| Metric | 12128191:solusd:triple_med_gx:lsma185_30 | 12128191:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 444.94% | 73.54% |
| Max Drawdown | -40.8% | -93.44% |
| Sharpe | 0.59 | 0.33 |
| Sortino | 0.97 | 0.49 |
| Payoff Ratio | 1.27 | 1.09 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.69 | 0.58 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 20.16 | 3.59 |
| Outlier Loss Ratio | 3.97 | 3.21 |
| Volatility (ann.) | 26.96% | 50.5% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.58 | 0.19 |
| Skew | 2.23 | 0.48 |
| Kurtosis | 31.49 | 11.25 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.12% | 1.32% |
| Expected Yearly % | 52.79% | 14.78% |
| Kelly Criterion | 2.54% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.28% | -4.3% |
| Expected Shortfall (cVaR) | -2.28% | -4.3% |
| Year | 12128191:SOLUSD | 12128191:solusd:triple_med_gx:lsma185_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 21.00 | -0.23 | + |
| 2023 | 921.46 | 280.45 | 0.30 | - |
| 2024 | 85.41 | -18.33 | -0.21 | - |
| 2025 | -8.87 | 44.95 | -5.07 | + |
| Metric | 12128191:solusd:triple_med_gx:lsma185_30 | 12128191:SOLUSD |
|---|---|---|
| MTD | -4.48% | 11.11% |
| 3M | 4.9% | 36.47% |
| 6M | 33.75% | -8.22% |
| YTD | 44.95% | -8.87% |
| 1Y | 55.73% | 7.09% |
| 3Y (ann.) | 70.63% | 63.14% |
| 5Y (ann.) | 64.39% | 17.54% |
| Metric | 12128191:solusd:triple_med_gx:lsma185_30 | 12128191:SOLUSD |
|---|---|---|
| Max Drawdown | -40.8% | -93.44% |
| Longest DD Days | 244.0 | 703.0 |
| Avg. Drawdown | -7.05% | -13.4% |
| Avg. Drawdown Days | 24.0 | 47.0 |
| Recovery Factor | 10.91 | 0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2022-10-14 | -40.80 | 193 |
| 2025-03-03 | 2025-07-17 | -35.68 | 136 |
| 2024-05-18 | 2025-01-18 | -31.42 | 244 |
| 2023-04-14 | 2023-10-20 | -28.53 | 188 |
| 2022-12-14 | 2023-02-15 | -22.99 | 63 |
| 2023-02-16 | 2023-04-11 | -16.95 | 54 |
| 2023-12-25 | 2024-04-19 | -16.37 | 115 |
| 2025-02-21 | 2025-02-28 | -12.69 | 7 |
| 2023-12-15 | 2023-12-21 | -11.64 | 6 |
| 2022-03-02 | 2022-03-27 | -11.08 | 25 |
| Metric | 12128191:solusd:triple_med_gx:lsma185_30 | 12128191:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.45% | -26.94% |
| Best Week | 31.3% | 43.67% |
| Worst Week | -15.37% | -51.66% |
| Best Month | 72.42% | 140.02% |
| Worst Month | -16.11% | -56.44% |
| Best Year | 280.45% | 921.46% |
| Worst Year | -18.33% | -89.95% |
| Avg. Up Day | 2.02% | 2.05% |
| Avg. Down Day | -1.59% | -1.88% |
| Avg. Up Week | 8.63% | 14.2% |
| Avg. Down Week | -4.83% | -8.89% |
| Avg. Up Month | 17.75% | 36.09% |
| Avg. Down Month | -6.43% | -20.18% |
| Win Days % | 45.45% | 50.13% |
| Win Month % | 57.14% | 52.38% |
| Win Week % | 54.84% | 47.25% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |