| Metric | 12254421:solusd:triple_med_gx:lsma280_135 | 12254421:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 370.91% | 147.18% |
| Max Drawdown | -41.4% | -93.44% |
| Sharpe | 0.63 | 0.38 |
| Sortino | 1.06 | 0.56 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 30.65 | 3.2 |
| Outlier Loss Ratio | 3.33 | 2.85 |
| Volatility (ann.) | 21.02% | 50.09% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.36 | 0.32 |
| Skew | 2.93 | 0.49 |
| Kurtosis | 57.98 | 11.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.67% | 2.13% |
| Expected Yearly % | 47.31% | 25.39% |
| Kelly Criterion | 9.63% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.26% |
| Expected Shortfall (cVaR) | -1.77% | -4.26% |
| Year | 12254421:SOLUSD | 12254421:solusd:triple_med_gx:lsma280_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 9.16 | -0.10 | + |
| 2023 | 921.46 | 129.02 | 0.14 | - |
| 2024 | 85.41 | 88.64 | 1.04 | + |
| 2025 | 5.60 | -0.15 | -0.03 | - |
| Metric | 12254421:solusd:triple_med_gx:lsma280_135 | 12254421:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.3% | 26.39% |
| 6M | 14.43% | 38.87% |
| YTD | -0.15% | 5.6% |
| 1Y | 47.2% | 47.35% |
| 3Y (ann.) | 45.05% | 84.92% |
| 5Y (ann.) | 56.15% | 29.73% |
| Metric | 12254421:solusd:triple_med_gx:lsma280_135 | 12254421:SOLUSD |
|---|---|---|
| Max Drawdown | -41.4% | -93.44% |
| Longest DD Days | 217.0 | 703.0 |
| Avg. Drawdown | -6.11% | -9.92% |
| Avg. Drawdown Days | 22.0 | 38.0 |
| Recovery Factor | 8.96 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-04-14 | -41.40 | 178 |
| 2024-04-01 | 2024-11-04 | -33.12 | 217 |
| 2024-11-12 | 2025-05-08 | -30.07 | 177 |
| 2022-04-14 | 2022-06-21 | -23.51 | 67 |
| 2025-05-14 | 2025-09-01 | -19.62 | 110 |
| 2022-08-08 | 2022-08-13 | -8.51 | 4 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-02 | 2022-08-08 | -8.17 | 5 |
| 2022-07-11 | 2022-07-14 | -8.16 | 2 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| Metric | 12254421:solusd:triple_med_gx:lsma280_135 | 12254421: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 | 44.84% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 129.02% | 921.46% |
| Worst Year | -0.15% | -87.64% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 10.91% | 13.06% |
| Avg. Down Week | -5.2% | -8.94% |
| Avg. Up Month | 17.92% | 39.82% |
| Avg. Down Month | -6.39% | -18.44% |
| Win Days % | 50.11% | 50.26% |
| Win Month % | 56.25% | 51.16% |
| Win Week % | 60.34% | 48.65% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |