| Metric | 12254422:solusd:triple_med_gx:lsma270_135 | 12254422:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 371.44% | 125.87% |
| Max Drawdown | -39.7% | -93.44% |
| Sharpe | 0.64 | 0.37 |
| Sortino | 1.07 | 0.54 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.76 | 1.06 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 31.82 | 3.16 |
| Outlier Loss Ratio | 3.34 | 2.84 |
| Volatility (ann.) | 20.59% | 50.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.41 | 0.28 |
| Skew | 3.04 | 0.48 |
| Kurtosis | 62.51 | 11.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.67% | 1.91% |
| Expected Yearly % | 47.35% | 22.59% |
| Kelly Criterion | 10.27% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.26% |
| Expected Shortfall (cVaR) | -1.74% | -4.26% |
| Year | 12254422:SOLUSD | 12254422:solusd:triple_med_gx:lsma270_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 3.13 | -0.04 | + |
| 2023 | 921.46 | 131.74 | 0.14 | - |
| 2024 | 85.41 | 86.01 | 1.01 | + |
| 2025 | 5.60 | 6.04 | 1.08 | + |
| Metric | 12254422:solusd:triple_med_gx:lsma270_135 | 12254422:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -5.37% | 26.39% |
| 6M | 21.21% | 38.87% |
| YTD | 6.04% | 5.6% |
| 1Y | 55.29% | 47.35% |
| 3Y (ann.) | 49.3% | 84.92% |
| 5Y (ann.) | 56.04% | 26.34% |
| Metric | 12254422:solusd:triple_med_gx:lsma270_135 | 12254422:SOLUSD |
|---|---|---|
| Max Drawdown | -39.7% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -5.68% | -11.8% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 9.36 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-18 | 2023-04-13 | -39.70 | 177 |
| 2024-11-12 | 2025-05-09 | -33.28 | 178 |
| 2024-04-01 | 2024-10-20 | -29.90 | 202 |
| 2022-04-14 | 2022-06-21 | -23.87 | 67 |
| 2025-05-14 | 2025-09-01 | -16.59 | 110 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-08-02 | 2022-10-17 | -8.17 | 76 |
| 2022-07-11 | 2022-07-14 | -8.16 | 2 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2024-01-06 | 2024-01-08 | -7.74 | 2 |
| Metric | 12254422:solusd:triple_med_gx:lsma270_135 | 12254422: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 | 131.74% | 921.46% |
| Worst Year | 3.13% | -88.71% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.5% | -1.56% |
| Avg. Up Week | 10.84% | 13.06% |
| Avg. Down Week | -4.88% | -8.6% |
| Avg. Up Month | 18.78% | 38.88% |
| Avg. Down Month | -6.41% | -19.04% |
| Win Days % | 50.51% | 50.24% |
| Win Month % | 51.52% | 51.16% |
| Win Week % | 57.63% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |