| Metric | 12252366:solusd:triple_med_gx:lsma280_130 | 12252366:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 349.34% | 147.18% |
| Max Drawdown | -43.0% | -93.44% |
| Sharpe | 0.61 | 0.38 |
| Sortino | 1.02 | 0.56 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 29.84 | 3.25 |
| Outlier Loss Ratio | 3.39 | 2.88 |
| Volatility (ann.) | 21.45% | 50.09% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.26 | 0.32 |
| Skew | 2.84 | 0.49 |
| Kurtosis | 54.79 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.56% | 2.13% |
| Expected Yearly % | 45.59% | 25.39% |
| Kelly Criterion | 8.95% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.26% |
| Expected Shortfall (cVaR) | -1.81% | -4.26% |
| Year | 12252366:SOLUSD | 12252366:solusd:triple_med_gx:lsma280_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 9.71 | -0.11 | + |
| 2023 | 921.46 | 110.69 | 0.12 | - |
| 2024 | 85.41 | 94.23 | 1.10 | + |
| 2025 | 5.60 | 0.08 | 0.01 | - |
| Metric | 12252366:solusd:triple_med_gx:lsma280_130 | 12252366:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.29% | 26.39% |
| 6M | 14.7% | 38.87% |
| YTD | 0.08% | 5.6% |
| 1Y | 48.69% | 47.35% |
| 3Y (ann.) | 38.85% | 84.92% |
| 5Y (ann.) | 54.06% | 29.73% |
| Metric | 12252366:solusd:triple_med_gx:lsma280_130 | 12252366:SOLUSD |
|---|---|---|
| Max Drawdown | -43.0% | -93.44% |
| Longest DD Days | 213.0 | 703.0 |
| Avg. Drawdown | -6.61% | -9.92% |
| Avg. Drawdown Days | 25.0 | 38.0 |
| Recovery Factor | 8.12 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-04-28 | -43.00 | 213 |
| 2024-06-05 | 2024-11-05 | -33.01 | 152 |
| 2024-11-29 | 2025-05-08 | -30.24 | 160 |
| 2022-04-11 | 2022-06-20 | -27.62 | 70 |
| 2025-05-14 | 2025-09-01 | -19.83 | 110 |
| 2023-10-24 | 2024-01-08 | -11.40 | 76 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-06-04 | -11.13 | 64 |
| 2022-07-30 | 2022-08-08 | -9.96 | 8 |
| 2022-08-08 | 2022-08-13 | -8.51 | 4 |
| Metric | 12252366:solusd:triple_med_gx:lsma280_130 | 12252366:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.21% | 140.02% |
| Worst Month | -30.21% | -56.44% |
| Best Year | 110.69% | 921.46% |
| Worst Year | 0.08% | -87.64% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.51% | -1.55% |
| Avg. Up Week | 10.3% | 13.17% |
| Avg. Down Week | -5.42% | -8.37% |
| Avg. Up Month | 15.96% | 39.21% |
| Avg. Down Month | -7.42% | -18.44% |
| Win Days % | 49.64% | 50.26% |
| Win Month % | 59.38% | 51.16% |
| Win Week % | 61.67% | 48.65% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |