| Metric | 12244416:solusd:triple_med_gx:lsma280_110 | 12244416:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 943.31% | 138.71% |
| Max Drawdown | -43.8% | -93.44% |
| Sharpe | 0.84 | 0.37 |
| Sortino | 1.41 | 0.55 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 25.5 | 3.38 |
| Outlier Loss Ratio | 3.51 | 2.9 |
| Volatility (ann.) | 22.46% | 49.71% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.1 | 0.29 |
| Skew | 2.28 | 0.48 |
| Kurtosis | 38.6 | 11.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.47% | 2.0% |
| Expected Yearly % | 79.72% | 24.3% |
| Kelly Criterion | 11.0% | 10.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12244416:SOLUSD | 12244416:solusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 17.00 | -0.19 | + |
| 2023 | 921.46 | 181.69 | 0.20 | - |
| 2024 | 85.41 | 80.48 | 0.94 | - |
| 2025 | 1.99 | 75.40 | 37.97 | + |
| Metric | 12244416:solusd:triple_med_gx:lsma280_110 | 12244416:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -5.06% | 17.41% |
| 6M | 13.59% | 52.72% |
| YTD | 75.4% | 1.99% |
| 1Y | 142.79% | 24.46% |
| 3Y (ann.) | 82.72% | 86.57% |
| 5Y (ann.) | 91.82% | 27.34% |
| Metric | 12244416:solusd:triple_med_gx:lsma280_110 | 12244416:SOLUSD |
|---|---|---|
| Max Drawdown | -43.8% | -93.44% |
| Longest DD Days | 387.0 | 703.0 |
| Avg. Drawdown | -5.13% | -9.92% |
| Avg. Drawdown Days | 18.0 | 39.0 |
| Recovery Factor | 21.53 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-19 | -43.80 | 387 |
| 2024-04-01 | 2024-11-06 | -31.71 | 219 |
| 2022-03-19 | 2022-06-21 | -19.86 | 93 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-27 | 2025-09-12 | -15.91 | 107 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-09-14 | 2025-10-16 | -12.29 | 31 |
| 2025-01-19 | 2025-03-24 | -10.84 | 63 |
| 2024-01-06 | 2024-02-18 | -10.68 | 43 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| Metric | 12244416:solusd:triple_med_gx:lsma280_110 | 12244416: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 | 41.57% | 140.02% |
| Worst Month | -24.03% | -56.44% |
| Best Year | 181.69% | 921.46% |
| Worst Year | 17.0% | -87.64% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 10.84% | 13.87% |
| Avg. Down Week | -4.21% | -8.6% |
| Avg. Up Month | 20.41% | 35.67% |
| Avg. Down Month | -7.26% | -22.32% |
| Win Days % | 49.7% | 50.24% |
| Win Month % | 58.33% | 52.27% |
| Win Week % | 55.0% | 48.69% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |