| Metric | 12258133:solusd:triple_med_gx:lsma270_145 | 12258133:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 173.78% | 125.87% |
| Max Drawdown | -36.96% | -93.44% |
| Sharpe | 0.47 | 0.37 |
| Sortino | 0.78 | 0.54 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 34.62 | 3.12 |
| Outlier Loss Ratio | 3.44 | 2.79 |
| Volatility (ann.) | 19.2% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.91 | 0.28 |
| Skew | 3.12 | 0.48 |
| Kurtosis | 60.34 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.37% | 1.91% |
| Expected Yearly % | 28.63% | 22.59% |
| Kelly Criterion | 6.44% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.26% |
| Expected Shortfall (cVaR) | -1.63% | -4.26% |
| Year | 12258133:SOLUSD | 12258133:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 42.85 | -0.48 | + |
| 2023 | 921.46 | 72.03 | 0.08 | - |
| 2024 | 85.41 | 8.70 | 0.10 | - |
| 2025 | 5.60 | 2.50 | 0.45 | - |
| Metric | 12258133:solusd:triple_med_gx:lsma270_145 | 12258133:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.76% | 26.39% |
| 6M | 14.72% | 38.87% |
| YTD | 2.5% | 5.6% |
| 1Y | 20.87% | 47.35% |
| 3Y (ann.) | 13.23% | 84.92% |
| 5Y (ann.) | 33.51% | 26.34% |
| Metric | 12258133:solusd:triple_med_gx:lsma270_145 | 12258133:SOLUSD |
|---|---|---|
| Max Drawdown | -36.96% | -93.44% |
| Longest DD Days | 413.0 | 703.0 |
| Avg. Drawdown | -6.27% | -11.8% |
| Avg. Drawdown Days | 33.0 | 45.0 |
| Recovery Factor | 4.7 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-19 | -36.96 | 413 |
| 2022-07-30 | 2023-01-29 | -36.54 | 182 |
| 2022-04-10 | 2022-06-20 | -20.29 | 70 |
| 2024-01-02 | 2024-03-24 | -19.05 | 82 |
| 2023-01-29 | 2023-04-12 | -16.22 | 72 |
| 2025-05-23 | 2025-09-01 | -15.73 | 101 |
| 2023-04-23 | 2023-10-19 | -12.79 | 179 |
| 2023-11-20 | 2023-11-22 | -8.91 | 2 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12258133:solusd:triple_med_gx:lsma270_145 | 12258133: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 | 72.12% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 72.03% | 921.46% |
| Worst Year | 2.5% | -88.71% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.46% | -1.54% |
| Avg. Up Week | 10.93% | 13.38% |
| Avg. Down Week | -4.39% | -7.97% |
| Avg. Up Month | 15.76% | 38.66% |
| Avg. Down Month | -7.61% | -17.64% |
| Win Days % | 48.13% | 50.24% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 50.0% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |