| Metric | 12244582:solusd:triple_med_gx:lsma270_110 | 12244582:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 595.77% | 128.68% |
| Max Drawdown | -36.06% | -93.44% |
| Sharpe | 0.7 | 0.36 |
| Sortino | 1.19 | 0.54 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 25.04 | 3.34 |
| Outlier Loss Ratio | 3.57 | 2.92 |
| Volatility (ann.) | 22.78% | 49.72% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.98 | 0.28 |
| Skew | 2.95 | 0.48 |
| Kurtosis | 50.58 | 11.46 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.51% | 1.9% |
| Expected Yearly % | 62.41% | 22.97% |
| Kelly Criterion | 8.58% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.23% |
| Expected Shortfall (cVaR) | -1.92% | -4.23% |
| Year | 12244582:SOLUSD | 12244582:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 11.79 | -0.13 | + |
| 2023 | 921.46 | 98.86 | 0.11 | - |
| 2024 | 85.41 | 128.54 | 1.50 | + |
| 2025 | 6.92 | 36.95 | 5.34 | + |
| Metric | 12244582:solusd:triple_med_gx:lsma270_110 | 12244582:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -10.8% | 24.43% |
| 6M | 0.25% | 56.02% |
| YTD | 36.95% | 6.92% |
| 1Y | 100.56% | 36.69% |
| 3Y (ann.) | 67.22% | 87.68% |
| 5Y (ann.) | 71.33% | 25.81% |
| Metric | 12244582:solusd:triple_med_gx:lsma270_110 | 12244582:SOLUSD |
|---|---|---|
| Max Drawdown | -36.06% | -93.44% |
| Longest DD Days | 182.0 | 703.0 |
| Avg. Drawdown | -5.89% | -11.8% |
| Avg. Drawdown Days | 19.0 | 46.0 |
| Recovery Factor | 16.52 | 1.38 |
| Ulcer Index | inf | 1.86 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-29 | -36.06 | 182 |
| 2025-05-14 | 2025-10-14 | -26.47 | 153 |
| 2022-03-25 | 2022-07-18 | -25.51 | 115 |
| 2024-07-20 | 2024-10-06 | -24.55 | 78 |
| 2025-02-03 | 2025-04-12 | -23.49 | 68 |
| 2024-04-01 | 2024-05-27 | -17.79 | 56 |
| 2023-04-30 | 2023-10-21 | -16.48 | 173 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-02-18 | 2024-02-29 | -12.20 | 10 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| Metric | 12244582:solusd:triple_med_gx:lsma270_110 | 12244582: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 | 38.67% | 140.02% |
| Worst Month | -28.9% | -56.44% |
| Best Year | 128.54% | 921.46% |
| Worst Year | 11.79% | -88.71% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 9.5% | 12.14% |
| Avg. Down Week | -4.9% | -7.19% |
| Avg. Up Month | 17.39% | 33.42% |
| Avg. Down Month | -6.99% | -20.75% |
| Win Days % | 49.14% | 50.24% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 59.76% | 48.44% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |