| Metric | 12251531:solusd:triple_med_gx:lsma30_130 | 12251531:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 58.21% | 56.39% |
| Max Drawdown | -38.97% | -93.44% |
| Sharpe | 0.26 | 0.32 |
| Sortino | 0.42 | 0.47 |
| Payoff Ratio | 1.23 | 1.16 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.02 | 1.02 |
| Outlier Win Ratio | 27.61 | 3.2 |
| Outlier Loss Ratio | 3.92 | 2.9 |
| Volatility (ann.) | 20.68% | 50.48% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.36 | 0.15 |
| Skew | 2.28 | 0.47 |
| Kurtosis | 40.51 | 11.13 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.1% | 1.07% |
| Expected Yearly % | 12.15% | 11.83% |
| Kelly Criterion | -0.95% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.3% |
| Expected Shortfall (cVaR) | -1.77% | -4.3% |
| Year | 12251531:SOLUSD | 12251531:solusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.94 | 26.08 | -0.29 | + |
| 2023 | 921.46 | 46.12 | 0.05 | - |
| 2024 | 85.41 | -2.98 | -0.03 | - |
| 2025 | -8.87 | -11.49 | 1.30 | - |
| Metric | 12251531:solusd:triple_med_gx:lsma30_130 | 12251531:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.12% | 36.47% |
| 6M | -11.75% | -8.22% |
| YTD | -11.49% | -8.87% |
| 1Y | -9.72% | 7.09% |
| 3Y (ann.) | -0.14% | 63.14% |
| 5Y (ann.) | 14.21% | 13.83% |
| Metric | 12251531:solusd:triple_med_gx:lsma30_130 | 12251531:SOLUSD |
|---|---|---|
| Max Drawdown | -38.97% | -93.44% |
| Longest DD Days | 457.0 | 703.0 |
| Avg. Drawdown | -9.03% | -14.28% |
| Avg. Drawdown Days | 48.0 | 52.0 |
| Recovery Factor | 1.49 | 0.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-11-09 | -38.97 | 457 |
| 2024-11-29 | 2025-07-17 | -35.03 | 229 |
| 2024-05-29 | 2024-11-29 | -23.40 | 184 |
| 2024-03-26 | 2024-05-15 | -18.24 | 50 |
| 2024-01-02 | 2024-03-25 | -18.03 | 83 |
| 2022-04-10 | 2022-05-15 | -17.27 | 34 |
| 2022-06-16 | 2022-07-28 | -14.02 | 42 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2023-11-25 | 2024-01-01 | -9.51 | 37 |
| 2022-05-16 | 2022-06-15 | -8.69 | 30 |
| Metric | 12251531:solusd:triple_med_gx:lsma30_130 | 12251531:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.53% | -26.94% |
| Best Week | 19.25% | 43.67% |
| Worst Week | -15.1% | -51.66% |
| Best Month | 25.47% | 140.02% |
| Worst Month | -14.94% | -56.44% |
| Best Year | 46.12% | 921.46% |
| Worst Year | -11.49% | -90.94% |
| Avg. Up Day | 1.76% | 1.78% |
| Avg. Down Day | -1.44% | -1.53% |
| Avg. Up Week | 7.57% | 12.74% |
| Avg. Down Week | -4.92% | -7.97% |
| Avg. Up Month | 7.32% | 37.41% |
| Avg. Down Month | -9.55% | -23.53% |
| Win Days % | 44.39% | 50.05% |
| Win Month % | 65.0% | 50.0% |
| Win Week % | 48.25% | 47.28% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 50.0% |