| Metric | 12258524:solusd:triple_med_gx:lsma270_145 | 12258524:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 299.84% | 125.87% |
| Max Drawdown | -34.05% | -93.44% |
| Sharpe | 0.61 | 0.37 |
| Sortino | 1.05 | 0.54 |
| Payoff Ratio | 1.28 | 1.2 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.92 | 1.06 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 36.44 | 3.08 |
| Outlier Loss Ratio | 3.32 | 2.74 |
| Volatility (ann.) | 19.28% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.43 | 0.28 |
| Skew | 3.72 | 0.48 |
| Kurtosis | 78.48 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.28% | 1.91% |
| Expected Yearly % | 41.41% | 22.59% |
| Kelly Criterion | 10.46% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.26% |
| Expected Shortfall (cVaR) | -1.63% | -4.26% |
| Year | 12258524:SOLUSD | 12258524:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 21.64 | -0.24 | + |
| 2023 | 921.46 | 100.99 | 0.11 | - |
| 2024 | 85.41 | 21.99 | 0.26 | - |
| 2025 | 5.60 | 34.06 | 6.08 | + |
| Metric | 12258524:solusd:triple_med_gx:lsma270_145 | 12258524:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.8% | 26.39% |
| 6M | 32.33% | 38.87% |
| YTD | 34.06% | 5.6% |
| 1Y | 74.27% | 47.35% |
| 3Y (ann.) | 37.3% | 84.92% |
| 5Y (ann.) | 48.84% | 26.34% |
| Metric | 12258524:solusd:triple_med_gx:lsma270_145 | 12258524:SOLUSD |
|---|---|---|
| Max Drawdown | -34.05% | -93.44% |
| Longest DD Days | 224.0 | 703.0 |
| Avg. Drawdown | -6.03% | -11.8% |
| Avg. Drawdown Days | 26.0 | 45.0 |
| Recovery Factor | 8.81 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-11 | -34.05 | 224 |
| 2022-09-27 | 2023-01-03 | -31.34 | 98 |
| 2023-11-25 | 2024-02-29 | -16.35 | 95 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-05-14 | 2025-09-01 | -15.25 | 110 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-11-29 | 2025-04-08 | -11.08 | 129 |
| 2025-04-14 | 2025-05-08 | -9.44 | 24 |
| 2022-04-14 | 2022-06-15 | -9.42 | 62 |
| 2022-07-18 | 2022-08-13 | -8.76 | 25 |
| Metric | 12258524:solusd:triple_med_gx:lsma270_145 | 12258524:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 36.41% | 140.02% |
| Worst Month | -20.26% | -56.44% |
| Best Year | 100.99% | 921.46% |
| Worst Year | 21.64% | -88.71% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.46% | -1.55% |
| Avg. Up Week | 10.65% | 15.1% |
| Avg. Down Week | -4.07% | -7.91% |
| Avg. Up Month | 17.14% | 37.7% |
| Avg. Down Month | -7.32% | -18.55% |
| Win Days % | 49.8% | 50.24% |
| Win Month % | 55.17% | 51.16% |
| Win Week % | 58.18% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |