| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Time in Market | 99.0% | 97.0% |
| Cumulative Return | 392.94% | 142.36% |
| Max Drawdown | -22.12% | -88.87% |
| Sharpe | 6.49 | 0.66 |
| Sortino | 17.76 | 2.22 |
| Payoff Ratio | 5.18 | 1.6 |
| Profit Factor | 3.74 | 1.23 |
| Common Sense Ratio | 9.18 | 0.18 |
| CPC Index | 9.34 | 0.26 |
| Tail Ratio | 2.46 | 1.2 |
| Outlier Win Ratio | 220.24 | 2.57 |
| Outlier Loss Ratio | 497.37 | 3.08 |
| Volatility (ann.) | 154.04% | 491.7% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.3 | 0.0 |
| Skew | 1.5 | 6.56 |
| Kurtosis | 3.58 | 49.84 |
| Expected Daily % | 2.45% | 0.4% |
| Expected Monthly % | 5.65% | 0.92% |
| Expected Yearly % | 49.0% | 6.89% |
| Kelly Criterion | 28.99% | -3.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.52% | -2064.72% |
| Expected Shortfall (cVaR) | -10.52% | -1747.08% |
| Year | 12254759:SOLUSD | 12254759:solusd:triple_med_gx:lsma270_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -85.28 | 47.97 | -0.56 | + |
| 2023 | 415.28 | 21.55 | 0.05 | - |
| 2024 | 274.63 | 159.44 | 0.58 | - |
| 2025 | -14.73 | 5.64 | -0.38 | + |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| MTD | 5.64% | -14.73% |
| 3M | 24.65% | 1.81% |
| 6M | 65.65% | 32.16% |
| YTD | 5.64% | -14.73% |
| 1Y | 173.36% | 120.13% |
| 3Y (ann.) | 73.02% | 9.59% |
| 5Y (ann.) | 73.02% | 9.59% |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Max Drawdown | -22.12% | -88.87% |
| Longest DD Days | 430.0 | 688.0 |
| Avg. Drawdown | -2.3% | -48.73% |
| Avg. Drawdown Days | 34.0 | 302.0 |
| Recovery Factor | 17.76 | 0.05 |
| Ulcer Index | 0.94 | 2.45 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-28 | 2023-12-02 | -22.12 | 430 |
| 2024-03-26 | 2024-05-20 | -8.21 | 54 |
| 2024-06-07 | 2024-08-10 | -7.71 | 64 |
| 2024-01-10 | 2024-03-01 | -5.02 | 50 |
| 2024-09-19 | 2024-09-23 | -0.18 | 4 |
| 2024-11-05 | 2024-11-06 | -0.18 | 1 |
| 2024-10-07 | 2024-10-22 | -0.18 | 15 |
| 2024-03-07 | 2024-03-09 | -0.18 | 2 |
| 2024-05-31 | 2024-06-06 | -0.18 | 6 |
| 2025-02-07 | 2025-02-10 | -0.18 | 2 |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Best Day | 31.54% | 9635.55% |
| Worst Day | -14.58% | -2032.62% |
| Best Week | 31.54% | 9635.55% |
| Worst Week | -14.58% | -1415.36% |
| Best Month | 34.78% | 9635.55% |
| Worst Month | -14.58% | -1415.36% |
| Best Year | 159.44% | -27.48% |
| Worst Year | 5.64% | -1292.61% |
| Avg. Up Day | 13.23% | 329.3% |
| Avg. Down Day | -1.73% | -272.09% |
| Avg. Up Week | 16.94% | 217.59% |
| Avg. Down Week | -2.32% | -243.04% |
| Avg. Up Month | 21.86% | 364.98% |
| Avg. Down Month | -6.07% | -341.19% |
| Win Days % | 38.46% | 26.56% |
| Win Month % | 62.07% | 24.14% |
| Win Week % | 44.23% | 25.49% |
| Win Quarter % | 69.23% | 38.46% |
| Win Year % | 100.0% | 0.0% |