| Metric | 12258635:solusd:triple_med_gx:lsma280_145 | 12258635:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 495.74% | 147.18% |
| Max Drawdown | -38.01% | -93.44% |
| Sharpe | 0.74 | 0.38 |
| Sortino | 1.31 | 0.56 |
| Payoff Ratio | 1.32 | 1.28 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.76 | 1.07 |
| CPC Index | 0.89 | 0.68 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 33.53 | 3.17 |
| Outlier Loss Ratio | 3.43 | 2.75 |
| Volatility (ann.) | 19.96% | 50.09% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.76 | 0.32 |
| Skew | 3.76 | 0.49 |
| Kurtosis | 70.31 | 11.45 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.24% | 2.13% |
| Expected Yearly % | 56.23% | 25.39% |
| Kelly Criterion | 11.91% | 11.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.26% |
| Expected Shortfall (cVaR) | -1.68% | -4.26% |
| Year | 12258635:SOLUSD | 12258635:solusd:triple_med_gx:lsma280_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 23.08 | -0.26 | + |
| 2023 | 921.46 | 108.20 | 0.12 | - |
| 2024 | 85.41 | 86.00 | 1.01 | + |
| 2025 | 5.60 | 24.99 | 4.46 | + |
| Metric | 12258635:solusd:triple_med_gx:lsma280_145 | 12258635:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -2.79% | 26.39% |
| 6M | 37.05% | 38.87% |
| YTD | 24.99% | 5.6% |
| 1Y | 78.06% | 47.35% |
| 3Y (ann.) | 52.14% | 84.92% |
| 5Y (ann.) | 67.08% | 29.73% |
| Metric | 12258635:solusd:triple_med_gx:lsma280_145 | 12258635:SOLUSD |
|---|---|---|
| Max Drawdown | -38.01% | -93.44% |
| Longest DD Days | 258.0 | 703.0 |
| Avg. Drawdown | -5.54% | -9.92% |
| Avg. Drawdown Days | 23.0 | 38.0 |
| Recovery Factor | 13.04 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-04-28 | -38.01 | 258 |
| 2024-04-01 | 2024-11-05 | -32.48 | 218 |
| 2025-05-14 | 2025-09-01 | -17.47 | 110 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-02-04 | 2025-04-12 | -15.66 | 67 |
| 2024-11-29 | 2025-02-03 | -10.27 | 66 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2022-08-08 | 2022-08-13 | -8.51 | 4 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| Metric | 12258635:solusd:triple_med_gx:lsma280_145 | 12258635:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 108.2% | 921.46% |
| Worst Year | 23.08% | -87.64% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.43% | -1.47% |
| Avg. Up Week | 11.29% | 13.65% |
| Avg. Down Week | -4.44% | -8.39% |
| Avg. Up Month | 18.29% | 42.45% |
| Avg. Down Month | -6.42% | -19.01% |
| Win Days % | 49.94% | 50.26% |
| Win Month % | 62.07% | 51.16% |
| Win Week % | 58.18% | 48.65% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |