| Metric | 12252308:solusd:triple_med_gx:lsma270_130 | 12252308:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 277.36% | 125.87% |
| Max Drawdown | -38.87% | -93.44% |
| Sharpe | 0.56 | 0.37 |
| Sortino | 0.93 | 0.54 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 31.58 | 3.17 |
| Outlier Loss Ratio | 3.35 | 2.85 |
| Volatility (ann.) | 21.01% | 50.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.19 | 0.28 |
| Skew | 2.97 | 0.48 |
| Kurtosis | 60.4 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.14% | 1.91% |
| Expected Yearly % | 39.38% | 22.59% |
| Kelly Criterion | 8.49% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -4.26% |
| Expected Shortfall (cVaR) | -1.78% | -4.26% |
| Year | 12252308:SOLUSD | 12252308:solusd:triple_med_gx:lsma270_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -1.15 | 0.01 | + |
| 2023 | 921.46 | 131.47 | 0.14 | - |
| 2024 | 85.41 | 47.25 | 0.55 | - |
| 2025 | 5.60 | 12.01 | 2.14 | + |
| Metric | 12252308:solusd:triple_med_gx:lsma270_130 | 12252308:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -8.3% | 26.39% |
| 6M | 13.9% | 38.87% |
| YTD | 12.01% | 5.6% |
| 1Y | 44.86% | 47.35% |
| 3Y (ann.) | 39.12% | 84.92% |
| 5Y (ann.) | 46.39% | 26.34% |
| Metric | 12252308:solusd:triple_med_gx:lsma270_130 | 12252308:SOLUSD |
|---|---|---|
| Max Drawdown | -38.87% | -93.44% |
| Longest DD Days | 221.0 | 703.0 |
| Avg. Drawdown | -6.02% | -11.8% |
| Avg. Drawdown Days | 21.0 | 45.0 |
| Recovery Factor | 7.13 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2023-04-25 | -38.87 | 193 |
| 2024-04-01 | 2024-11-08 | -33.31 | 221 |
| 2022-04-11 | 2022-06-19 | -27.91 | 69 |
| 2024-11-29 | 2025-04-12 | -23.71 | 134 |
| 2025-05-14 | 2025-09-01 | -17.51 | 110 |
| 2022-06-20 | 2022-07-16 | -15.66 | 26 |
| 2025-04-14 | 2025-05-08 | -9.53 | 24 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| 2023-07-27 | 2023-10-16 | -8.28 | 81 |
| 2022-08-02 | 2022-08-12 | -8.00 | 10 |
| Metric | 12252308:solusd:triple_med_gx:lsma270_130 | 12252308: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 | 45.38% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 131.47% | 921.46% |
| Worst Year | -1.15% | -88.71% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 10.68% | 13.8% |
| Avg. Down Week | -3.89% | -7.54% |
| Avg. Up Month | 16.92% | 41.44% |
| Avg. Down Month | -6.18% | -19.6% |
| Win Days % | 49.44% | 50.24% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 53.45% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |