| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 165.19% | 142.43% |
| Max Drawdown | -44.16% | -93.44% |
| Sharpe | 0.45 | 0.38 |
| Sortino | 0.74 | 0.56 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 33.08 | 3.19 |
| Outlier Loss Ratio | 3.37 | 2.82 |
| Volatility (ann.) | 19.82% | 50.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.73 | 0.31 |
| Skew | 2.99 | 0.49 |
| Kurtosis | 53.22 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.29% | 2.08% |
| Expected Yearly % | 27.61% | 24.78% |
| Kelly Criterion | 6.23% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12253977:SOLUSD | 12253977:solusd:triple_med_gx:lsma275_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 70.80 | -0.81 | + |
| 2023 | 921.46 | 74.78 | 0.08 | - |
| 2024 | 85.41 | -14.39 | -0.17 | - |
| 2025 | 5.60 | 3.77 | 0.67 | - |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.26% | 26.39% |
| 6M | 11.05% | 38.87% |
| YTD | 3.77% | 5.6% |
| 1Y | 13.56% | 47.35% |
| 3Y (ann.) | 5.75% | 84.92% |
| 5Y (ann.) | 32.35% | 28.98% |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| Max Drawdown | -44.16% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.22% | -10.56% |
| Avg. Drawdown Days | 27.0 | 40.0 |
| Recovery Factor | 3.74 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -44.16 | 518 |
| 2022-10-14 | 2023-01-29 | -35.08 | 107 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2023-01-29 | 2023-04-12 | -16.09 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-04-23 | 2023-10-19 | -14.63 | 179 |
| 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 |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977: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 | 74.78% | 921.46% |
| Worst Year | -14.39% | -87.88% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.49% | -1.61% |
| Avg. Up Week | 9.27% | 12.56% |
| Avg. Down Week | -4.3% | -8.96% |
| Avg. Up Month | 17.99% | 42.06% |
| Avg. Down Month | -9.77% | -24.52% |
| Win Days % | 48.11% | 50.25% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 50.72% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |