| Metric | 12129631:solusd:triple_med_gx:lsma160_35 | 12129631:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 309.82% | 93.15% |
| Max Drawdown | -36.64% | -93.44% |
| Sharpe | 0.56 | 0.35 |
| Sortino | 0.91 | 0.51 |
| Payoff Ratio | 1.22 | 1.07 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.46 | 1.08 |
| CPC Index | 0.72 | 0.57 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 27.78 | 3.4 |
| Outlier Loss Ratio | 3.3 | 3.08 |
| Volatility (ann.) | 23.22% | 50.47% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.41 | 0.23 |
| Skew | 2.3 | 0.48 |
| Kurtosis | 38.82 | 11.33 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.42% | 1.58% |
| Expected Yearly % | 42.28% | 17.89% |
| Kelly Criterion | 6.55% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -4.3% |
| Expected Shortfall (cVaR) | -1.96% | -4.3% |
| Year | 12129631:SOLUSD | 12129631:solusd:triple_med_gx:lsma160_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 28.60 | -0.32 | + |
| 2023 | 921.46 | 82.20 | 0.09 | - |
| 2024 | 85.41 | -6.52 | -0.08 | - |
| 2025 | -8.87 | 87.11 | -9.83 | + |
| Metric | 12129631:solusd:triple_med_gx:lsma160_35 | 12129631:SOLUSD |
|---|---|---|
| MTD | 5.4% | 11.11% |
| 3M | 10.38% | 36.47% |
| 6M | 85.02% | -8.22% |
| YTD | 87.11% | -8.87% |
| 1Y | 83.44% | 7.09% |
| 3Y (ann.) | 41.32% | 63.14% |
| 5Y (ann.) | 51.52% | 21.4% |
| Metric | 12129631:solusd:triple_med_gx:lsma160_35 | 12129631:SOLUSD |
|---|---|---|
| Max Drawdown | -36.64% | -93.44% |
| Longest DD Days | 339.0 | 703.0 |
| Avg. Drawdown | -7.25% | -12.45% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 8.46 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2022-07-19 | -36.64 | 74 |
| 2022-07-19 | 2023-04-14 | -24.92 | 268 |
| 2023-04-14 | 2023-10-21 | -21.15 | 190 |
| 2024-02-13 | 2025-01-17 | -19.81 | 339 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-14 | 2025-07-17 | -17.52 | 64 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| 2023-12-15 | 2023-12-21 | -12.86 | 5 |
| 2025-02-26 | 2025-02-28 | -11.24 | 2 |
| 2022-04-03 | 2022-05-05 | -9.26 | 32 |
| Metric | 12129631:solusd:triple_med_gx:lsma160_35 | 12129631:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -24.96% | -51.66% |
| Best Month | 53.88% | 140.02% |
| Worst Month | -23.43% | -56.44% |
| Best Year | 87.11% | 921.46% |
| Worst Year | -6.52% | -88.81% |
| Avg. Up Day | 2.09% | 2.1% |
| Avg. Down Day | -1.71% | -1.97% |
| Avg. Up Week | 9.97% | 15.09% |
| Avg. Down Week | -4.2% | -9.52% |
| Avg. Up Month | 15.36% | 27.19% |
| Avg. Down Month | -9.65% | -26.65% |
| Win Days % | 48.66% | 50.16% |
| Win Month % | 60.0% | 52.38% |
| Win Week % | 53.16% | 47.51% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |