| Metric | 12264689:solusd:triple_med_gx:lsma70_30 | 12264689:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 150.81% | 75.63% |
| Max Drawdown | -31.69% | -93.44% |
| Sharpe | 0.5 | 0.33 |
| Sortino | 0.94 | 0.49 |
| Payoff Ratio | 1.37 | 1.11 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.82 | 0.59 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 53.91 | 2.83 |
| Outlier Loss Ratio | 3.78 | 2.55 |
| Volatility (ann.) | 15.76% | 50.48% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.96 | 0.19 |
| Skew | 11.32 | 0.47 |
| Kurtosis | 382.54 | 11.15 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.21% | 1.35% |
| Expected Yearly % | 25.85% | 15.12% |
| Kelly Criterion | 5.51% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.3% |
| Expected Shortfall (cVaR) | -1.34% | -4.3% |
| Year | 12264689:SOLUSD | 12264689:solusd:triple_med_gx:lsma70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 8.07 | -0.09 | + |
| 2023 | 921.46 | 138.60 | 0.15 | - |
| 2024 | 85.41 | 18.79 | 0.22 | - |
| 2025 | -8.87 | -18.12 | 2.04 | - |
| Metric | 12264689:solusd:triple_med_gx:lsma70_30 | 12264689:SOLUSD |
|---|---|---|
| MTD | -2.82% | 11.11% |
| 3M | -5.34% | 36.47% |
| 6M | -19.82% | -8.22% |
| YTD | -18.12% | -8.87% |
| 1Y | -26.91% | 7.09% |
| 3Y (ann.) | 35.52% | 63.14% |
| 5Y (ann.) | 30.55% | 17.74% |
| Metric | 12264689:solusd:triple_med_gx:lsma70_30 | 12264689:SOLUSD |
|---|---|---|
| Max Drawdown | -31.69% | -93.44% |
| Longest DD Days | 361.0 | 703.0 |
| Avg. Drawdown | -5.41% | -13.81% |
| Avg. Drawdown Days | 37.0 | 52.0 |
| Recovery Factor | 4.76 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-07-17 | -31.69 | 361 |
| 2024-01-04 | 2024-01-28 | -15.35 | 23 |
| 2024-03-18 | 2024-05-04 | -13.31 | 46 |
| 2022-08-13 | 2023-01-14 | -11.87 | 153 |
| 2023-04-06 | 2023-06-30 | -10.37 | 84 |
| 2022-03-19 | 2022-08-12 | -9.29 | 146 |
| 2024-05-04 | 2024-07-06 | -8.68 | 62 |
| 2023-06-30 | 2023-09-30 | -7.48 | 91 |
| 2023-02-03 | 2023-03-10 | -6.38 | 35 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| Metric | 12264689:solusd:triple_med_gx:lsma70_30 | 12264689:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -6.39% | -26.94% |
| Best Week | 30.78% | 43.67% |
| Worst Week | -11.41% | -51.66% |
| Best Month | 30.55% | 140.02% |
| Worst Month | -10.96% | -56.44% |
| Best Year | 138.6% | 921.46% |
| Worst Year | -18.12% | -89.82% |
| Avg. Up Day | 1.87% | 1.9% |
| Avg. Down Day | -1.36% | -1.71% |
| Avg. Up Week | 6.54% | 12.64% |
| Avg. Down Week | -3.21% | -8.14% |
| Avg. Up Month | 10.31% | 42.14% |
| Avg. Down Month | -5.46% | -20.0% |
| Win Days % | 45.3% | 50.08% |
| Win Month % | 55.26% | 52.38% |
| Win Week % | 48.15% | 47.28% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |