| Metric | 12128289:solusd:triple_med_gx:lsma115_30 | 12128289:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 79.47% | 82.77% |
| Max Drawdown | -26.29% | -93.44% |
| Sharpe | 0.35 | 0.34 |
| Sortino | 0.52 | 0.5 |
| Payoff Ratio | 1.27 | 1.0 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.66 | 0.53 |
| Tail Ratio | 1.47 | 1.02 |
| Outlier Win Ratio | 42.08 | 3.07 |
| Outlier Loss Ratio | 3.7 | 2.75 |
| Volatility (ann.) | 16.04% | 50.5% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.71 | 0.21 |
| Skew | 0.69 | 0.48 |
| Kurtosis | 33.39 | 11.28 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.4% | 1.45% |
| Expected Yearly % | 15.74% | 16.27% |
| Kelly Criterion | 2.42% | 0.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -4.3% |
| Expected Shortfall (cVaR) | -1.37% | -4.3% |
| Year | 12128289:SOLUSD | 12128289:solusd:triple_med_gx:lsma115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 3.02 | -0.03 | + |
| 2023 | 921.46 | 60.73 | 0.07 | - |
| 2024 | 85.41 | -10.58 | -0.12 | - |
| 2025 | -8.87 | 21.22 | -2.39 | + |
| Metric | 12128289:solusd:triple_med_gx:lsma115_30 | 12128289:SOLUSD |
|---|---|---|
| MTD | 0.57% | 11.11% |
| 3M | 4.55% | 36.47% |
| 6M | 11.68% | -8.22% |
| YTD | 21.22% | -8.87% |
| 1Y | 19.19% | 7.09% |
| 3Y (ann.) | 13.6% | 63.14% |
| 5Y (ann.) | 18.75% | 19.39% |
| Metric | 12128289:solusd:triple_med_gx:lsma115_30 | 12128289:SOLUSD |
|---|---|---|
| Max Drawdown | -26.29% | -93.44% |
| Longest DD Days | 405.0 | 703.0 |
| Avg. Drawdown | -5.61% | -13.23% |
| Avg. Drawdown Days | 45.0 | 47.0 |
| Recovery Factor | 3.02 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2023-04-13 | -26.29 | 342 |
| 2023-12-09 | 2025-01-18 | -23.06 | 405 |
| 2025-02-26 | 2025-07-17 | -18.83 | 141 |
| 2023-04-14 | 2023-10-01 | -15.16 | 170 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2022-02-26 | 2022-03-18 | -8.04 | 20 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2022-05-02 | 2022-05-05 | -5.12 | 2 |
| 2022-03-28 | 2022-03-29 | -4.90 | 0 |
| 2022-03-19 | 2022-03-25 | -3.73 | 5 |
| Metric | 12128289:solusd:triple_med_gx:lsma115_30 | 12128289:SOLUSD |
|---|---|---|
| Best Day | 9.91% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 21.64% | 43.67% |
| Worst Week | -13.47% | -51.66% |
| Best Month | 29.99% | 140.02% |
| Worst Month | -12.57% | -56.44% |
| Best Year | 60.73% | 921.46% |
| Worst Year | -10.58% | -89.41% |
| Avg. Up Day | 1.77% | 1.79% |
| Avg. Down Day | -1.4% | -1.79% |
| Avg. Up Week | 8.21% | 14.61% |
| Avg. Down Week | -3.47% | -10.25% |
| Avg. Up Month | 9.91% | 24.76% |
| Avg. Down Month | -4.75% | -20.65% |
| Win Days % | 45.49% | 50.14% |
| Win Month % | 52.94% | 52.38% |
| Win Week % | 46.05% | 46.96% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |