| Metric | 12252479:solusd:triple_med_gx:lsma275_130 | 12252479:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 469.82% | 109.22% |
| Max Drawdown | -42.11% | -93.44% |
| Sharpe | 0.71 | 0.36 |
| Sortino | 1.18 | 0.53 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 1.27 | 1.02 |
| Outlier Win Ratio | 28.79 | 3.27 |
| Outlier Loss Ratio | 3.37 | 2.89 |
| Volatility (ann.) | 21.52% | 50.45% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.62 | 0.26 |
| Skew | 2.69 | 0.49 |
| Kurtosis | 52.7 | 11.49 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.34% | 1.82% |
| Expected Yearly % | 54.5% | 20.27% |
| Kelly Criterion | 10.26% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.29% |
| Expected Shortfall (cVaR) | -1.81% | -4.29% |
| Year | 12252479:SOLUSD | 12252479:solusd:triple_med_gx:lsma275_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | -14.98 | 0.17 | + |
| 2023 | 921.46 | 109.42 | 0.12 | - |
| 2024 | 85.41 | 137.13 | 1.61 | + |
| 2025 | -8.87 | 34.96 | -3.94 | + |
| Metric | 12252479:solusd:triple_med_gx:lsma275_130 | 12252479:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 17.79% | 36.47% |
| 6M | 34.96% | -8.22% |
| YTD | 34.96% | -8.87% |
| 1Y | 119.05% | 7.09% |
| 3Y (ann.) | 74.85% | 63.14% |
| 5Y (ann.) | 68.02% | 24.62% |
| Metric | 12252479:solusd:triple_med_gx:lsma275_130 | 12252479:SOLUSD |
|---|---|---|
| Max Drawdown | -42.11% | -93.44% |
| Longest DD Days | 271.0 | 703.0 |
| Avg. Drawdown | -5.51% | -10.56% |
| Avg. Drawdown Days | 20.0 | 39.0 |
| Recovery Factor | 11.16 | 1.17 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-28 | -42.11 | 271 |
| 2022-03-25 | 2022-07-19 | -33.41 | 115 |
| 2024-06-05 | 2024-10-14 | -28.39 | 130 |
| 2024-11-30 | 2025-04-09 | -14.52 | 130 |
| 2024-04-01 | 2024-05-17 | -13.99 | 46 |
| 2025-05-14 | 2025-07-17 | -13.76 | 64 |
| 2023-04-30 | 2023-10-20 | -11.91 | 173 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-11-30 | 2024-01-08 | -8.20 | 39 |
| 2024-02-21 | 2024-02-26 | -7.76 | 5 |
| Metric | 12252479:solusd:triple_med_gx:lsma275_130 | 12252479: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 | 137.13% | 921.46% |
| Worst Year | -14.98% | -87.88% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.53% | -1.61% |
| Avg. Up Week | 11.61% | 13.06% |
| Avg. Down Week | -5.89% | -8.02% |
| Avg. Up Month | 19.98% | 39.02% |
| Avg. Down Month | -8.17% | -21.17% |
| Win Days % | 50.73% | 50.19% |
| Win Month % | 58.62% | 51.22% |
| Win Week % | 58.18% | 47.49% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 50.0% |