| Metric | 12238032:solusd:triple_med_gx:lsma170_90 | 12238032:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 107.32% | 78.69% |
| Max Drawdown | -30.85% | -93.44% |
| Sharpe | 0.43 | 0.34 |
| Sortino | 0.73 | 0.5 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 54.14 | 2.84 |
| Outlier Loss Ratio | 3.11 | 2.53 |
| Volatility (ann.) | 15.18% | 50.42% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.78 | 0.2 |
| Skew | 5.12 | 0.49 |
| Kurtosis | 122.4 | 11.43 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.75% | 1.39% |
| Expected Yearly % | 19.99% | 15.62% |
| Kelly Criterion | 7.98% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -4.29% |
| Expected Shortfall (cVaR) | -1.29% | -4.29% |
| Year | 12238032:SOLUSD | 12238032:solusd:triple_med_gx:lsma170_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 23.08 | -0.26 | + |
| 2023 | 921.46 | 98.69 | 0.11 | - |
| 2024 | 85.41 | 4.91 | 0.06 | - |
| 2025 | -8.87 | -19.19 | 2.16 | - |
| Metric | 12238032:solusd:triple_med_gx:lsma170_90 | 12238032:SOLUSD |
|---|---|---|
| MTD | -5.79% | 11.11% |
| 3M | -5.79% | 36.47% |
| 6M | -4.48% | -8.22% |
| YTD | -19.19% | -8.87% |
| 1Y | -14.0% | 7.09% |
| 3Y (ann.) | 21.53% | 63.14% |
| 5Y (ann.) | 24.07% | 18.73% |
| Metric | 12238032:solusd:triple_med_gx:lsma170_90 | 12238032:SOLUSD |
|---|---|---|
| Max Drawdown | -30.85% | -93.44% |
| Longest DD Days | 519.0 | 703.0 |
| Avg. Drawdown | -5.31% | -13.19% |
| Avg. Drawdown Days | 45.0 | 49.0 |
| Recovery Factor | 3.48 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-08 | -30.85 | 222 |
| 2024-02-13 | 2025-07-17 | -21.93 | 519 |
| 2023-06-04 | 2023-06-29 | -10.79 | 24 |
| 2023-07-04 | 2023-09-19 | -8.59 | 76 |
| 2023-06-30 | 2023-07-04 | -7.48 | 3 |
| 2023-01-09 | 2023-03-28 | -7.44 | 78 |
| 2024-02-10 | 2024-02-12 | -5.41 | 2 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2023-03-29 | 2023-04-05 | -5.25 | 6 |
| 2023-12-22 | 2023-12-23 | -5.00 | 1 |
| Metric | 12238032:solusd:triple_med_gx:lsma170_90 | 12238032:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 26.01% | 43.67% |
| Worst Week | -14.37% | -51.66% |
| Best Month | 33.22% | 140.02% |
| Worst Month | -15.4% | -56.44% |
| Best Year | 98.69% | 921.46% |
| Worst Year | -19.19% | -89.65% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 7.64% | 13.73% |
| Avg. Down Week | -5.4% | -5.84% |
| Avg. Up Month | 14.08% | 48.42% |
| Avg. Down Month | -5.23% | -19.35% |
| Win Days % | 48.57% | 50.16% |
| Win Month % | 54.55% | 52.38% |
| Win Week % | 53.66% | 47.22% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 50.0% |