| Metric | 12252363:solusd:triple_med_gx:lsma270_130 | 12252363:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 352.06% | 125.87% |
| Max Drawdown | -41.35% | -93.44% |
| Sharpe | 0.62 | 0.37 |
| Sortino | 1.03 | 0.54 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.7 | 1.06 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 30.53 | 3.16 |
| Outlier Loss Ratio | 3.38 | 2.87 |
| Volatility (ann.) | 21.02% | 50.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.31 | 0.28 |
| Skew | 2.94 | 0.48 |
| Kurtosis | 58.9 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.57% | 1.91% |
| Expected Yearly % | 45.81% | 22.59% |
| Kelly Criterion | 9.57% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.26% |
| Expected Shortfall (cVaR) | -1.77% | -4.26% |
| Year | 12252363:SOLUSD | 12252363:solusd:triple_med_gx:lsma270_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 3.65 | -0.04 | + |
| 2023 | 921.46 | 113.20 | 0.12 | - |
| 2024 | 85.41 | 92.47 | 1.08 | + |
| 2025 | 5.60 | 6.29 | 1.12 | + |
| Metric | 12252363:solusd:triple_med_gx:lsma270_130 | 12252363:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.34% | 26.39% |
| 6M | 21.49% | 38.87% |
| YTD | 6.29% | 5.6% |
| 1Y | 57.63% | 47.35% |
| 3Y (ann.) | 43.15% | 84.92% |
| 5Y (ann.) | 54.17% | 26.34% |
| Metric | 12252363:solusd:triple_med_gx:lsma270_130 | 12252363:SOLUSD |
|---|---|---|
| Max Drawdown | -41.35% | -93.44% |
| Longest DD Days | 211.0 | 703.0 |
| Avg. Drawdown | -6.24% | -11.8% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 8.51 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-26 | -41.35 | 211 |
| 2024-11-29 | 2025-05-08 | -33.44 | 160 |
| 2024-06-05 | 2024-10-20 | -30.62 | 137 |
| 2022-04-11 | 2022-06-20 | -27.95 | 70 |
| 2025-05-14 | 2025-09-01 | -16.81 | 110 |
| 2023-10-24 | 2024-01-06 | -11.40 | 74 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-06-04 | -11.13 | 64 |
| 2022-07-30 | 2022-09-27 | -9.96 | 58 |
| 2023-07-27 | 2023-10-19 | -8.15 | 84 |
| Metric | 12252363:solusd:triple_med_gx:lsma270_130 | 12252363:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.21% | 140.02% |
| Worst Month | -30.21% | -56.44% |
| Best Year | 113.2% | 921.46% |
| Worst Year | 3.65% | -88.71% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.5% | -1.55% |
| Avg. Up Week | 10.87% | 13.6% |
| Avg. Down Week | -4.95% | -8.04% |
| Avg. Up Month | 16.76% | 38.34% |
| Avg. Down Month | -7.13% | -18.67% |
| Win Days % | 50.11% | 50.24% |
| Win Month % | 56.25% | 51.16% |
| Win Week % | 58.33% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |