| Metric | 12258689:solusd:triple_med_gx:lsma270_145 | 12258689:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 507.56% | 125.87% |
| Max Drawdown | -33.82% | -93.44% |
| Sharpe | 0.78 | 0.37 |
| Sortino | 1.38 | 0.54 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 2.03 | 1.06 |
| CPC Index | 0.92 | 0.67 |
| Tail Ratio | 1.47 | 1.0 |
| Outlier Win Ratio | 35.6 | 3.13 |
| Outlier Loss Ratio | 3.55 | 2.7 |
| Volatility (ann.) | 18.72% | 50.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.01 | 0.28 |
| Skew | 3.9 | 0.48 |
| Kurtosis | 81.35 | 11.44 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.29% | 1.91% |
| Expected Yearly % | 57.0% | 22.59% |
| Kelly Criterion | 12.48% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.26% |
| Expected Shortfall (cVaR) | -1.57% | -4.26% |
| Year | 12258689:SOLUSD | 12258689:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 15.09 | -0.17 | + |
| 2023 | 921.46 | 97.12 | 0.11 | - |
| 2024 | 85.41 | 125.27 | 1.47 | + |
| 2025 | 5.60 | 18.88 | 3.37 | + |
| Metric | 12258689:solusd:triple_med_gx:lsma270_145 | 12258689:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -2.82% | 26.39% |
| 6M | 28.58% | 38.87% |
| YTD | 18.88% | 5.6% |
| 1Y | 91.92% | 47.35% |
| 3Y (ann.) | 60.83% | 84.92% |
| 5Y (ann.) | 67.82% | 26.34% |
| Metric | 12258689:solusd:triple_med_gx:lsma270_145 | 12258689:SOLUSD |
|---|---|---|
| Max Drawdown | -33.82% | -93.44% |
| Longest DD Days | 246.0 | 703.0 |
| Avg. Drawdown | -5.25% | -11.8% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 15.01 | 1.35 |
| Ulcer Index | inf | 1.89 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-04-11 | -33.82 | 246 |
| 2024-04-01 | 2024-10-06 | -28.28 | 188 |
| 2025-05-14 | 2025-09-01 | -18.57 | 110 |
| 2022-06-16 | 2022-07-16 | -16.00 | 30 |
| 2025-02-04 | 2025-04-12 | -15.99 | 66 |
| 2024-11-30 | 2025-02-04 | -9.56 | 66 |
| 2023-07-27 | 2023-10-20 | -9.19 | 84 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2022-04-14 | 2022-06-15 | -8.13 | 62 |
| Metric | 12258689:solusd:triple_med_gx:lsma270_145 | 12258689:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.36% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 125.27% | 921.46% |
| Worst Year | 15.09% | -88.71% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.37% | -1.43% |
| Avg. Up Week | 10.45% | 11.83% |
| Avg. Down Week | -4.18% | -9.04% |
| Avg. Up Month | 17.16% | 37.15% |
| Avg. Down Month | -4.84% | -20.71% |
| Win Days % | 50.25% | 50.24% |
| Win Month % | 60.0% | 51.16% |
| Win Week % | 60.71% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |