| Metric | 12128397:solusd:triple_med_gx:lsma70_30 | 12128397:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 143.04% | 92.46% |
| Max Drawdown | -24.21% | -93.44% |
| Sharpe | 0.5 | 0.35 |
| Sortino | 0.93 | 0.51 |
| Payoff Ratio | 1.54 | 1.14 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.87 | 0.6 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 55.93 | 2.89 |
| Outlier Loss Ratio | 4.12 | 2.45 |
| Volatility (ann.) | 15.32% | 50.42% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.24 | 0.23 |
| Skew | 11.36 | 0.49 |
| Kurtosis | 416.71 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.14% | 1.57% |
| Expected Yearly % | 24.86% | 17.78% |
| Kelly Criterion | 5.44% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.29% |
| Expected Shortfall (cVaR) | -1.3% | -4.29% |
| Year | 12128397:SOLUSD | 12128397:solusd:triple_med_gx:lsma70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | -6.00 | 0.07 | + |
| 2023 | 921.46 | 142.60 | 0.15 | - |
| 2024 | 85.41 | -4.96 | -0.06 | - |
| 2025 | -8.87 | 12.14 | -1.37 | + |
| Metric | 12128397:solusd:triple_med_gx:lsma70_30 | 12128397:SOLUSD |
|---|---|---|
| MTD | 2.91% | 11.11% |
| 3M | 8.18% | 36.47% |
| 6M | 6.91% | -8.22% |
| YTD | 12.14% | -8.87% |
| 1Y | 20.25% | 7.09% |
| 3Y (ann.) | 30.27% | 63.14% |
| 5Y (ann.) | 29.93% | 21.29% |
| Metric | 12128397:solusd:triple_med_gx:lsma70_30 | 12128397:SOLUSD |
|---|---|---|
| Max Drawdown | -24.21% | -93.44% |
| Longest DD Days | 311.0 | 703.0 |
| Avg. Drawdown | -4.16% | -12.56% |
| Avg. Drawdown Days | 35.0 | 45.0 |
| Recovery Factor | 5.91 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-01-14 | -24.21 | 153 |
| 2023-12-09 | 2024-10-15 | -22.93 | 311 |
| 2024-12-05 | 2025-07-17 | -17.64 | 223 |
| 2022-05-01 | 2022-07-18 | -9.67 | 78 |
| 2022-04-21 | 2022-05-01 | -7.55 | 10 |
| 2023-05-06 | 2023-06-30 | -7.55 | 55 |
| 2023-06-30 | 2023-09-30 | -7.48 | 91 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2022-07-19 | 2022-08-12 | -4.97 | 24 |
| 2024-10-16 | 2024-12-05 | -4.13 | 49 |
| Metric | 12128397:solusd:triple_med_gx:lsma70_30 | 12128397:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -8.88% | -26.94% |
| Best Week | 29.86% | 43.67% |
| Worst Week | -15.16% | -51.66% |
| Best Month | 42.74% | 140.02% |
| Worst Month | -13.17% | -56.44% |
| Best Year | 142.6% | 921.46% |
| Worst Year | -6.0% | -88.85% |
| Avg. Up Day | 1.83% | 1.87% |
| Avg. Down Day | -1.19% | -1.64% |
| Avg. Up Week | 6.18% | 13.85% |
| Avg. Down Week | -3.53% | -7.36% |
| Avg. Up Month | 9.37% | 33.67% |
| Avg. Down Month | -5.28% | -20.13% |
| Win Days % | 42.65% | 50.15% |
| Win Month % | 63.16% | 52.38% |
| Win Week % | 56.1% | 47.51% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |