| Metric | 12250333:solusd:triple_med_gx:lsma270_125 | 12250333:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 280.01% | 125.87% |
| Max Drawdown | -38.01% | -93.44% |
| Sharpe | 0.55 | 0.37 |
| Sortino | 0.91 | 0.54 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 29.18 | 3.18 |
| Outlier Loss Ratio | 3.42 | 2.89 |
| Volatility (ann.) | 21.68% | 50.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.23 | 0.28 |
| Skew | 2.99 | 0.48 |
| Kurtosis | 57.33 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.15% | 1.91% |
| Expected Yearly % | 39.62% | 22.59% |
| Kelly Criterion | 8.03% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.26% |
| Expected Shortfall (cVaR) | -1.83% | -4.26% |
| Year | 12250333:SOLUSD | 12250333:solusd:triple_med_gx:lsma270_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -11.68 | 0.13 | + |
| 2023 | 921.46 | 125.23 | 0.14 | - |
| 2024 | 85.41 | 85.19 | 1.00 | - |
| 2025 | 5.60 | 3.16 | 0.56 | - |
| Metric | 12250333:solusd:triple_med_gx:lsma270_125 | 12250333:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -9.9% | 26.39% |
| 6M | 17.91% | 38.87% |
| YTD | 3.16% | 5.6% |
| 1Y | 42.4% | 47.35% |
| 3Y (ann.) | 48.55% | 84.92% |
| 5Y (ann.) | 46.68% | 26.34% |
| Metric | 12250333:solusd:triple_med_gx:lsma270_125 | 12250333:SOLUSD |
|---|---|---|
| Max Drawdown | -38.01% | -93.44% |
| Longest DD Days | 160.0 | 703.0 |
| Avg. Drawdown | -6.34% | -11.8% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 7.37 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-07-28 | -38.01 | 109 |
| 2022-12-15 | 2023-04-11 | -35.97 | 117 |
| 2024-11-29 | 2025-05-08 | -32.13 | 160 |
| 2024-06-05 | 2024-11-06 | -30.36 | 153 |
| 2025-05-14 | 2025-09-01 | -18.28 | 110 |
| 2022-07-30 | 2022-11-10 | -14.54 | 102 |
| 2024-01-09 | 2024-02-28 | -13.65 | 50 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-07-27 | 2023-10-19 | -8.15 | 84 |
| Metric | 12250333:solusd:triple_med_gx:lsma270_125 | 12250333:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -24.73% | -51.66% |
| Best Month | 33.5% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 125.23% | 921.46% |
| Worst Year | -11.68% | -88.71% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.5% | -1.58% |
| Avg. Up Week | 10.92% | 13.21% |
| Avg. Down Week | -5.74% | -8.14% |
| Avg. Up Month | 17.96% | 40.67% |
| Avg. Down Month | -7.62% | -19.25% |
| Win Days % | 49.29% | 50.24% |
| Win Month % | 51.52% | 51.16% |
| Win Week % | 55.38% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |