| Metric | 12252472:solusd:triple_med_gx:lsma270_130 | 12252472:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 564.54% | 125.87% |
| Max Drawdown | -36.34% | -93.44% |
| Sharpe | 0.75 | 0.37 |
| Sortino | 1.26 | 0.54 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.73 | 1.06 |
| CPC Index | 0.83 | 0.62 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 29.03 | 3.2 |
| Outlier Loss Ratio | 3.38 | 2.86 |
| Volatility (ann.) | 21.05% | 50.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.99 | 0.28 |
| Skew | 2.78 | 0.48 |
| Kurtosis | 55.48 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.5% | 1.91% |
| Expected Yearly % | 60.56% | 22.59% |
| Kelly Criterion | 11.13% | 7.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.26% |
| Expected Shortfall (cVaR) | -1.77% | -4.26% |
| Year | 12252472:SOLUSD | 12252472:solusd:triple_med_gx:lsma270_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -3.13 | 0.04 | + |
| 2023 | 921.46 | 114.02 | 0.12 | - |
| 2024 | 85.41 | 149.05 | 1.75 | + |
| 2025 | 5.60 | 28.70 | 5.12 | + |
| Metric | 12252472:solusd:triple_med_gx:lsma270_130 | 12252472:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.63% | 26.39% |
| 6M | 38.8% | 38.87% |
| YTD | 28.7% | 5.6% |
| 1Y | 105.25% | 47.35% |
| 3Y (ann.) | 75.06% | 84.92% |
| 5Y (ann.) | 72.2% | 26.34% |
| Metric | 12252472:solusd:triple_med_gx:lsma270_130 | 12252472:SOLUSD |
|---|---|---|
| Max Drawdown | -36.34% | -93.44% |
| Longest DD Days | 182.0 | 703.0 |
| Avg. Drawdown | -5.25% | -11.8% |
| Avg. Drawdown Days | 18.0 | 45.0 |
| Recovery Factor | 15.53 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-29 | -36.34 | 182 |
| 2022-03-25 | 2022-07-18 | -31.00 | 115 |
| 2024-06-05 | 2024-10-07 | -24.50 | 123 |
| 2025-05-14 | 2025-09-01 | -18.17 | 110 |
| 2023-01-29 | 2023-04-12 | -14.69 | 72 |
| 2024-04-01 | 2024-05-17 | -13.99 | 46 |
| 2024-11-30 | 2025-04-09 | -11.95 | 130 |
| 2023-07-27 | 2023-10-20 | -10.80 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12252472:solusd:triple_med_gx:lsma270_130 | 12252472:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -17.37% | -51.66% |
| Best Month | 36.84% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 149.05% | 921.46% |
| Worst Year | -3.13% | -88.71% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.5% | -1.59% |
| Avg. Up Week | 10.65% | 12.62% |
| Avg. Down Week | -5.3% | -7.73% |
| Avg. Up Month | 18.87% | 36.74% |
| Avg. Down Month | -5.87% | -19.59% |
| Win Days % | 51.04% | 50.24% |
| Win Month % | 56.25% | 51.16% |
| Win Week % | 61.02% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |