| Metric | 12244415:solusd:triple_med_gx:lsma270_110 | 12244415:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 1,020.78% | 118.13% |
| Max Drawdown | -41.87% | -93.44% |
| Sharpe | 0.86 | 0.36 |
| Sortino | 1.46 | 0.53 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.88 | 0.67 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 26.04 | 3.38 |
| Outlier Loss Ratio | 3.53 | 2.91 |
| Volatility (ann.) | 22.32% | 49.7% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.28 | 0.26 |
| Skew | 2.34 | 0.48 |
| Kurtosis | 39.59 | 11.46 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.65% | 1.79% |
| Expected Yearly % | 82.97% | 21.53% |
| Kelly Criterion | 11.6% | 10.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.23% |
| Expected Shortfall (cVaR) | -1.87% | -4.23% |
| Year | 12244415:SOLUSD | 12244415:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 16.54 | -0.19 | + |
| 2023 | 921.46 | 185.68 | 0.20 | - |
| 2024 | 85.41 | 79.56 | 0.93 | - |
| 2025 | 1.99 | 87.48 | 44.05 | + |
| Metric | 12244415:solusd:triple_med_gx:lsma270_110 | 12244415:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -5.35% | 17.41% |
| 6M | 13.37% | 52.72% |
| YTD | 87.48% | 1.99% |
| 1Y | 148.05% | 24.46% |
| 3Y (ann.) | 89.5% | 86.57% |
| 5Y (ann.) | 95.47% | 24.15% |
| Metric | 12244415:solusd:triple_med_gx:lsma270_110 | 12244415:SOLUSD |
|---|---|---|
| Max Drawdown | -41.87% | -93.44% |
| Longest DD Days | 213.0 | 703.0 |
| Avg. Drawdown | -4.94% | -11.8% |
| Avg. Drawdown Days | 16.0 | 46.0 |
| Recovery Factor | 24.38 | 1.26 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -41.87 | 213 |
| 2024-08-02 | 2024-11-06 | -29.40 | 95 |
| 2022-03-19 | 2022-06-21 | -19.81 | 93 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-27 | 2025-09-12 | -15.82 | 107 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-09-14 | 2025-10-16 | -12.29 | 31 |
| 2024-04-01 | 2024-06-05 | -12.01 | 65 |
| 2025-01-19 | 2025-04-03 | -11.16 | 74 |
| 2024-01-06 | 2024-02-18 | -10.68 | 43 |
| Metric | 12244415:solusd:triple_med_gx:lsma270_110 | 12244415:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.03% | -56.44% |
| Best Year | 185.68% | 921.46% |
| Worst Year | 16.54% | -88.71% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 10.83% | 13.62% |
| Avg. Down Week | -4.18% | -8.6% |
| Avg. Up Month | 20.27% | 33.42% |
| Avg. Down Month | -7.4% | -23.02% |
| Win Days % | 49.96% | 50.22% |
| Win Month % | 58.33% | 52.27% |
| Win Week % | 55.56% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |