| Metric | 12128461:solusd:triple_med_gx:lsma160_30 | 12128461:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 549.94% | 88.11% |
| Max Drawdown | -25.89% | -93.44% |
| Sharpe | 0.72 | 0.34 |
| Sortino | 1.22 | 0.51 |
| Payoff Ratio | 1.29 | 1.08 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.73 | 1.08 |
| CPC Index | 0.82 | 0.57 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 28.73 | 3.36 |
| Outlier Loss Ratio | 3.44 | 2.98 |
| Volatility (ann.) | 22.74% | 50.44% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.85 | 0.22 |
| Skew | 3.28 | 0.49 |
| Kurtosis | 53.69 | 11.39 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.56% | 1.52% |
| Expected Yearly % | 59.67% | 17.11% |
| Kelly Criterion | 8.32% | 3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.3% |
| Expected Shortfall (cVaR) | -1.91% | -4.3% |
| Year | 12128461:SOLUSD | 12128461:solusd:triple_med_gx:lsma160_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 51.96 | -0.58 | + |
| 2023 | 921.46 | 94.63 | 0.10 | - |
| 2024 | 85.41 | 6.90 | 0.08 | - |
| 2025 | -8.87 | 105.56 | -11.91 | + |
| Metric | 12128461:solusd:triple_med_gx:lsma160_30 | 12128461:SOLUSD |
|---|---|---|
| MTD | 0.56% | 11.11% |
| 3M | 3.41% | 36.47% |
| 6M | 93.86% | -8.22% |
| YTD | 105.56% | -8.87% |
| 1Y | 124.55% | 7.09% |
| 3Y (ann.) | 65.27% | 63.14% |
| 5Y (ann.) | 73.72% | 20.49% |
| Metric | 12128461:solusd:triple_med_gx:lsma160_30 | 12128461:SOLUSD |
|---|---|---|
| Max Drawdown | -25.89% | -93.44% |
| Longest DD Days | 242.0 | 703.0 |
| Avg. Drawdown | -5.88% | -12.93% |
| Avg. Drawdown Days | 19.0 | 47.0 |
| Recovery Factor | 21.24 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-14 | 2023-10-21 | -25.89 | 190 |
| 2022-05-02 | 2022-06-20 | -25.82 | 49 |
| 2025-05-14 | 2025-07-17 | -23.02 | 64 |
| 2024-04-12 | 2024-12-11 | -20.48 | 242 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2024-12-19 | 2025-01-15 | -16.44 | 27 |
| 2022-07-19 | 2022-10-25 | -15.88 | 97 |
| 2023-02-20 | 2023-04-11 | -13.31 | 50 |
| 2022-12-16 | 2023-02-20 | -11.78 | 65 |
| 2025-02-26 | 2025-02-28 | -11.24 | 2 |
| Metric | 12128461:solusd:triple_med_gx:lsma160_30 | 12128461:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 30.09% |
| Worst Day | -8.72% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -18.14% | -51.66% |
| Best Month | 43.58% | 140.02% |
| Worst Month | -17.75% | -56.44% |
| Best Year | 105.56% | 921.46% |
| Worst Year | 6.9% | -89.1% |
| Avg. Up Day | 2.1% | 2.11% |
| Avg. Down Day | -1.63% | -1.96% |
| Avg. Up Week | 9.72% | 14.43% |
| Avg. Down Week | -4.61% | -9.94% |
| Avg. Up Month | 12.34% | 23.54% |
| Avg. Down Month | -8.73% | -25.93% |
| Win Days % | 48.38% | 50.14% |
| Win Month % | 74.29% | 52.38% |
| Win Week % | 61.25% | 47.22% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 50.0% |