| Metric | 12158892:solusd:triple_med_gx:lsma270_125 | 12158892:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 491.13% | 94.92% |
| Max Drawdown | -30.15% | -93.44% |
| Sharpe | 0.77 | 0.35 |
| Sortino | 1.42 | 0.52 |
| Payoff Ratio | 1.42 | 1.26 |
| Profit Factor | 1.42 | 1.06 |
| Common Sense Ratio | 3.25 | 1.07 |
| CPC Index | 0.94 | 0.67 |
| Tail Ratio | 2.29 | 1.02 |
| Outlier Win Ratio | 37.95 | 3.2 |
| Outlier Loss Ratio | 3.54 | 2.8 |
| Volatility (ann.) | 19.65% | 50.45% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.31 | 0.24 |
| Skew | 7.08 | 0.49 |
| Kurtosis | 178.37 | 11.48 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.43% | 1.64% |
| Expected Yearly % | 55.93% | 18.16% |
| Kelly Criterion | 9.33% | 10.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.3% |
| Expected Shortfall (cVaR) | -1.65% | -4.3% |
| Year | 12158892:SOLUSD | 12158892:solusd:triple_med_gx:lsma270_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 3.62 | -0.04 | + |
| 2023 | 921.46 | 213.53 | 0.23 | - |
| 2024 | 85.41 | 74.03 | 0.87 | - |
| 2025 | -8.87 | 4.55 | -0.51 | + |
| Metric | 12158892:solusd:triple_med_gx:lsma270_125 | 12158892:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 8.03% | 36.47% |
| 6M | 4.55% | -8.22% |
| YTD | 4.55% | -8.87% |
| 1Y | 29.79% | 7.09% |
| 3Y (ann.) | 74.18% | 63.14% |
| 5Y (ann.) | 69.8% | 22.0% |
| Metric | 12158892:solusd:triple_med_gx:lsma270_125 | 12158892:SOLUSD |
|---|---|---|
| Max Drawdown | -30.15% | -93.44% |
| Longest DD Days | 290.0 | 703.0 |
| Avg. Drawdown | -5.49% | -11.8% |
| Avg. Drawdown Days | 28.0 | 43.0 |
| Recovery Factor | 16.29 | 1.02 |
| Ulcer Index | inf | 1.91 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-26 | 2024-03-18 | -30.15 | 83 |
| 2023-01-24 | 2023-11-10 | -23.02 | 290 |
| 2023-01-15 | 2023-01-20 | -15.93 | 5 |
| 2024-07-03 | 2024-11-06 | -13.92 | 126 |
| 2022-04-10 | 2022-06-24 | -13.12 | 74 |
| 2022-09-27 | 2023-01-09 | -12.47 | 103 |
| 2024-03-18 | 2024-03-25 | -10.00 | 7 |
| 2025-03-10 | 2025-06-09 | -9.56 | 90 |
| 2024-11-22 | 2025-02-07 | -9.32 | 77 |
| 2022-06-25 | 2022-09-23 | -8.94 | 90 |
| Metric | 12158892:solusd:triple_med_gx:lsma270_125 | 12158892:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 37.06% | 43.67% |
| Worst Week | -8.13% | -51.66% |
| Best Month | 82.84% | 140.02% |
| Worst Month | -15.46% | -56.44% |
| Best Year | 213.53% | 921.46% |
| Worst Year | 3.62% | -88.71% |
| Avg. Up Day | 2.2% | 2.23% |
| Avg. Down Day | -1.56% | -1.77% |
| Avg. Up Week | 8.38% | 13.91% |
| Avg. Down Week | -3.73% | -8.32% |
| Avg. Up Month | 17.72% | 40.95% |
| Avg. Down Month | -5.81% | -20.4% |
| Win Days % | 46.86% | 50.17% |
| Win Month % | 64.71% | 51.22% |
| Win Week % | 61.19% | 47.49% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 100.0% | 50.0% |