| Metric | 12258628:solusd:triple_med_gx:lsma270_145 | 12258628:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 519.96% | 125.87% |
| Max Drawdown | -35.78% | -93.44% |
| Sharpe | 0.77 | 0.37 |
| Sortino | 1.36 | 0.54 |
| Payoff Ratio | 1.32 | 1.28 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 1.99 | 1.06 |
| CPC Index | 0.92 | 0.68 |
| Tail Ratio | 1.44 | 1.0 |
| Outlier Win Ratio | 35.03 | 3.15 |
| Outlier Loss Ratio | 3.45 | 2.74 |
| Volatility (ann.) | 19.53% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.92 | 0.28 |
| Skew | 3.92 | 0.48 |
| Kurtosis | 76.06 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.33% | 1.91% |
| Expected Yearly % | 57.79% | 22.59% |
| Kelly Criterion | 12.96% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.26% |
| Expected Shortfall (cVaR) | -1.64% | -4.26% |
| Year | 12258628:SOLUSD | 12258628:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 16.28 | -0.18 | + |
| 2023 | 921.46 | 110.67 | 0.12 | - |
| 2024 | 85.41 | 90.65 | 1.06 | + |
| 2025 | 5.60 | 32.74 | 5.84 | + |
| Metric | 12258628:solusd:triple_med_gx:lsma270_145 | 12258628:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.77% | 26.39% |
| 6M | 45.17% | 38.87% |
| YTD | 32.74% | 5.6% |
| 1Y | 95.26% | 47.35% |
| 3Y (ann.) | 58.63% | 84.92% |
| 5Y (ann.) | 68.8% | 26.34% |
| Metric | 12258628:solusd:triple_med_gx:lsma270_145 | 12258628:SOLUSD |
|---|---|---|
| Max Drawdown | -35.78% | -93.44% |
| Longest DD Days | 268.0 | 703.0 |
| Avg. Drawdown | -4.97% | -11.8% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 14.53 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-14 | -35.78 | 268 |
| 2024-04-01 | 2024-10-19 | -29.22 | 201 |
| 2024-11-29 | 2025-04-12 | -19.48 | 134 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2025-05-14 | 2025-09-01 | -14.36 | 110 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2022-04-14 | 2022-06-15 | -8.55 | 62 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2023-07-27 | 2023-10-16 | -8.15 | 81 |
| 2023-04-30 | 2023-07-26 | -7.09 | 87 |
| Metric | 12258628:solusd:triple_med_gx:lsma270_145 | 12258628:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.97% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 110.67% | 921.46% |
| Worst Year | 16.28% | -88.71% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.41% | -1.46% |
| Avg. Up Week | 10.9% | 13.31% |
| Avg. Down Week | -4.13% | -8.05% |
| Avg. Up Month | 18.08% | 39.4% |
| Avg. Down Month | -5.91% | -19.67% |
| Win Days % | 50.44% | 50.24% |
| Win Month % | 60.0% | 51.16% |
| Win Week % | 57.14% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |