| Metric | 12244305:solusd:triple_med_gx:lsma275_110 | 12244305:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 230.81% | 142.43% |
| Max Drawdown | -41.03% | -93.44% |
| Sharpe | 0.5 | 0.38 |
| Sortino | 0.81 | 0.56 |
| Payoff Ratio | 1.23 | 1.15 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 27.96 | 3.27 |
| Outlier Loss Ratio | 3.39 | 2.89 |
| Volatility (ann.) | 21.9% | 50.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.0 | 0.31 |
| Skew | 2.41 | 0.49 |
| Kurtosis | 48.11 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.82% | 2.08% |
| Expected Yearly % | 34.86% | 24.78% |
| Kelly Criterion | 6.47% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.26% |
| Expected Shortfall (cVaR) | -1.86% | -4.26% |
| Year | 12244305:SOLUSD | 12244305:solusd:triple_med_gx:lsma275_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | -2.56 | 0.03 | + |
| 2023 | 921.46 | 135.01 | 0.15 | - |
| 2024 | 85.41 | 18.40 | 0.22 | - |
| 2025 | 5.60 | 22.01 | 3.93 | + |
| Metric | 12244305:solusd:triple_med_gx:lsma275_110 | 12244305:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -16.79% | 26.39% |
| 6M | 6.0% | 38.87% |
| YTD | 22.01% | 5.6% |
| 1Y | 43.88% | 47.35% |
| 3Y (ann.) | 32.97% | 84.92% |
| 5Y (ann.) | 41.04% | 28.98% |
| Metric | 12244305:solusd:triple_med_gx:lsma275_110 | 12244305:SOLUSD |
|---|---|---|
| Max Drawdown | -41.03% | -93.44% |
| Longest DD Days | 292.0 | 703.0 |
| Avg. Drawdown | -6.87% | -10.56% |
| Avg. Drawdown Days | 31.0 | 40.0 |
| Recovery Factor | 5.62 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -41.03 | 213 |
| 2024-04-01 | 2025-01-18 | -37.44 | 292 |
| 2025-01-19 | 2025-05-08 | -28.47 | 109 |
| 2025-05-11 | 2025-09-01 | -18.69 | 113 |
| 2022-03-19 | 2022-06-15 | -16.94 | 88 |
| 2023-11-25 | 2024-02-28 | -16.05 | 95 |
| 2022-06-16 | 2022-07-27 | -15.70 | 41 |
| 2022-08-01 | 2022-08-08 | -10.10 | 7 |
| 2022-08-08 | 2022-09-23 | -8.98 | 46 |
| 2023-04-29 | 2023-07-27 | -8.46 | 89 |
| Metric | 12244305:solusd:triple_med_gx:lsma275_110 | 12244305:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 31.02% | 140.02% |
| Worst Month | -27.04% | -56.44% |
| Best Year | 135.01% | 921.46% |
| Worst Year | -2.56% | -87.88% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.52% | -1.63% |
| Avg. Up Week | 11.54% | 16.04% |
| Avg. Down Week | -4.39% | -6.54% |
| Avg. Up Month | 19.78% | 39.89% |
| Avg. Down Month | -8.59% | -18.86% |
| Win Days % | 48.48% | 50.25% |
| Win Month % | 48.57% | 51.16% |
| Win Week % | 45.95% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |