| Metric | 12252477:solusd:triple_med_gx:lsma295_130 | 12252477:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 541.3% | 107.79% |
| Max Drawdown | -35.54% | -93.44% |
| Sharpe | 0.74 | 0.36 |
| Sortino | 1.24 | 0.53 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 1.26 | 1.02 |
| Outlier Win Ratio | 27.54 | 3.34 |
| Outlier Loss Ratio | 3.35 | 2.89 |
| Volatility (ann.) | 21.99% | 50.51% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.09 | 0.26 |
| Skew | 2.58 | 0.49 |
| Kurtosis | 48.65 | 11.48 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.64% | 1.8% |
| Expected Yearly % | 59.14% | 20.06% |
| Kelly Criterion | 10.52% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.3% |
| Expected Shortfall (cVaR) | -1.85% | -4.3% |
| Year | 12252477:SOLUSD | 12252477:solusd:triple_med_gx:lsma295_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | -1.00 | 0.01 | + |
| 2023 | 921.46 | 106.65 | 0.12 | - |
| 2024 | 85.41 | 135.88 | 1.59 | + |
| 2025 | -8.87 | 32.89 | -3.71 | + |
| Metric | 12252477:solusd:triple_med_gx:lsma295_130 | 12252477:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 14.6% | 36.47% |
| 6M | 32.89% | -8.22% |
| YTD | 32.89% | -8.87% |
| 1Y | 140.99% | 7.09% |
| 3Y (ann.) | 81.36% | 63.14% |
| 5Y (ann.) | 74.44% | 24.48% |
| Metric | 12252477:solusd:triple_med_gx:lsma295_130 | 12252477:SOLUSD |
|---|---|---|
| Max Drawdown | -35.54% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -5.67% | -10.7% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 15.23 | 1.15 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-01-29 | -35.54 | 124 |
| 2024-04-01 | 2024-10-14 | -34.39 | 196 |
| 2022-03-25 | 2022-07-18 | -32.85 | 115 |
| 2023-01-29 | 2023-04-13 | -18.41 | 73 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2025-05-14 | 2025-07-17 | -16.09 | 64 |
| 2023-07-27 | 2023-10-20 | -10.91 | 84 |
| 2024-11-30 | 2025-04-08 | -9.85 | 129 |
| 2023-04-30 | 2023-07-27 | -9.01 | 87 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12252477:solusd:triple_med_gx:lsma295_130 | 12252477:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -17.37% | -51.66% |
| Best Month | 36.84% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 135.88% | 921.46% |
| Worst Year | -1.0% | -87.96% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.54% | -1.6% |
| Avg. Up Week | 10.98% | 12.69% |
| Avg. Down Week | -5.61% | -7.3% |
| Avg. Up Month | 19.01% | 41.69% |
| Avg. Down Month | -8.61% | -20.79% |
| Win Days % | 50.99% | 50.17% |
| Win Month % | 63.33% | 51.22% |
| Win Week % | 60.34% | 47.75% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 50.0% |