| Metric | 12253976:solusd:triple_med_gx:lsma280_135 | 12253976:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 130.53% | 147.18% |
| Max Drawdown | -44.43% | -93.44% |
| Sharpe | 0.4 | 0.38 |
| Sortino | 0.65 | 0.56 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 32.98 | 3.19 |
| Outlier Loss Ratio | 3.39 | 2.84 |
| Volatility (ann.) | 19.91% | 50.09% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.61 | 0.32 |
| Skew | 2.94 | 0.49 |
| Kurtosis | 52.43 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.96% | 2.13% |
| Expected Yearly % | 23.22% | 25.39% |
| Kelly Criterion | 5.01% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12253976:SOLUSD | 12253976:solusd:triple_med_gx:lsma280_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 61.97 | -0.71 | + |
| 2023 | 921.46 | 61.57 | 0.07 | - |
| 2024 | 85.41 | -12.72 | -0.15 | - |
| 2025 | 5.60 | 0.93 | 0.17 | - |
| Metric | 12253976:solusd:triple_med_gx:lsma280_135 | 12253976:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.37% | 26.39% |
| 6M | 9.5% | 38.87% |
| YTD | 0.93% | 5.6% |
| 1Y | 11.81% | 47.35% |
| 3Y (ann.) | 2.23% | 84.92% |
| 5Y (ann.) | 27.15% | 29.73% |
| Metric | 12253976:solusd:triple_med_gx:lsma280_135 | 12253976:SOLUSD |
|---|---|---|
| Max Drawdown | -44.43% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.41% | -9.92% |
| Avg. Drawdown Days | 30.0 | 38.0 |
| Recovery Factor | 2.94 | 1.58 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -44.43 | 518 |
| 2022-10-14 | 2023-01-26 | -34.84 | 103 |
| 2023-01-29 | 2023-10-20 | -18.43 | 263 |
| 2022-07-30 | 2022-10-06 | -17.13 | 67 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-01-02 | 2024-03-01 | -14.07 | 58 |
| 2022-04-10 | 2022-06-14 | -13.12 | 64 |
| 2023-10-20 | 2023-11-22 | -8.45 | 33 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2022-10-12 | 2022-10-14 | -7.92 | 1 |
| Metric | 12253976:solusd:triple_med_gx:lsma280_135 | 12253976:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 58.72% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 61.97% | 921.46% |
| Worst Year | -12.72% | -87.64% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.51% | -1.61% |
| Avg. Up Week | 10.26% | 13.26% |
| Avg. Down Week | -4.78% | -9.21% |
| Avg. Up Month | 16.26% | 42.22% |
| Avg. Down Month | -9.26% | -24.16% |
| Win Days % | 47.74% | 50.26% |
| Win Month % | 51.52% | 51.16% |
| Win Week % | 47.76% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |