| Metric | 12244468:solusd:triple_med_gx:lsma270_110 | 12244468:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 647.96% | 128.68% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.73 | 0.36 |
| Sortino | 1.23 | 0.54 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 25.29 | 3.35 |
| Outlier Loss Ratio | 3.49 | 2.91 |
| Volatility (ann.) | 22.61% | 49.72% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.97 | 0.28 |
| Skew | 2.75 | 0.48 |
| Kurtosis | 46.04 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.68% | 1.9% |
| Expected Yearly % | 65.37% | 22.97% |
| Kelly Criterion | 9.09% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12244468:SOLUSD | 12244468:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 2.86 | -0.03 | + |
| 2023 | 921.46 | 124.83 | 0.14 | - |
| 2024 | 85.41 | 83.46 | 0.98 | - |
| 2025 | 6.92 | 76.29 | 11.03 | + |
| Metric | 12244468:solusd:triple_med_gx:lsma270_110 | 12244468:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -10.38% | 24.43% |
| 6M | 0.73% | 56.02% |
| YTD | 76.29% | 6.92% |
| 1Y | 134.22% | 36.69% |
| 3Y (ann.) | 79.79% | 87.68% |
| 5Y (ann.) | 74.81% | 25.81% |
| Metric | 12244468:solusd:triple_med_gx:lsma270_110 | 12244468:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 196.0 | 703.0 |
| Avg. Drawdown | -5.99% | -11.8% |
| Avg. Drawdown Days | 19.0 | 46.0 |
| Recovery Factor | 17.1 | 1.38 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.89 | 45 |
| 2022-04-10 | 2022-07-28 | -28.14 | 108 |
| 2024-04-01 | 2024-10-14 | -27.04 | 196 |
| 2025-05-14 | 2025-10-14 | -21.62 | 153 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-04-12 | -15.60 | 72 |
| 2025-02-04 | 2025-04-04 | -13.16 | 59 |
| 2023-04-30 | 2023-10-19 | -12.74 | 172 |
| 2024-01-05 | 2024-01-09 | -10.84 | 3 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| Metric | 12244468:solusd:triple_med_gx:lsma270_110 | 12244468:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 51.89% | 140.02% |
| Worst Month | -28.35% | -56.44% |
| Best Year | 124.83% | 921.46% |
| Worst Year | 2.86% | -88.71% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.49% | -1.53% |
| Avg. Up Week | 10.04% | 12.71% |
| Avg. Down Week | -4.53% | -7.02% |
| Avg. Up Month | 18.57% | 35.14% |
| Avg. Down Month | -6.74% | -19.57% |
| Win Days % | 49.37% | 50.24% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 55.0% | 48.44% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |