| Metric | 12248402:solusd:triple_med_gx:lsma270_120 | 12248402:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 560.25% | 128.68% |
| Max Drawdown | -39.76% | -93.44% |
| Sharpe | 0.7 | 0.36 |
| Sortino | 1.19 | 0.54 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 26.98 | 3.27 |
| Outlier Loss Ratio | 3.49 | 2.89 |
| Volatility (ann.) | 22.16% | 49.72% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.73 | 0.28 |
| Skew | 3.11 | 0.48 |
| Kurtosis | 56.77 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.38% | 1.9% |
| Expected Yearly % | 60.3% | 22.97% |
| Kelly Criterion | 9.87% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.23% |
| Expected Shortfall (cVaR) | -1.87% | -4.23% |
| Year | 12248402:SOLUSD | 12248402:solusd:triple_med_gx:lsma270_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -5.29 | 0.06 | + |
| 2023 | 921.46 | 111.03 | 0.12 | - |
| 2024 | 85.41 | 133.78 | 1.57 | + |
| 2025 | 6.92 | 41.31 | 5.97 | + |
| Metric | 12248402:solusd:triple_med_gx:lsma270_120 | 12248402:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -6.89% | 24.43% |
| 6M | 3.62% | 56.02% |
| YTD | 41.31% | 6.92% |
| 1Y | 118.32% | 36.69% |
| 3Y (ann.) | 77.07% | 87.68% |
| 5Y (ann.) | 68.86% | 25.81% |
| Metric | 12248402:solusd:triple_med_gx:lsma270_120 | 12248402:SOLUSD |
|---|---|---|
| Max Drawdown | -39.76% | -93.44% |
| Longest DD Days | 169.0 | 703.0 |
| Avg. Drawdown | -6.04% | -11.8% |
| Avg. Drawdown Days | 19.0 | 46.0 |
| Recovery Factor | 14.09 | 1.38 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-09-27 | -39.76 | 169 |
| 2022-12-16 | 2023-01-29 | -35.01 | 44 |
| 2024-06-05 | 2024-10-07 | -26.17 | 123 |
| 2025-02-04 | 2025-04-17 | -25.16 | 71 |
| 2025-05-14 | 2025-10-14 | -23.54 | 153 |
| 2024-01-09 | 2024-02-28 | -15.51 | 50 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-07-27 | 2023-10-20 | -12.12 | 84 |
| 2024-04-01 | 2024-05-15 | -11.40 | 44 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| Metric | 12248402:solusd:triple_med_gx:lsma270_120 | 12248402: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 | 36.6% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 133.78% | 921.46% |
| Worst Year | -5.29% | -88.71% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.46% | -1.55% |
| Avg. Up Week | 11.21% | 12.88% |
| Avg. Down Week | -4.89% | -7.94% |
| Avg. Up Month | 17.59% | 36.08% |
| Avg. Down Month | -6.67% | -20.43% |
| Win Days % | 49.59% | 50.24% |
| Win Month % | 55.56% | 52.27% |
| Win Week % | 56.34% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 75.0% | 75.0% |