| Metric | 12254197:solusd:triple_med_gx:lsma275_135 | 12254197:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 116.97% | 142.43% |
| Max Drawdown | -47.52% | -93.44% |
| Sharpe | 0.38 | 0.38 |
| Sortino | 0.6 | 0.56 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 34.64 | 3.14 |
| Outlier Loss Ratio | 3.29 | 2.81 |
| Volatility (ann.) | 19.41% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.52 | 0.31 |
| Skew | 2.16 | 0.49 |
| Kurtosis | 59.56 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.82% | 2.08% |
| Expected Yearly % | 21.37% | 24.78% |
| Kelly Criterion | 5.43% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12254197:SOLUSD | 12254197:solusd:triple_med_gx:lsma275_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 9.52 | -0.11 | + |
| 2023 | 921.46 | 119.29 | 0.13 | - |
| 2024 | 85.41 | -26.86 | -0.31 | - |
| 2025 | 5.60 | 23.51 | 4.20 | + |
| Metric | 12254197:solusd:triple_med_gx:lsma275_135 | 12254197:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.09% | 26.39% |
| 6M | 14.23% | 38.87% |
| YTD | 23.51% | 5.6% |
| 1Y | 22.12% | 47.35% |
| 3Y (ann.) | 17.84% | 84.92% |
| 5Y (ann.) | 24.93% | 28.98% |
| Metric | 12254197:solusd:triple_med_gx:lsma275_135 | 12254197:SOLUSD |
|---|---|---|
| Max Drawdown | -47.52% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.24% | -10.56% |
| Avg. Drawdown Days | 35.0 | 40.0 |
| Recovery Factor | 2.46 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.52 | 518 |
| 2022-08-13 | 2023-01-03 | -31.09 | 143 |
| 2023-11-25 | 2024-02-29 | -19.22 | 95 |
| 2023-01-29 | 2023-04-25 | -18.10 | 86 |
| 2022-06-16 | 2022-07-16 | -16.99 | 30 |
| 2022-07-31 | 2022-08-12 | -13.50 | 12 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-04-26 | 2023-07-26 | -6.26 | 90 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2024-03-01 | 2024-03-24 | -5.59 | 23 |
| Metric | 12254197:solusd:triple_med_gx:lsma275_135 | 12254197:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 37.53% | 140.02% |
| Worst Month | -28.79% | -56.44% |
| Best Year | 119.29% | 921.46% |
| Worst Year | -26.86% | -87.88% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.51% | -1.59% |
| Avg. Up Week | 9.7% | 14.8% |
| Avg. Down Week | -5.16% | -8.04% |
| Avg. Up Month | 16.38% | 39.44% |
| Avg. Down Month | -11.09% | -20.31% |
| Win Days % | 48.36% | 50.25% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 53.12% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |