| Metric | 12258295:solusd:triple_med_gx:lsma270_145 | 12258295:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 159.04% | 125.87% |
| Max Drawdown | -42.05% | -93.44% |
| Sharpe | 0.46 | 0.37 |
| Sortino | 0.76 | 0.54 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 36.97 | 3.1 |
| Outlier Loss Ratio | 3.37 | 2.77 |
| Volatility (ann.) | 18.77% | 50.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.75 | 0.28 |
| Skew | 3.53 | 0.48 |
| Kurtosis | 64.52 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 1.91% |
| Expected Yearly % | 26.86% | 22.59% |
| Kelly Criterion | 6.73% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.26% |
| Expected Shortfall (cVaR) | -1.59% | -4.26% |
| Year | 12258295:SOLUSD | 12258295:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 23.17 | -0.26 | + |
| 2023 | 921.46 | 137.17 | 0.15 | - |
| 2024 | 85.41 | -17.65 | -0.21 | - |
| 2025 | 5.60 | 7.68 | 1.37 | + |
| Metric | 12258295:solusd:triple_med_gx:lsma270_145 | 12258295:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.62% | 26.39% |
| 6M | 15.68% | 38.87% |
| YTD | 7.68% | 5.6% |
| 1Y | 8.79% | 47.35% |
| 3Y (ann.) | 20.49% | 84.92% |
| 5Y (ann.) | 31.41% | 26.34% |
| Metric | 12258295:solusd:triple_med_gx:lsma270_145 | 12258295:SOLUSD |
|---|---|---|
| Max Drawdown | -42.05% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -4.97% | -11.8% |
| Avg. Drawdown Days | 25.0 | 45.0 |
| Recovery Factor | 3.78 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -42.05 | 518 |
| 2022-07-30 | 2023-01-27 | -34.38 | 180 |
| 2023-01-29 | 2023-04-12 | -16.13 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-04-10 | 2022-06-15 | -13.69 | 66 |
| 2024-01-05 | 2024-03-01 | -8.58 | 56 |
| 2024-03-01 | 2024-03-30 | -6.21 | 28 |
| 2023-07-24 | 2023-07-26 | -5.41 | 2 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12258295:solusd:triple_med_gx:lsma270_145 | 12258295:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.76% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 137.17% | 921.46% |
| Worst Year | -17.65% | -88.71% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.47% | -1.51% |
| Avg. Up Week | 9.62% | 13.64% |
| Avg. Down Week | -4.83% | -8.35% |
| Avg. Up Month | 12.94% | 37.81% |
| Avg. Down Month | -8.16% | -22.38% |
| Win Days % | 47.97% | 50.24% |
| Win Month % | 56.67% | 51.16% |
| Win Week % | 53.23% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |