| Metric | 12285319:solusd:triple_med_gx:lsma160_95 | 12285319:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 93.3% | 92.46% |
| Max Drawdown | -37.54% | -93.44% |
| Sharpe | 0.33 | 0.35 |
| Sortino | 0.54 | 0.51 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 33.74 | 3.21 |
| Outlier Loss Ratio | 2.88 | 2.98 |
| Volatility (ann.) | 21.7% | 50.42% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.57 | 0.23 |
| Skew | 3.64 | 0.49 |
| Kurtosis | 63.14 | 11.39 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.58% | 1.57% |
| Expected Yearly % | 17.91% | 17.78% |
| Kelly Criterion | 4.61% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.29% |
| Expected Shortfall (cVaR) | -1.85% | -4.29% |
| Year | 12285319:SOLUSD | 12285319:solusd:triple_med_gx:lsma160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 26.91 | -0.30 | + |
| 2023 | 921.46 | 9.24 | 0.01 | - |
| 2024 | 85.41 | -16.73 | -0.20 | - |
| 2025 | -8.87 | 67.43 | -7.61 | + |
| Metric | 12285319:solusd:triple_med_gx:lsma160_95 | 12285319:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -9.39% | 36.47% |
| 6M | 67.43% | -8.22% |
| YTD | 67.43% | -8.87% |
| 1Y | 26.23% | 7.09% |
| 3Y (ann.) | 13.03% | 63.14% |
| 5Y (ann.) | 21.45% | 21.29% |
| Metric | 12285319:solusd:triple_med_gx:lsma160_95 | 12285319:SOLUSD |
|---|---|---|
| Max Drawdown | -37.54% | -93.44% |
| Longest DD Days | 357.0 | 703.0 |
| Avg. Drawdown | -10.42% | -12.56% |
| Avg. Drawdown Days | 53.0 | 45.0 |
| Recovery Factor | 2.49 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2025-03-02 | -37.54 | 312 |
| 2023-02-20 | 2024-02-12 | -34.69 | 357 |
| 2022-04-03 | 2022-06-21 | -27.25 | 78 |
| 2022-06-21 | 2023-02-20 | -22.33 | 243 |
| 2025-05-14 | 2025-07-17 | -21.92 | 64 |
| 2022-03-02 | 2022-03-30 | -21.89 | 28 |
| 2024-04-15 | 2024-04-22 | -13.11 | 6 |
| 2025-04-06 | 2025-04-09 | -10.15 | 3 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2022-02-27 | 2022-02-28 | -5.85 | 1 |
| Metric | 12285319:solusd:triple_med_gx:lsma160_95 | 12285319:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 30.09% |
| Worst Day | -8.72% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -18.76% | -51.66% |
| Best Month | 34.69% | 140.02% |
| Worst Month | -18.76% | -56.44% |
| Best Year | 67.43% | 921.46% |
| Worst Year | -16.73% | -88.85% |
| Avg. Up Day | 2.14% | 2.14% |
| Avg. Down Day | -1.86% | -1.96% |
| Avg. Up Week | 10.21% | 16.25% |
| Avg. Down Week | -5.07% | -9.95% |
| Avg. Up Month | 11.59% | 28.4% |
| Avg. Down Month | -9.27% | -22.99% |
| Win Days % | 49.0% | 50.15% |
| Win Month % | 53.12% | 52.38% |
| Win Week % | 47.17% | 47.51% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 50.0% |