| Metric | 12288443:solusd:triple_med_gx:lsma70_105 | 12288443:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 377.33% | 63.77% |
| Max Drawdown | -24.08% | -93.44% |
| Sharpe | 0.7 | 0.32 |
| Sortino | 1.31 | 0.48 |
| Payoff Ratio | 1.44 | 1.29 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 2.92 | 1.07 |
| CPC Index | 0.92 | 0.68 |
| Tail Ratio | 2.11 | 1.02 |
| Outlier Win Ratio | 40.13 | 3.06 |
| Outlier Loss Ratio | 3.8 | 2.66 |
| Volatility (ann.) | 18.39% | 50.48% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.37 | 0.16 |
| Skew | 8.14 | 0.47 |
| Kurtosis | 227.22 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.79% | 1.18% |
| Expected Yearly % | 47.81% | 13.13% |
| Kelly Criterion | 8.43% | 11.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.3% |
| Expected Shortfall (cVaR) | -1.55% | -4.3% |
| Year | 12288443:SOLUSD | 12288443:solusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | 13.28 | -0.15 | + |
| 2023 | 921.46 | 170.37 | 0.18 | - |
| 2024 | 85.41 | 36.02 | 0.42 | - |
| 2025 | -8.87 | 14.59 | -1.65 | + |
| Metric | 12288443:solusd:triple_med_gx:lsma70_105 | 12288443:SOLUSD |
|---|---|---|
| MTD | -0.58% | 11.11% |
| 3M | 15.91% | 36.47% |
| 6M | 1.75% | -8.22% |
| YTD | 14.59% | -8.87% |
| 1Y | 1.62% | 7.09% |
| 3Y (ann.) | 59.64% | 63.14% |
| 5Y (ann.) | 57.16% | 15.34% |
| Metric | 12288443:solusd:triple_med_gx:lsma70_105 | 12288443:SOLUSD |
|---|---|---|
| Max Drawdown | -24.08% | -93.44% |
| Longest DD Days | 236.0 | 703.0 |
| Avg. Drawdown | -5.99% | -14.34% |
| Avg. Drawdown Days | 37.0 | 52.0 |
| Recovery Factor | 15.67 | 0.68 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -24.08 | 236 |
| 2022-06-26 | 2023-01-13 | -21.18 | 201 |
| 2023-01-29 | 2023-07-13 | -17.72 | 164 |
| 2023-12-24 | 2024-03-12 | -14.84 | 78 |
| 2023-08-30 | 2023-10-16 | -12.30 | 47 |
| 2022-03-06 | 2022-06-24 | -11.84 | 110 |
| 2023-10-18 | 2023-12-20 | -10.97 | 63 |
| 2024-03-18 | 2024-06-27 | -9.99 | 101 |
| 2024-06-28 | 2024-11-06 | -9.23 | 131 |
| 2023-01-15 | 2023-01-29 | -7.03 | 14 |
| Metric | 12288443:solusd:triple_med_gx:lsma70_105 | 12288443:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 30.97% | 43.67% |
| Worst Week | -19.61% | -51.66% |
| Best Month | 55.18% | 140.02% |
| Worst Month | -20.46% | -56.44% |
| Best Year | 170.37% | 921.46% |
| Worst Year | 13.28% | -90.51% |
| Avg. Up Day | 1.99% | 2.02% |
| Avg. Down Day | -1.38% | -1.57% |
| Avg. Up Week | 8.82% | 13.91% |
| Avg. Down Week | -4.14% | -7.23% |
| Avg. Up Month | 14.84% | 40.63% |
| Avg. Down Month | -6.79% | -24.79% |
| Win Days % | 45.95% | 50.06% |
| Win Month % | 58.54% | 50.0% |
| Win Week % | 56.76% | 47.28% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 50.0% |