| Metric | 12244527:solusd:triple_med_gx:lsma280_110 | 12244527:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 744.79% | 69.64% |
| Max Drawdown | -46.66% | -93.44% |
| Sharpe | 0.75 | 0.32 |
| Sortino | 1.27 | 0.47 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 25.75 | 3.36 |
| Outlier Loss Ratio | 3.53 | 2.89 |
| Volatility (ann.) | 22.07% | 49.43% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.64 | 0.16 |
| Skew | 2.54 | 0.47 |
| Kurtosis | 44.03 | 11.32 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.75% | 1.16% |
| Expected Yearly % | 70.49% | 14.13% |
| Kelly Criterion | 9.47% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.21% |
| Expected Shortfall (cVaR) | -1.85% | -4.21% |
| Year | 12244527:SOLUSD | 12244527:solusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 3.00 | -0.03 | + |
| 2023 | 921.46 | 100.58 | 0.11 | - |
| 2024 | 85.41 | 131.01 | 1.53 | + |
| 2025 | -27.52 | 77.01 | -2.80 | + |
| Metric | 12244527:solusd:triple_med_gx:lsma280_110 | 12244527:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | -0.55% | -36.97% |
| 6M | -10.08% | -17.14% |
| YTD | 77.01% | -27.52% |
| 1Y | 77.01% | -36.85% |
| 3Y (ann.) | 80.11% | 115.85% |
| 5Y (ann.) | 76.64% | 15.13% |
| Metric | 12244527:solusd:triple_med_gx:lsma280_110 | 12244527:SOLUSD |
|---|---|---|
| Max Drawdown | -46.66% | -93.44% |
| Longest DD Days | 390.0 | 703.0 |
| Avg. Drawdown | -5.05% | -9.92% |
| Avg. Drawdown Days | 17.0 | 41.0 |
| Recovery Factor | 15.96 | 0.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-10-23 | -46.66 | 390 |
| 2024-06-05 | 2024-10-14 | -27.08 | 130 |
| 2025-05-27 | 2025-12-10 | -22.47 | 196 |
| 2022-04-10 | 2022-07-16 | -22.23 | 96 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-01-09 | 2024-02-28 | -12.06 | 50 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| Metric | 12244527:solusd:triple_med_gx:lsma280_110 | 12244527:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 131.01% | 921.46% |
| Worst Year | 3.0% | -87.64% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 9.68% | 12.51% |
| Avg. Down Week | -4.5% | -8.28% |
| Avg. Up Month | 21.27% | 37.65% |
| Avg. Down Month | -6.92% | -23.32% |
| Win Days % | 49.14% | 50.2% |
| Win Month % | 55.56% | 52.17% |
| Win Week % | 57.5% | 47.74% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 50.0% |