| Metric | 12284386:solusd:triple_med_gx:lsma295_95 | 12284386:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 270.19% | 107.79% |
| Max Drawdown | -31.21% | -93.44% |
| Sharpe | 0.56 | 0.36 |
| Sortino | 0.93 | 0.53 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.9 | 1.08 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.54 | 1.02 |
| Outlier Win Ratio | 30.75 | 3.26 |
| Outlier Loss Ratio | 3.51 | 2.97 |
| Volatility (ann.) | 21.51% | 50.51% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.54 | 0.26 |
| Skew | 4.86 | 0.49 |
| Kurtosis | 125.43 | 11.48 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.24% | 1.8% |
| Expected Yearly % | 38.71% | 20.06% |
| Kelly Criterion | 5.36% | 7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.3% |
| Expected Shortfall (cVaR) | -1.82% | -4.3% |
| Year | 12284386:SOLUSD | 12284386:solusd:triple_med_gx:lsma295_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 1.68 | -0.02 | + |
| 2023 | 921.46 | 196.91 | 0.21 | - |
| 2024 | 85.41 | 62.17 | 0.73 | - |
| 2025 | -8.87 | -24.39 | 2.75 | - |
| Metric | 12284386:solusd:triple_med_gx:lsma295_95 | 12284386:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.17% | 36.47% |
| 6M | -24.39% | -8.22% |
| YTD | -24.39% | -8.87% |
| 1Y | -20.76% | 7.09% |
| 3Y (ann.) | 50.95% | 63.14% |
| 5Y (ann.) | 47.98% | 24.48% |
| Metric | 12284386:solusd:triple_med_gx:lsma295_95 | 12284386:SOLUSD |
|---|---|---|
| Max Drawdown | -31.21% | -93.44% |
| Longest DD Days | 207.0 | 703.0 |
| Avg. Drawdown | -8.4% | -10.7% |
| Avg. Drawdown Days | 33.0 | 40.0 |
| Recovery Factor | 8.66 | 1.15 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-07-17 | -31.21 | 207 |
| 2023-12-25 | 2024-03-14 | -24.57 | 79 |
| 2022-07-30 | 2023-01-13 | -20.72 | 167 |
| 2022-04-04 | 2022-06-24 | -20.66 | 81 |
| 2023-11-20 | 2023-12-22 | -17.47 | 32 |
| 2024-07-03 | 2024-07-14 | -15.06 | 11 |
| 2024-03-18 | 2024-06-27 | -14.55 | 101 |
| 2024-08-02 | 2024-10-14 | -13.49 | 73 |
| 2023-08-30 | 2023-11-01 | -13.16 | 63 |
| 2023-03-21 | 2023-08-29 | -13.11 | 161 |
| Metric | 12284386:solusd:triple_med_gx:lsma295_95 | 12284386:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 34.44% | 43.67% |
| Worst Week | -12.04% | -51.66% |
| Best Month | 64.25% | 140.02% |
| Worst Month | -14.43% | -56.44% |
| Best Year | 196.91% | 921.46% |
| Worst Year | -24.39% | -87.96% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.61% | -1.71% |
| Avg. Up Week | 9.24% | 16.64% |
| Avg. Down Week | -4.53% | -9.12% |
| Avg. Up Month | 13.99% | 38.3% |
| Avg. Down Month | -7.71% | -23.35% |
| Win Days % | 47.69% | 50.17% |
| Win Month % | 59.46% | 51.22% |
| Win Week % | 52.44% | 47.75% |
| Win Quarter % | 53.85% | 60.0% |
| Win Year % | 75.0% | 50.0% |