| Metric | 12129170:solusd:triple_med_gx:lsma110_35 | 12129170:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 102.9% | 51.69% |
| Max Drawdown | -28.17% | -93.44% |
| Sharpe | 0.38 | 0.31 |
| Sortino | 0.59 | 0.46 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | 1.34 | 1.02 |
| Outlier Win Ratio | 37.01 | 3.09 |
| Outlier Loss Ratio | 3.73 | 2.83 |
| Volatility (ann.) | 17.95% | 50.48% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.81 | 0.14 |
| Skew | 2.53 | 0.47 |
| Kurtosis | 60.28 | 11.17 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.7% | 1.0% |
| Expected Yearly % | 19.35% | 10.98% |
| Kelly Criterion | 2.28% | 2.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.3% |
| Expected Shortfall (cVaR) | -1.53% | -4.3% |
| Year | 12129170:SOLUSD | 12129170:solusd:triple_med_gx:lsma110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | -5.77 | 0.06 | + |
| 2023 | 921.46 | 76.02 | 0.08 | - |
| 2024 | 85.41 | -3.32 | -0.04 | - |
| 2025 | -8.87 | 26.53 | -2.99 | + |
| Metric | 12129170:solusd:triple_med_gx:lsma110_35 | 12129170:SOLUSD |
|---|---|---|
| MTD | 2.53% | 11.11% |
| 3M | 0.93% | 36.47% |
| 6M | 26.62% | -8.22% |
| YTD | 26.53% | -8.87% |
| 1Y | 19.76% | 7.09% |
| 3Y (ann.) | 26.41% | 63.14% |
| 5Y (ann.) | 22.81% | 12.86% |
| Metric | 12129170:solusd:triple_med_gx:lsma110_35 | 12129170:SOLUSD |
|---|---|---|
| Max Drawdown | -28.17% | -93.44% |
| Longest DD Days | 422.0 | 703.0 |
| Avg. Drawdown | -8.43% | -14.32% |
| Avg. Drawdown Days | 60.0 | 54.0 |
| Recovery Factor | 3.65 | 0.55 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-09 | 2025-02-03 | -28.17 | 422 |
| 2022-08-13 | 2023-06-04 | -20.70 | 295 |
| 2025-02-04 | 2025-03-02 | -16.46 | 26 |
| 2023-11-16 | 2023-12-08 | -15.16 | 21 |
| 2022-02-21 | 2022-08-13 | -14.63 | 172 |
| 2023-11-12 | 2023-11-15 | -14.00 | 2 |
| 2023-06-04 | 2023-09-30 | -9.85 | 117 |
| 2025-03-28 | 2025-07-17 | -9.17 | 110 |
| 2023-10-27 | 2023-11-11 | -6.78 | 15 |
| 2023-10-24 | 2023-10-25 | -5.42 | 1 |
| Metric | 12129170:solusd:triple_med_gx:lsma110_35 | 12129170:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 30.09% |
| Worst Day | -7.8% | -26.94% |
| Best Week | 20.38% | 43.67% |
| Worst Week | -13.5% | -51.66% |
| Best Month | 28.06% | 140.02% |
| Worst Month | -20.43% | -56.44% |
| Best Year | 76.02% | 921.46% |
| Worst Year | -5.77% | -91.21% |
| Avg. Up Day | 1.74% | 1.76% |
| Avg. Down Day | -1.46% | -1.66% |
| Avg. Up Week | 6.54% | 10.69% |
| Avg. Down Week | -4.13% | -8.16% |
| Avg. Up Month | 7.37% | 28.08% |
| Avg. Down Month | -4.74% | -18.09% |
| Win Days % | 46.81% | 50.08% |
| Win Month % | 60.53% | 50.0% |
| Win Week % | 48.84% | 46.99% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |