| Metric | 12248016:solusd:triple_med_gx:lsma290_120 | 12248016:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 109.31% | 146.51% |
| Max Drawdown | -46.24% | -93.44% |
| Sharpe | 0.36 | 0.38 |
| Sortino | 0.56 | 0.56 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 30.97 | 3.23 |
| Outlier Loss Ratio | 3.33 | 2.89 |
| Volatility (ann.) | 20.95% | 50.12% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.51 | 0.32 |
| Skew | 2.06 | 0.49 |
| Kurtosis | 50.16 | 11.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.73% | 2.12% |
| Expected Yearly % | 20.28% | 25.3% |
| Kelly Criterion | 4.37% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -4.26% |
| Expected Shortfall (cVaR) | -1.78% | -4.26% |
| Year | 12248016:SOLUSD | 12248016:solusd:triple_med_gx:lsma290_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 27.77 | -0.32 | + |
| 2023 | 921.46 | 125.60 | 0.14 | - |
| 2024 | 85.41 | -33.43 | -0.39 | - |
| 2025 | 5.60 | 9.08 | 1.62 | + |
| Metric | 12248016:solusd:triple_med_gx:lsma290_120 | 12248016:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.83% | 26.39% |
| 6M | 8.15% | 38.87% |
| YTD | 9.08% | 5.6% |
| 1Y | 15.44% | 47.35% |
| 3Y (ann.) | 6.33% | 84.92% |
| 5Y (ann.) | 23.71% | 29.68% |
| Metric | 12248016:solusd:triple_med_gx:lsma290_120 | 12248016:SOLUSD |
|---|---|---|
| Max Drawdown | -46.24% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.8% | -10.15% |
| Avg. Drawdown Days | 30.0 | 39.0 |
| Recovery Factor | 2.36 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -46.24 | 518 |
| 2022-12-14 | 2023-01-29 | -37.89 | 45 |
| 2022-04-10 | 2022-06-15 | -20.90 | 66 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-27 | -15.59 | 19 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-11-25 | 2024-03-30 | -13.34 | 125 |
| 2022-09-27 | 2022-12-14 | -10.97 | 78 |
| 2023-05-06 | 2023-10-16 | -10.48 | 163 |
| Metric | 12248016:solusd:triple_med_gx:lsma290_120 | 12248016:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 39.51% | 140.02% |
| Worst Month | -31.05% | -56.44% |
| Best Year | 125.6% | 921.46% |
| Worst Year | -33.43% | -87.67% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.55% | -1.66% |
| Avg. Up Week | 9.69% | 13.36% |
| Avg. Down Week | -4.4% | -9.33% |
| Avg. Up Month | 15.33% | 40.87% |
| Avg. Down Month | -8.38% | -22.32% |
| Win Days % | 48.03% | 50.24% |
| Win Month % | 47.06% | 51.16% |
| Win Week % | 47.89% | 48.65% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |