| Metric | 12258182:solusd:triple_med_gx:lsma270_145 | 12258182:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 147.21% | 125.87% |
| Max Drawdown | -43.61% | -93.44% |
| Sharpe | 0.43 | 0.37 |
| Sortino | 0.72 | 0.54 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 35.38 | 3.13 |
| Outlier Loss Ratio | 3.4 | 2.78 |
| Volatility (ann.) | 19.07% | 50.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.68 | 0.28 |
| Skew | 3.25 | 0.48 |
| Kurtosis | 60.45 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.13% | 1.91% |
| Expected Yearly % | 25.39% | 22.59% |
| Kelly Criterion | 5.25% | 8.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12258182:SOLUSD | 12258182:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 44.05 | -0.50 | + |
| 2023 | 921.46 | 74.66 | 0.08 | - |
| 2024 | 85.41 | -6.31 | -0.07 | - |
| 2025 | 5.60 | 4.87 | 0.87 | - |
| Metric | 12258182:solusd:triple_med_gx:lsma270_145 | 12258182:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.34% | 26.39% |
| 6M | 18.74% | 38.87% |
| YTD | 4.87% | 5.6% |
| 1Y | 15.76% | 47.35% |
| 3Y (ann.) | 9.88% | 84.92% |
| 5Y (ann.) | 29.66% | 26.34% |
| Metric | 12258182:solusd:triple_med_gx:lsma270_145 | 12258182:SOLUSD |
|---|---|---|
| Max Drawdown | -43.61% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.4% | -11.8% |
| Avg. Drawdown Days | 32.0 | 45.0 |
| Recovery Factor | 3.38 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -43.61 | 518 |
| 2022-10-06 | 2023-01-29 | -35.37 | 115 |
| 2022-07-30 | 2022-10-04 | -17.13 | 65 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-01-02 | 2024-02-29 | -14.22 | 58 |
| 2023-01-29 | 2023-04-12 | -13.79 | 72 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-04-12 | 2023-10-18 | -12.30 | 188 |
| 2023-10-20 | 2023-11-22 | -8.78 | 33 |
| 2022-06-20 | 2022-07-06 | -8.28 | 16 |
| Metric | 12258182:solusd:triple_med_gx:lsma270_145 | 12258182:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 49.93% | 140.02% |
| Worst Month | -20.72% | -56.44% |
| Best Year | 74.66% | 921.46% |
| Worst Year | -6.31% | -88.71% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.49% | -1.55% |
| Avg. Up Week | 9.65% | 12.46% |
| Avg. Down Week | -4.21% | -7.45% |
| Avg. Up Month | 16.23% | 38.47% |
| Avg. Down Month | -9.0% | -19.08% |
| Win Days % | 47.55% | 50.24% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 50.79% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |