| Metric | 12248013:solusd:triple_med_gx:lsma295_120 | 12248013:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 108.75% | 107.79% |
| Max Drawdown | -48.88% | -93.44% |
| Sharpe | 0.36 | 0.36 |
| Sortino | 0.57 | 0.53 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 30.68 | 3.26 |
| Outlier Loss Ratio | 3.36 | 2.93 |
| Volatility (ann.) | 21.29% | 50.51% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.5 | 0.26 |
| Skew | 2.02 | 0.49 |
| Kurtosis | 48.94 | 11.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.81% | 1.8% |
| Expected Yearly % | 20.2% | 20.06% |
| Kelly Criterion | 4.49% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.3% |
| Expected Shortfall (cVaR) | -1.81% | -4.3% |
| Year | 12248013:SOLUSD | 12248013:solusd:triple_med_gx:lsma295_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 21.66 | -0.25 | + |
| 2023 | 921.46 | 116.04 | 0.13 | - |
| 2024 | 85.41 | -31.82 | -0.37 | - |
| 2025 | -8.87 | 16.49 | -1.86 | + |
| Metric | 12248013:solusd:triple_med_gx:lsma295_120 | 12248013:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 13.96% | 36.47% |
| 6M | 16.49% | -8.22% |
| YTD | 16.49% | -8.87% |
| 1Y | -13.02% | 7.09% |
| 3Y (ann.) | 15.76% | 63.14% |
| 5Y (ann.) | 24.65% | 24.48% |
| Metric | 12248013:solusd:triple_med_gx:lsma295_120 | 12248013:SOLUSD |
|---|---|---|
| Max Drawdown | -48.88% | -93.44% |
| Longest DD Days | 472.0 | 703.0 |
| Avg. Drawdown | -7.3% | -10.7% |
| Avg. Drawdown Days | 32.0 | 40.0 |
| Recovery Factor | 2.23 | 1.15 |
| Ulcer Index | 1.06 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-17 | -48.88 | 472 |
| 2022-12-14 | 2023-01-29 | -37.89 | 45 |
| 2022-04-10 | 2022-06-15 | -20.90 | 66 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-27 | -15.59 | 19 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-11-25 | 2024-03-30 | -13.10 | 125 |
| 2022-09-27 | 2022-12-14 | -10.97 | 78 |
| 2023-05-06 | 2023-10-16 | -10.48 | 163 |
| Metric | 12248013:solusd:triple_med_gx:lsma295_120 | 12248013:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 39.51% | 140.02% |
| Worst Month | -31.05% | -56.44% |
| Best Year | 116.04% | 921.46% |
| Worst Year | -31.82% | -87.96% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.56% | -1.67% |
| Avg. Up Week | 9.45% | 14.31% |
| Avg. Down Week | -4.54% | -9.2% |
| Avg. Up Month | 14.85% | 40.96% |
| Avg. Down Month | -8.22% | -21.9% |
| Win Days % | 48.2% | 50.17% |
| Win Month % | 48.48% | 51.22% |
| Win Week % | 50.0% | 47.75% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 50.0% |