| Metric | 12258245:solusd:triple_med_gx:lsma270_145 | 12258245:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 152.69% | 125.87% |
| Max Drawdown | -44.63% | -93.44% |
| Sharpe | 0.45 | 0.37 |
| Sortino | 0.74 | 0.54 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 36.86 | 3.1 |
| Outlier Loss Ratio | 3.41 | 2.77 |
| Volatility (ann.) | 18.67% | 50.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.68 | 0.28 |
| Skew | 3.35 | 0.48 |
| Kurtosis | 64.47 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.18% | 1.91% |
| Expected Yearly % | 26.08% | 22.59% |
| Kelly Criterion | 6.01% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.26% |
| Expected Shortfall (cVaR) | -1.58% | -4.26% |
| Year | 12258245:SOLUSD | 12258245:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 30.17 | -0.34 | + |
| 2023 | 921.46 | 110.45 | 0.12 | - |
| 2024 | 85.41 | -12.18 | -0.14 | - |
| 2025 | 5.60 | 5.04 | 0.90 | - |
| Metric | 12258245:solusd:triple_med_gx:lsma270_145 | 12258245:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.71% | 26.39% |
| 6M | 25.36% | 38.87% |
| YTD | 5.04% | 5.6% |
| 1Y | 10.73% | 47.35% |
| 3Y (ann.) | 16.94% | 84.92% |
| 5Y (ann.) | 30.47% | 26.34% |
| Metric | 12258245:solusd:triple_med_gx:lsma270_145 | 12258245:SOLUSD |
|---|---|---|
| Max Drawdown | -44.63% | -93.44% |
| Longest DD Days | 524.0 | 703.0 |
| Avg. Drawdown | -6.29% | -11.8% |
| Avg. Drawdown Days | 35.0 | 45.0 |
| Recovery Factor | 3.42 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-09-01 | -44.63 | 524 |
| 2022-10-06 | 2023-01-29 | -35.15 | 115 |
| 2022-07-30 | 2022-10-06 | -17.13 | 67 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-11 | -13.71 | 71 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-04-24 | 2023-10-16 | -11.03 | 174 |
| 2024-01-03 | 2024-02-29 | -9.83 | 57 |
| 2022-06-20 | 2022-07-06 | -5.69 | 16 |
| 2022-07-29 | 2022-07-30 | -4.49 | 1 |
| Metric | 12258245:solusd:triple_med_gx:lsma270_145 | 12258245:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.81% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 110.45% | 921.46% |
| Worst Year | -12.18% | -88.71% |
| Avg. Up Day | 1.82% | 1.82% |
| Avg. Down Day | -1.47% | -1.52% |
| Avg. Up Week | 9.02% | 12.72% |
| Avg. Down Week | -4.9% | -8.55% |
| Avg. Up Month | 16.9% | 39.79% |
| Avg. Down Month | -8.15% | -20.79% |
| Win Days % | 48.07% | 50.24% |
| Win Month % | 45.16% | 51.16% |
| Win Week % | 53.97% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |