| Metric | 12258527:solusd:triple_med_gx:lsma280_145 | 12258527:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 340.17% | 147.18% |
| Max Drawdown | -39.45% | -93.44% |
| Sharpe | 0.63 | 0.38 |
| Sortino | 1.08 | 0.56 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 34.42 | 3.15 |
| Outlier Loss Ratio | 3.33 | 2.77 |
| Volatility (ann.) | 19.93% | 50.09% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.35 | 0.32 |
| Skew | 3.56 | 0.49 |
| Kurtosis | 70.77 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.51% | 2.13% |
| Expected Yearly % | 44.85% | 25.39% |
| Kelly Criterion | 10.5% | 8.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12258527:SOLUSD | 12258527:solusd:triple_med_gx:lsma280_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 25.46 | -0.29 | + |
| 2023 | 921.46 | 112.82 | 0.12 | - |
| 2024 | 85.41 | 24.32 | 0.28 | - |
| 2025 | 5.60 | 32.61 | 5.82 | + |
| Metric | 12258527:solusd:triple_med_gx:lsma280_145 | 12258527:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -5.65% | 26.39% |
| 6M | 36.8% | 38.87% |
| YTD | 32.61% | 5.6% |
| 1Y | 73.36% | 47.35% |
| 3Y (ann.) | 39.39% | 84.92% |
| 5Y (ann.) | 53.15% | 29.73% |
| Metric | 12258527:solusd:triple_med_gx:lsma280_145 | 12258527:SOLUSD |
|---|---|---|
| Max Drawdown | -39.45% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -5.97% | -9.92% |
| Avg. Drawdown Days | 25.0 | 38.0 |
| Recovery Factor | 8.62 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-10 | -39.45 | 223 |
| 2022-08-13 | 2023-01-29 | -34.34 | 169 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-05-14 | 2025-09-01 | -15.30 | 110 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-11-25 | 2024-02-28 | -12.99 | 95 |
| 2024-11-29 | 2025-04-09 | -12.95 | 131 |
| 2022-04-14 | 2022-06-15 | -10.04 | 62 |
| 2025-04-14 | 2025-05-08 | -9.44 | 24 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12258527:solusd:triple_med_gx:lsma280_145 | 12258527: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 | 112.82% | 921.46% |
| Worst Year | 24.32% | -87.64% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.47% | -1.55% |
| Avg. Up Week | 10.79% | 14.8% |
| Avg. Down Week | -4.42% | -8.97% |
| Avg. Up Month | 17.35% | 38.71% |
| Avg. Down Month | -6.44% | -19.99% |
| Win Days % | 49.94% | 50.26% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 57.14% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |