| Metric | 12258687:solusd:triple_med_gx:lsma280_145 | 12258687:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 372.21% | 147.18% |
| Max Drawdown | -40.28% | -93.44% |
| Sharpe | 0.68 | 0.38 |
| Sortino | 1.18 | 0.56 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 35.04 | 3.13 |
| Outlier Loss Ratio | 3.54 | 2.74 |
| Volatility (ann.) | 18.92% | 50.09% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.4 | 0.32 |
| Skew | 3.74 | 0.49 |
| Kurtosis | 78.14 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.68% | 2.13% |
| Expected Yearly % | 47.41% | 25.39% |
| Kelly Criterion | 10.38% | 9.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.26% |
| Expected Shortfall (cVaR) | -1.59% | -4.26% |
| Year | 12258687:SOLUSD | 12258687:solusd:triple_med_gx:lsma280_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 5.72 | -0.07 | + |
| 2023 | 921.46 | 99.74 | 0.11 | - |
| 2024 | 85.41 | 85.10 | 1.00 | - |
| 2025 | 5.60 | 20.81 | 3.71 | + |
| Metric | 12258687:solusd:triple_med_gx:lsma280_145 | 12258687:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.24% | 26.39% |
| 6M | 26.91% | 38.87% |
| YTD | 20.81% | 5.6% |
| 1Y | 76.76% | 47.35% |
| 3Y (ann.) | 50.84% | 84.92% |
| 5Y (ann.) | 56.28% | 29.73% |
| Metric | 12258687:solusd:triple_med_gx:lsma280_145 | 12258687:SOLUSD |
|---|---|---|
| Max Drawdown | -40.28% | -93.44% |
| Longest DD Days | 248.0 | 703.0 |
| Avg. Drawdown | -5.81% | -9.92% |
| Avg. Drawdown Days | 27.0 | 38.0 |
| Recovery Factor | 9.24 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-04-14 | -40.28 | 248 |
| 2024-04-01 | 2024-11-05 | -32.45 | 218 |
| 2025-05-14 | 2025-09-01 | -19.28 | 110 |
| 2024-11-30 | 2025-04-12 | -16.57 | 133 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2023-07-27 | 2023-10-20 | -9.07 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-11-30 | 2024-01-08 | -7.53 | 39 |
| 2023-04-30 | 2023-07-26 | -7.18 | 87 |
| 2022-07-19 | 2022-08-08 | -7.05 | 19 |
| Metric | 12258687:solusd:triple_med_gx:lsma280_145 | 12258687:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.36% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 99.74% | 921.46% |
| Worst Year | 5.72% | -87.64% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 10.66% | 12.1% |
| Avg. Down Week | -4.69% | -9.04% |
| Avg. Up Month | 17.77% | 39.82% |
| Avg. Down Month | -6.57% | -19.67% |
| Win Days % | 49.88% | 50.26% |
| Win Month % | 62.07% | 51.16% |
| Win Week % | 58.18% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |