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |