| Metric | 12160753:solusd:triple_med_gx:lsma290_130 | 12160753:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 270.66% | 112.73% |
| Max Drawdown | -30.56% | -93.44% |
| Sharpe | 0.61 | 0.36 |
| Sortino | 1.15 | 0.54 |
| Payoff Ratio | 1.51 | 1.26 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.92 | 1.08 |
| CPC Index | 0.92 | 0.67 |
| Tail Ratio | 1.42 | 1.02 |
| Outlier Win Ratio | 43.37 | 3.09 |
| Outlier Loss Ratio | 3.64 | 2.77 |
| Volatility (ann.) | 18.67% | 50.5% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.57 | 0.27 |
| Skew | 8.27 | 0.49 |
| Kurtosis | 216.36 | 11.48 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.25% | 1.86% |
| Expected Yearly % | 38.75% | 20.77% |
| Kelly Criterion | 8.46% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.3% |
| Expected Shortfall (cVaR) | -1.58% | -4.3% |
| Year | 12160753:SOLUSD | 12160753:solusd:triple_med_gx:lsma290_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | -11.43 | 0.13 | + |
| 2023 | 921.46 | 224.65 | 0.24 | - |
| 2024 | 85.41 | 41.34 | 0.48 | - |
| 2025 | -8.87 | -8.79 | 0.99 | + |
| Metric | 12160753:solusd:triple_med_gx:lsma290_130 | 12160753:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 7.19% | 36.47% |
| 6M | -8.79% | -8.22% |
| YTD | -8.79% | -8.87% |
| 1Y | 7.47% | 7.09% |
| 3Y (ann.) | 47.45% | 63.14% |
| 5Y (ann.) | 47.99% | 25.34% |
| Metric | 12160753:solusd:triple_med_gx:lsma290_130 | 12160753:SOLUSD |
|---|---|---|
| Max Drawdown | -30.56% | -93.44% |
| Longest DD Days | 485.0 | 703.0 |
| Avg. Drawdown | -5.56% | -10.15% |
| Avg. Drawdown Days | 34.0 | 37.0 |
| Recovery Factor | 8.86 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-07-17 | -30.56 | 485 |
| 2022-08-05 | 2023-01-13 | -27.82 | 161 |
| 2023-01-21 | 2023-11-01 | -26.88 | 284 |
| 2024-01-05 | 2024-01-09 | -10.64 | 4 |
| 2023-11-01 | 2023-11-09 | -8.41 | 7 |
| 2022-05-20 | 2022-06-23 | -7.79 | 33 |
| 2024-01-09 | 2024-01-11 | -5.54 | 2 |
| 2024-01-11 | 2024-02-26 | -5.48 | 46 |
| 2024-03-10 | 2024-03-11 | -4.93 | 1 |
| 2022-04-10 | 2022-04-12 | -4.87 | 1 |
| Metric | 12160753:solusd:triple_med_gx:lsma290_130 | 12160753:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 56.42% | 43.67% |
| Worst Week | -15.27% | -51.66% |
| Best Month | 111.22% | 140.02% |
| Worst Month | -18.55% | -56.44% |
| Best Year | 224.65% | 921.46% |
| Worst Year | -11.43% | -87.67% |
| Avg. Up Day | 2.19% | 2.22% |
| Avg. Down Day | -1.45% | -1.76% |
| Avg. Up Week | 11.18% | 16.6% |
| Avg. Down Week | -5.67% | -7.66% |
| Avg. Up Month | 23.25% | 50.16% |
| Avg. Down Month | -5.14% | -25.93% |
| Win Days % | 44.93% | 50.18% |
| Win Month % | 57.58% | 51.22% |
| Win Week % | 54.84% | 47.75% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 50.0% | 50.0% |