| Metric | 12289855:solusd:triple_med_gx:lsma270_110 | 12289855:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 250.64% | 94.92% |
| Max Drawdown | -31.57% | -93.44% |
| Sharpe | 0.55 | 0.35 |
| Sortino | 0.93 | 0.52 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 2.17 | 1.07 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.72 | 1.02 |
| Outlier Win Ratio | 34.98 | 3.24 |
| Outlier Loss Ratio | 3.46 | 2.91 |
| Volatility (ann.) | 21.04% | 50.45% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.44 | 0.24 |
| Skew | 5.54 | 0.49 |
| Kurtosis | 141.6 | 11.48 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.11% | 1.64% |
| Expected Yearly % | 36.84% | 18.16% |
| Kelly Criterion | 5.86% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -4.3% |
| Expected Shortfall (cVaR) | -1.78% | -4.3% |
| Year | 12289855:SOLUSD | 12289855:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 6.45 | -0.07 | + |
| 2023 | 921.46 | 165.14 | 0.18 | - |
| 2024 | 85.41 | 47.20 | 0.55 | - |
| 2025 | -8.87 | -15.60 | 1.76 | - |
| Metric | 12289855:solusd:triple_med_gx:lsma270_110 | 12289855:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 7.38% | 36.47% |
| 6M | -15.6% | -8.22% |
| YTD | -15.6% | -8.87% |
| 1Y | -8.0% | 7.09% |
| 3Y (ann.) | 48.04% | 63.14% |
| 5Y (ann.) | 45.33% | 22.0% |
| Metric | 12289855:solusd:triple_med_gx:lsma270_110 | 12289855:SOLUSD |
|---|---|---|
| Max Drawdown | -31.57% | -93.44% |
| Longest DD Days | 247.0 | 703.0 |
| Avg. Drawdown | -8.77% | -11.8% |
| Avg. Drawdown Days | 38.0 | 43.0 |
| Recovery Factor | 7.94 | 1.02 |
| Ulcer Index | inf | 1.91 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -31.57 | 236 |
| 2023-12-26 | 2024-03-16 | -28.29 | 81 |
| 2023-02-27 | 2023-11-01 | -21.72 | 247 |
| 2024-07-03 | 2024-11-08 | -18.93 | 128 |
| 2022-09-27 | 2023-01-14 | -18.25 | 108 |
| 2023-01-15 | 2023-01-20 | -15.43 | 5 |
| 2022-04-10 | 2022-06-24 | -14.33 | 74 |
| 2022-07-30 | 2022-08-31 | -13.04 | 31 |
| 2023-11-01 | 2023-11-10 | -11.58 | 8 |
| 2023-11-19 | 2023-12-20 | -10.55 | 30 |
| Metric | 12289855:solusd:triple_med_gx:lsma270_110 | 12289855:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.78% | -26.94% |
| Best Week | 38.94% | 43.67% |
| Worst Week | -11.32% | -51.66% |
| Best Month | 58.06% | 140.02% |
| Worst Month | -14.17% | -56.44% |
| Best Year | 165.14% | 921.46% |
| Worst Year | -15.6% | -88.71% |
| Avg. Up Day | 2.14% | 2.16% |
| Avg. Down Day | -1.61% | -1.84% |
| Avg. Up Week | 9.11% | 16.29% |
| Avg. Down Week | -4.09% | -8.74% |
| Avg. Up Month | 19.64% | 47.35% |
| Avg. Down Month | -5.83% | -21.41% |
| Win Days % | 46.24% | 50.17% |
| Win Month % | 45.95% | 51.22% |
| Win Week % | 51.39% | 47.49% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 75.0% | 50.0% |