| Metric | 12248358:solusd:triple_med_gx:lsma270_120 | 12248358:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 400.53% | 125.87% |
| Max Drawdown | -39.93% | -93.44% |
| Sharpe | 0.63 | 0.37 |
| Sortino | 1.06 | 0.54 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.5 | 1.06 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 27.64 | 3.31 |
| Outlier Loss Ratio | 3.44 | 2.89 |
| Volatility (ann.) | 22.25% | 50.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.47 | 0.28 |
| Skew | 2.84 | 0.48 |
| Kurtosis | 51.41 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.82% | 1.91% |
| Expected Yearly % | 49.57% | 22.59% |
| Kelly Criterion | 8.55% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.26% |
| Expected Shortfall (cVaR) | -1.88% | -4.26% |
| Year | 12248358:SOLUSD | 12248358:solusd:triple_med_gx:lsma270_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -8.44 | 0.10 | + |
| 2023 | 921.46 | 125.52 | 0.14 | - |
| 2024 | 85.41 | 90.10 | 1.05 | + |
| 2025 | 5.60 | 27.52 | 4.91 | + |
| Metric | 12248358:solusd:triple_med_gx:lsma270_120 | 12248358:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -14.38% | 26.39% |
| 6M | 5.0% | 38.87% |
| YTD | 27.52% | 5.6% |
| 1Y | 74.0% | 47.35% |
| 3Y (ann.) | 64.82% | 84.92% |
| 5Y (ann.) | 58.75% | 26.34% |
| Metric | 12248358:solusd:triple_med_gx:lsma270_120 | 12248358:SOLUSD |
|---|---|---|
| Max Drawdown | -39.93% | -93.44% |
| Longest DD Days | 186.0 | 703.0 |
| Avg. Drawdown | -6.49% | -11.8% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 10.03 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-14 | -39.93 | 186 |
| 2022-12-15 | 2023-01-29 | -35.97 | 45 |
| 2025-02-04 | 2025-05-08 | -28.04 | 93 |
| 2024-06-05 | 2024-10-14 | -26.22 | 130 |
| 2025-05-14 | 2025-09-01 | -22.48 | 110 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2024-04-01 | 2024-05-29 | -13.31 | 58 |
| 2024-01-09 | 2024-02-28 | -12.96 | 50 |
| 2024-11-12 | 2025-01-18 | -11.14 | 67 |
| 2022-10-14 | 2022-11-10 | -9.37 | 27 |
| Metric | 12248358:solusd:triple_med_gx:lsma270_120 | 12248358:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 33.69% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 125.52% | 921.46% |
| Worst Year | -8.44% | -88.71% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 10.79% | 13.69% |
| Avg. Down Week | -5.59% | -7.45% |
| Avg. Up Month | 17.67% | 38.09% |
| Avg. Down Month | -7.29% | -20.31% |
| Win Days % | 49.05% | 50.24% |
| Win Month % | 55.56% | 51.16% |
| Win Week % | 57.14% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |