| Metric | 12246280:solusd:triple_med_gx:lsma280_115 | 12246280:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 388.03% | 147.18% |
| Max Drawdown | -39.62% | -93.44% |
| Sharpe | 0.64 | 0.38 |
| Sortino | 1.05 | 0.56 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 27.92 | 3.29 |
| Outlier Loss Ratio | 3.51 | 2.88 |
| Volatility (ann.) | 21.55% | 50.09% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.46 | 0.32 |
| Skew | 2.32 | 0.49 |
| Kurtosis | 43.84 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.76% | 2.13% |
| Expected Yearly % | 48.63% | 25.39% |
| Kelly Criterion | 8.38% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.26% |
| Expected Shortfall (cVaR) | -1.82% | -4.26% |
| Year | 12246280:SOLUSD | 12246280:solusd:triple_med_gx:lsma280_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 0.19 | -0.00 | + |
| 2023 | 921.46 | 138.05 | 0.15 | - |
| 2024 | 85.41 | 37.44 | 0.44 | - |
| 2025 | 5.60 | 48.88 | 8.72 | + |
| Metric | 12246280:solusd:triple_med_gx:lsma280_115 | 12246280:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.45% | 26.39% |
| 6M | 23.86% | 38.87% |
| YTD | 48.88% | 5.6% |
| 1Y | 92.57% | 47.35% |
| 3Y (ann.) | 51.52% | 84.92% |
| 5Y (ann.) | 57.77% | 29.73% |
| Metric | 12246280:solusd:triple_med_gx:lsma280_115 | 12246280:SOLUSD |
|---|---|---|
| Max Drawdown | -39.62% | -93.44% |
| Longest DD Days | 224.0 | 703.0 |
| Avg. Drawdown | -6.02% | -9.92% |
| Avg. Drawdown Days | 25.0 | 38.0 |
| Recovery Factor | 9.79 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -39.62 | 213 |
| 2024-04-01 | 2024-11-11 | -37.96 | 224 |
| 2022-03-19 | 2022-07-27 | -27.95 | 130 |
| 2025-01-19 | 2025-04-14 | -24.27 | 84 |
| 2025-05-27 | 2025-09-01 | -14.70 | 96 |
| 2023-11-25 | 2024-02-28 | -13.82 | 95 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2023-07-27 | 2023-10-17 | -9.02 | 81 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2025-04-14 | 2025-05-08 | -8.56 | 24 |
| Metric | 12246280:solusd:triple_med_gx:lsma280_115 | 12246280:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.95% | 140.02% |
| Worst Month | -24.43% | -56.44% |
| Best Year | 138.05% | 921.46% |
| Worst Year | 0.19% | -87.64% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 11.15% | 15.28% |
| Avg. Down Week | -4.79% | -7.41% |
| Avg. Up Month | 21.5% | 40.1% |
| Avg. Down Month | -7.26% | -17.12% |
| Win Days % | 48.82% | 50.26% |
| Win Month % | 45.71% | 51.16% |
| Win Week % | 52.05% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |