| Metric | 12261129:solusd:triple_med_gx:lsma105_15 | 12261129:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 269.47% | 94.0% |
| Max Drawdown | -42.49% | -93.44% |
| Sharpe | 0.54 | 0.35 |
| Sortino | 0.92 | 0.51 |
| Payoff Ratio | 1.41 | 1.08 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 26.01 | 3.24 |
| Outlier Loss Ratio | 4.51 | 2.88 |
| Volatility (ann.) | 21.8% | 50.5% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.08 | 0.23 |
| Skew | 4.79 | 0.47 |
| Kurtosis | 114.6 | 11.08 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.09% | 1.55% |
| Expected Yearly % | 38.64% | 18.02% |
| Kelly Criterion | 0.96% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.3% |
| Expected Shortfall (cVaR) | -1.84% | -4.3% |
| Year | 12261129:SOLUSD | 12261129:solusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | 25.50 | -0.29 | + |
| 2023 | 921.46 | 198.42 | 0.22 | - |
| 2024 | 85.41 | 28.86 | 0.34 | - |
| 2025 | -8.87 | -23.44 | 2.64 | - |
| Metric | 12261129:solusd:triple_med_gx:lsma105_15 | 12261129:SOLUSD |
|---|---|---|
| MTD | 0.42% | 11.11% |
| 3M | 0.36% | 36.47% |
| 6M | -19.06% | -8.22% |
| YTD | -23.44% | -8.87% |
| 1Y | -21.22% | 7.09% |
| 3Y (ann.) | 32.71% | 63.14% |
| 5Y (ann.) | 45.8% | 21.07% |
| Metric | 12261129:solusd:triple_med_gx:lsma105_15 | 12261129:SOLUSD |
|---|---|---|
| Max Drawdown | -42.49% | -93.44% |
| Longest DD Days | 436.0 | 703.0 |
| Avg. Drawdown | -5.29% | -13.56% |
| Avg. Drawdown Days | 21.0 | 48.0 |
| Recovery Factor | 6.34 | 1.01 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-07 | 2025-07-17 | -42.49 | 436 |
| 2022-08-13 | 2023-02-15 | -30.70 | 186 |
| 2022-04-20 | 2022-07-06 | -18.54 | 77 |
| 2023-08-17 | 2023-10-01 | -14.06 | 45 |
| 2023-11-11 | 2024-01-04 | -13.93 | 53 |
| 2023-02-27 | 2023-04-12 | -12.12 | 44 |
| 2023-05-13 | 2023-06-29 | -11.28 | 46 |
| 2022-07-29 | 2022-08-11 | -11.00 | 12 |
| 2024-02-16 | 2024-03-17 | -8.23 | 30 |
| 2024-03-21 | 2024-05-01 | -7.94 | 41 |
| Metric | 12261129:solusd:triple_med_gx:lsma105_15 | 12261129:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.61% | -26.94% |
| Best Week | 32.43% | 43.67% |
| Worst Week | -13.76% | -51.66% |
| Best Month | 32.19% | 140.02% |
| Worst Month | -15.72% | -56.44% |
| Best Year | 198.42% | 921.46% |
| Worst Year | -23.44% | -88.76% |
| Avg. Up Day | 1.84% | 1.88% |
| Avg. Down Day | -1.31% | -1.74% |
| Avg. Up Week | 6.56% | 12.54% |
| Avg. Down Week | -3.28% | -8.77% |
| Avg. Up Month | 10.55% | 35.63% |
| Avg. Down Month | -6.68% | -14.36% |
| Win Days % | 42.09% | 50.11% |
| Win Month % | 66.67% | 53.49% |
| Win Week % | 48.32% | 47.57% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |