| Metric | 12128307:solusd:triple_med_gx:lsma150_30 | 12128307:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 137.61% | 82.77% |
| Max Drawdown | -23.44% | -93.44% |
| Sharpe | 0.4 | 0.34 |
| Sortino | 0.64 | 0.5 |
| Payoff Ratio | 1.25 | 1.02 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.67 | 0.54 |
| Tail Ratio | 1.22 | 1.02 |
| Outlier Win Ratio | 30.55 | 3.26 |
| Outlier Loss Ratio | 3.51 | 2.95 |
| Volatility (ann.) | 21.39% | 50.5% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.24 | 0.21 |
| Skew | 2.48 | 0.48 |
| Kurtosis | 48.27 | 11.28 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.08% | 1.45% |
| Expected Yearly % | 24.16% | 16.27% |
| Kelly Criterion | 3.3% | 1.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.3% |
| Expected Shortfall (cVaR) | -1.82% | -4.3% |
| Year | 12128307:SOLUSD | 12128307:solusd:triple_med_gx:lsma150_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 33.49 | -0.37 | + |
| 2023 | 921.46 | 42.07 | 0.05 | - |
| 2024 | 85.41 | -0.38 | -0.00 | - |
| 2025 | -8.87 | 25.77 | -2.91 | + |
| Metric | 12128307:solusd:triple_med_gx:lsma150_30 | 12128307:SOLUSD |
|---|---|---|
| MTD | 0.57% | 11.11% |
| 3M | 0.56% | 36.47% |
| 6M | 18.61% | -8.22% |
| YTD | 25.77% | -8.87% |
| 1Y | 43.89% | 7.09% |
| 3Y (ann.) | 16.54% | 63.14% |
| 5Y (ann.) | 28.96% | 19.39% |
| Metric | 12128307:solusd:triple_med_gx:lsma150_30 | 12128307:SOLUSD |
|---|---|---|
| Max Drawdown | -23.44% | -93.44% |
| Longest DD Days | 361.0 | 703.0 |
| Avg. Drawdown | -6.47% | -13.23% |
| Avg. Drawdown Days | 31.0 | 47.0 |
| Recovery Factor | 5.87 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-14 | 2023-12-08 | -23.44 | 238 |
| 2023-12-15 | 2024-12-11 | -23.37 | 361 |
| 2025-05-14 | 2025-07-17 | -21.28 | 64 |
| 2025-02-26 | 2025-05-09 | -21.28 | 72 |
| 2022-06-16 | 2023-04-11 | -21.16 | 299 |
| 2022-05-06 | 2022-06-15 | -20.98 | 40 |
| 2024-12-11 | 2025-01-16 | -19.89 | 35 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2022-02-26 | 2022-03-27 | -8.04 | 29 |
| Metric | 12128307:solusd:triple_med_gx:lsma150_30 | 12128307:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -13.47% | -51.66% |
| Best Month | 33.95% | 140.02% |
| Worst Month | -15.74% | -56.44% |
| Best Year | 42.07% | 921.46% |
| Worst Year | -0.38% | -89.41% |
| Avg. Up Day | 1.96% | 1.98% |
| Avg. Down Day | -1.57% | -1.93% |
| Avg. Up Week | 8.38% | 13.98% |
| Avg. Down Week | -3.5% | -8.55% |
| Avg. Up Month | 11.31% | 25.94% |
| Avg. Down Month | -6.3% | -23.02% |
| Win Days % | 46.35% | 50.14% |
| Win Month % | 57.14% | 52.38% |
| Win Week % | 50.0% | 46.96% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |