| Metric | 12290393:solusd:triple_med_gx:lsma75_110 | 12290393:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 199.84% | 56.39% |
| Max Drawdown | -29.25% | -93.44% |
| Sharpe | 0.54 | 0.32 |
| Sortino | 1.0 | 0.47 |
| Payoff Ratio | 1.44 | 1.32 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 2.25 | 1.07 |
| CPC Index | 0.83 | 0.69 |
| Tail Ratio | 1.74 | 1.02 |
| Outlier Win Ratio | 43.83 | 2.97 |
| Outlier Loss Ratio | 3.87 | 2.68 |
| Volatility (ann.) | 17.54% | 50.48% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.28 | 0.15 |
| Skew | 9.19 | 0.47 |
| Kurtosis | 266.94 | 11.13 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.65% | 1.07% |
| Expected Yearly % | 31.59% | 11.83% |
| Kelly Criterion | 6.22% | 12.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.3% |
| Expected Shortfall (cVaR) | -1.48% | -4.3% |
| Year | 12290393:SOLUSD | 12290393:solusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.94 | -3.61 | 0.04 | + |
| 2023 | 921.46 | 104.90 | 0.11 | - |
| 2024 | 85.41 | 63.99 | 0.75 | - |
| 2025 | -8.87 | -7.42 | 0.84 | + |
| Metric | 12290393:solusd:triple_med_gx:lsma75_110 | 12290393:SOLUSD |
|---|---|---|
| MTD | -6.49% | 11.11% |
| 3M | 0.47% | 36.47% |
| 6M | -10.27% | -8.22% |
| YTD | -7.42% | -8.87% |
| 1Y | 20.64% | 7.09% |
| 3Y (ann.) | 34.23% | 63.14% |
| 5Y (ann.) | 37.45% | 13.83% |
| Metric | 12290393:solusd:triple_med_gx:lsma75_110 | 12290393:SOLUSD |
|---|---|---|
| Max Drawdown | -29.25% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -5.18% | -14.28% |
| Avg. Drawdown Days | 28.0 | 52.0 |
| Recovery Factor | 6.83 | 0.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-01-14 | -29.25 | 202 |
| 2023-12-25 | 2024-03-14 | -21.46 | 79 |
| 2024-03-18 | 2024-07-26 | -20.94 | 129 |
| 2023-01-15 | 2023-07-13 | -17.32 | 179 |
| 2023-11-20 | 2023-12-24 | -14.28 | 34 |
| 2025-01-30 | 2025-07-17 | -13.60 | 167 |
| 2023-08-29 | 2023-10-16 | -12.46 | 47 |
| 2022-02-07 | 2022-05-22 | -9.33 | 103 |
| 2024-09-14 | 2024-11-21 | -9.15 | 68 |
| 2024-11-22 | 2025-01-30 | -6.14 | 68 |
| Metric | 12290393:solusd:triple_med_gx:lsma75_110 | 12290393:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -7.54% | -26.94% |
| Best Week | 22.98% | 43.67% |
| Worst Week | -10.98% | -51.66% |
| Best Month | 30.99% | 140.02% |
| Worst Month | -9.86% | -56.44% |
| Best Year | 104.9% | 921.46% |
| Worst Year | -7.42% | -90.94% |
| Avg. Up Day | 1.94% | 1.97% |
| Avg. Down Day | -1.35% | -1.5% |
| Avg. Up Week | 6.36% | 13.88% |
| Avg. Down Week | -4.03% | -7.46% |
| Avg. Up Month | 11.39% | 39.33% |
| Avg. Down Month | -4.51% | -20.69% |
| Win Days % | 44.63% | 50.05% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 55.0% | 47.28% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |