| Metric | 12286558:solusd:triple_med_gx:lsma70_100 | 12286558:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 442.04% | 63.77% |
| Max Drawdown | -30.27% | -93.44% |
| Sharpe | 0.77 | 0.32 |
| Sortino | 1.5 | 0.48 |
| Payoff Ratio | 1.53 | 1.38 |
| Profit Factor | 1.48 | 1.05 |
| Common Sense Ratio | 2.05 | 1.07 |
| CPC Index | 1.03 | 0.72 |
| Tail Ratio | 1.39 | 1.02 |
| Outlier Win Ratio | 44.26 | 3.06 |
| Outlier Loss Ratio | 3.74 | 2.65 |
| Volatility (ann.) | 17.96% | 50.48% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.08 | 0.16 |
| Skew | 9.1 | 0.47 |
| Kurtosis | 251.01 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.11% | 1.18% |
| Expected Yearly % | 52.58% | 13.13% |
| Kelly Criterion | 10.12% | 13.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -4.3% |
| Expected Shortfall (cVaR) | -1.51% | -4.3% |
| Year | 12286558:SOLUSD | 12286558:solusd:triple_med_gx:lsma70_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | -7.13 | 0.08 | + |
| 2023 | 921.46 | 253.77 | 0.28 | - |
| 2024 | 85.41 | 67.59 | 0.79 | - |
| 2025 | -8.87 | -1.55 | 0.18 | + |
| Metric | 12286558:solusd:triple_med_gx:lsma70_100 | 12286558:SOLUSD |
|---|---|---|
| MTD | -4.03% | 11.11% |
| 3M | 2.8% | 36.47% |
| 6M | -7.83% | -8.22% |
| YTD | -1.55% | -8.87% |
| 1Y | -10.55% | 7.09% |
| 3Y (ann.) | 65.29% | 63.14% |
| 5Y (ann.) | 63.04% | 15.34% |
| Metric | 12286558:solusd:triple_med_gx:lsma70_100 | 12286558:SOLUSD |
|---|---|---|
| Max Drawdown | -30.27% | -93.44% |
| Longest DD Days | 236.0 | 703.0 |
| Avg. Drawdown | -5.0% | -14.34% |
| Avg. Drawdown Days | 27.0 | 52.0 |
| Recovery Factor | 14.6 | 0.68 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -30.27 | 236 |
| 2022-06-26 | 2023-01-14 | -26.09 | 202 |
| 2022-02-07 | 2022-06-24 | -13.88 | 137 |
| 2023-01-29 | 2023-07-13 | -13.15 | 164 |
| 2024-03-18 | 2024-06-27 | -10.69 | 100 |
| 2023-08-30 | 2023-11-18 | -9.39 | 80 |
| 2022-02-02 | 2022-02-04 | -8.28 | 2 |
| 2023-11-21 | 2023-11-22 | -8.23 | 1 |
| 2024-10-08 | 2024-11-06 | -7.93 | 28 |
| 2024-06-28 | 2024-07-15 | -6.51 | 17 |
| Metric | 12286558:solusd:triple_med_gx:lsma70_100 | 12286558:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 30.97% | 43.67% |
| Worst Week | -19.61% | -51.66% |
| Best Month | 65.03% | 140.02% |
| Worst Month | -22.61% | -56.44% |
| Best Year | 253.77% | 921.46% |
| Worst Year | -7.13% | -90.51% |
| Avg. Up Day | 2.17% | 2.2% |
| Avg. Down Day | -1.42% | -1.6% |
| Avg. Up Week | 9.71% | 15.1% |
| Avg. Down Week | -4.65% | -7.73% |
| Avg. Up Month | 16.89% | 41.29% |
| Avg. Down Month | -6.34% | -22.74% |
| Win Days % | 45.71% | 50.06% |
| Win Month % | 57.5% | 50.0% |
| Win Week % | 59.72% | 47.28% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |