| Metric | 12284160:solusd:triple_med_gx:lsma290_95 | 12284160:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 264.17% | 112.73% |
| Max Drawdown | -33.79% | -93.44% |
| Sharpe | 0.59 | 0.36 |
| Sortino | 1.01 | 0.54 |
| Payoff Ratio | 1.33 | 1.12 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 2.82 | 1.08 |
| CPC Index | 0.82 | 0.6 |
| Tail Ratio | 2.18 | 1.02 |
| Outlier Win Ratio | 37.39 | 3.14 |
| Outlier Loss Ratio | 3.56 | 2.82 |
| Volatility (ann.) | 19.7% | 50.5% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.4 | 0.27 |
| Skew | 6.47 | 0.49 |
| Kurtosis | 177.63 | 11.48 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.2% | 1.86% |
| Expected Yearly % | 38.14% | 20.77% |
| Kelly Criterion | 7.83% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.3% |
| Expected Shortfall (cVaR) | -1.66% | -4.3% |
| Year | 12284160:SOLUSD | 12284160:solusd:triple_med_gx:lsma290_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | -30.11 | 0.34 | + |
| 2023 | 921.46 | 221.40 | 0.24 | - |
| 2024 | 85.41 | 77.79 | 0.91 | - |
| 2025 | -8.87 | -8.81 | 0.99 | + |
| Metric | 12284160:solusd:triple_med_gx:lsma290_95 | 12284160:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.9% | 36.47% |
| 6M | -8.81% | -8.22% |
| YTD | -8.81% | -8.87% |
| 1Y | -2.91% | 7.09% |
| 3Y (ann.) | 54.97% | 63.14% |
| 5Y (ann.) | 47.21% | 25.34% |
| Metric | 12284160:solusd:triple_med_gx:lsma290_95 | 12284160:SOLUSD |
|---|---|---|
| Max Drawdown | -33.79% | -93.44% |
| Longest DD Days | 384.0 | 703.0 |
| Avg. Drawdown | -6.39% | -10.15% |
| Avg. Drawdown Days | 34.0 | 37.0 |
| Recovery Factor | 7.82 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-18 | 2023-01-14 | -33.79 | 241 |
| 2024-06-28 | 2025-07-17 | -31.38 | 384 |
| 2024-03-18 | 2024-06-27 | -14.55 | 101 |
| 2023-06-17 | 2023-09-19 | -12.51 | 94 |
| 2023-11-02 | 2023-11-09 | -12.40 | 6 |
| 2023-01-14 | 2023-06-17 | -12.30 | 153 |
| 2024-01-05 | 2024-01-09 | -9.32 | 4 |
| 2023-09-20 | 2023-10-31 | -9.07 | 40 |
| 2023-11-01 | 2023-11-02 | -7.34 | 0 |
| 2022-04-06 | 2022-04-12 | -5.35 | 6 |
| Metric | 12284160:solusd:triple_med_gx:lsma290_95 | 12284160:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 38.75% | 43.67% |
| Worst Week | -11.84% | -51.66% |
| Best Month | 67.09% | 140.02% |
| Worst Month | -14.05% | -56.44% |
| Best Year | 221.4% | 921.46% |
| Worst Year | -30.11% | -87.67% |
| Avg. Up Day | 1.98% | 2.0% |
| Avg. Down Day | -1.49% | -1.78% |
| Avg. Up Week | 9.37% | 16.13% |
| Avg. Down Week | -3.93% | -10.66% |
| Avg. Up Month | 19.29% | 45.92% |
| Avg. Down Month | -5.54% | -22.9% |
| Win Days % | 47.38% | 50.18% |
| Win Month % | 50.0% | 51.22% |
| Win Week % | 55.07% | 47.75% |
| Win Quarter % | 53.85% | 60.0% |
| Win Year % | 50.0% | 50.0% |