| Metric | 12252032:solusd:triple_med_gx:lsma290_130 | 12252032:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 115.17% | 146.51% |
| Max Drawdown | -47.67% | -93.44% |
| Sharpe | 0.37 | 0.38 |
| Sortino | 0.58 | 0.56 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 32.33 | 3.17 |
| Outlier Loss Ratio | 3.27 | 2.82 |
| Volatility (ann.) | 20.41% | 50.12% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.52 | 0.32 |
| Skew | 2.06 | 0.49 |
| Kurtosis | 54.84 | 11.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.8% | 2.12% |
| Expected Yearly % | 21.11% | 25.3% |
| Kelly Criterion | 5.25% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.26% |
| Expected Shortfall (cVaR) | -1.74% | -4.26% |
| Year | 12252032:SOLUSD | 12252032:solusd:triple_med_gx:lsma290_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 13.30 | -0.15 | + |
| 2023 | 921.46 | 127.13 | 0.14 | - |
| 2024 | 85.41 | -24.57 | -0.29 | - |
| 2025 | 5.60 | 10.85 | 1.94 | + |
| Metric | 12252032:solusd:triple_med_gx:lsma290_130 | 12252032:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.1% | 26.39% |
| 6M | 17.62% | 38.87% |
| YTD | 10.85% | 5.6% |
| 1Y | 19.74% | 47.35% |
| 3Y (ann.) | 13.28% | 84.92% |
| 5Y (ann.) | 24.7% | 29.68% |
| Metric | 12252032:solusd:triple_med_gx:lsma290_130 | 12252032:SOLUSD |
|---|---|---|
| Max Drawdown | -47.67% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -5.78% | -10.15% |
| Avg. Drawdown Days | 25.0 | 39.0 |
| Recovery Factor | 2.42 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.67 | 518 |
| 2022-09-27 | 2023-01-04 | -32.63 | 98 |
| 2022-04-10 | 2022-06-20 | -26.04 | 70 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2023-05-06 | 2023-10-16 | -10.88 | 163 |
| 2024-01-05 | 2024-03-25 | -9.03 | 80 |
| 2022-07-04 | 2022-07-06 | -7.72 | 2 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12252032:solusd:triple_med_gx:lsma290_130 | 12252032:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 38.24% | 140.02% |
| Worst Month | -27.11% | -56.44% |
| Best Year | 127.13% | 921.46% |
| Worst Year | -24.57% | -87.67% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.53% | -1.59% |
| Avg. Up Week | 9.53% | 13.2% |
| Avg. Down Week | -4.01% | -7.76% |
| Avg. Up Month | 16.69% | 46.21% |
| Avg. Down Month | -8.76% | -20.66% |
| Win Days % | 48.53% | 50.24% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 50.0% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |