| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 598.43% | 94.92% |
| Max Drawdown | -39.05% | -93.44% |
| Sharpe | 0.84 | 0.35 |
| Sortino | 1.43 | 0.52 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.91 | 1.07 |
| CPC Index | 0.85 | 0.61 |
| Tail Ratio | 1.41 | 1.02 |
| Outlier Win Ratio | 30.89 | 3.27 |
| Outlier Loss Ratio | 3.57 | 2.81 |
| Volatility (ann.) | 19.55% | 50.45% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.01 | 0.24 |
| Skew | 3.12 | 0.49 |
| Kurtosis | 53.74 | 11.48 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.85% | 1.64% |
| Expected Yearly % | 62.57% | 18.16% |
| Kelly Criterion | 11.63% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.3% |
| Expected Shortfall (cVaR) | -1.64% | -4.3% |
| Year | 12254759:SOLUSD | 12254759:solusd:triple_med_gx:lsma270_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 19.05 | -0.21 | + |
| 2023 | 921.46 | 50.81 | 0.06 | - |
| 2024 | 85.41 | 159.44 | 1.87 | + |
| 2025 | -8.87 | 49.94 | -5.63 | + |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| MTD | 2.82% | 11.11% |
| 3M | 32.46% | 36.47% |
| 6M | 49.94% | -8.22% |
| YTD | 49.94% | -8.87% |
| 1Y | 204.41% | 7.09% |
| 3Y (ann.) | 67.48% | 63.14% |
| 5Y (ann.) | 78.45% | 22.0% |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Max Drawdown | -39.05% | -93.44% |
| Longest DD Days | 422.0 | 703.0 |
| Avg. Drawdown | -5.04% | -11.8% |
| Avg. Drawdown Days | 18.0 | 43.0 |
| Recovery Factor | 15.32 | 1.02 |
| Ulcer Index | inf | 1.91 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2023-12-02 | -39.05 | 422 |
| 2022-07-19 | 2022-09-29 | -19.05 | 71 |
| 2024-04-01 | 2024-08-05 | -17.42 | 126 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-01-11 | 2024-02-28 | -13.33 | 48 |
| 2022-06-12 | 2022-06-15 | -12.61 | 3 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2022-04-14 | 2022-04-19 | -9.18 | 5 |
| 2025-04-01 | 2025-04-11 | -8.24 | 10 |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -16.03% | -51.66% |
| Best Month | 30.13% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 159.44% | 921.46% |
| Worst Year | 19.05% | -88.71% |
| Avg. Up Day | 1.74% | 1.75% |
| Avg. Down Day | -1.43% | -1.51% |
| Avg. Up Week | 9.24% | 13.05% |
| Avg. Down Week | -4.8% | -7.88% |
| Avg. Up Month | 14.34% | 37.94% |
| Avg. Down Month | -9.19% | -16.3% |
| Win Days % | 51.48% | 50.17% |
| Win Month % | 72.73% | 51.22% |
| Win Week % | 62.32% | 47.49% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |