| Metric | 12293738:solusd:triple_med_gx:lsma270_120 | 12293738:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 396.18% | 94.92% |
| Max Drawdown | -24.85% | -93.44% |
| Sharpe | 0.69 | 0.35 |
| Sortino | 1.24 | 0.52 |
| Payoff Ratio | 1.4 | 1.26 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 2.88 | 1.07 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 2.13 | 1.02 |
| Outlier Win Ratio | 36.8 | 3.25 |
| Outlier Loss Ratio | 3.53 | 2.87 |
| Volatility (ann.) | 20.32% | 50.45% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.46 | 0.24 |
| Skew | 6.44 | 0.49 |
| Kurtosis | 158.66 | 11.48 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.98% | 1.64% |
| Expected Yearly % | 49.25% | 18.16% |
| Kelly Criterion | 7.15% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.3% |
| Expected Shortfall (cVaR) | -1.71% | -4.3% |
| Year | 12293738:SOLUSD | 12293738:solusd:triple_med_gx:lsma270_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -4.94 | 0.06 | + |
| 2023 | 921.46 | 204.85 | 0.22 | - |
| 2024 | 85.41 | 73.83 | 0.86 | - |
| 2025 | -8.87 | -1.50 | 0.17 | + |
| Metric | 12293738:solusd:triple_med_gx:lsma270_120 | 12293738:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 6.82% | 36.47% |
| 6M | -1.5% | -8.22% |
| YTD | -1.5% | -8.87% |
| 1Y | 22.23% | 7.09% |
| 3Y (ann.) | 68.82% | 63.14% |
| 5Y (ann.) | 61.17% | 22.0% |
| Metric | 12293738:solusd:triple_med_gx:lsma270_120 | 12293738:SOLUSD |
|---|---|---|
| Max Drawdown | -24.85% | -93.44% |
| Longest DD Days | 293.0 | 703.0 |
| Avg. Drawdown | -5.96% | -11.8% |
| Avg. Drawdown Days | 32.0 | 43.0 |
| Recovery Factor | 15.94 | 1.02 |
| Ulcer Index | inf | 1.91 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-25 | 2024-03-16 | -24.85 | 81 |
| 2023-01-21 | 2023-11-10 | -23.97 | 293 |
| 2022-07-30 | 2023-01-11 | -17.85 | 165 |
| 2023-01-15 | 2023-01-20 | -16.81 | 5 |
| 2022-04-10 | 2022-07-30 | -15.96 | 110 |
| 2025-02-07 | 2025-07-17 | -15.83 | 159 |
| 2024-07-03 | 2024-11-06 | -13.92 | 126 |
| 2024-11-22 | 2025-02-07 | -11.62 | 77 |
| 2024-03-18 | 2024-03-25 | -10.00 | 7 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| Metric | 12293738:solusd:triple_med_gx:lsma270_120 | 12293738:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 35.64% | 43.67% |
| Worst Week | -10.05% | -51.66% |
| Best Month | 73.78% | 140.02% |
| Worst Month | -16.05% | -56.44% |
| Best Year | 204.85% | 921.46% |
| Worst Year | -4.94% | -88.71% |
| Avg. Up Day | 2.25% | 2.27% |
| Avg. Down Day | -1.61% | -1.8% |
| Avg. Up Week | 8.73% | 14.37% |
| Avg. Down Week | -4.1% | -9.05% |
| Avg. Up Month | 19.24% | 42.77% |
| Avg. Down Month | -6.74% | -24.58% |
| Win Days % | 45.85% | 50.17% |
| Win Month % | 60.0% | 51.22% |
| Win Week % | 57.75% | 47.49% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 50.0% | 50.0% |