| Metric | 12286801:solusd:triple_med_gx:lsma70_100 | 12286801:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 213.27% | 78.99% |
| Max Drawdown | -32.05% | -93.44% |
| Sharpe | 0.62 | 0.34 |
| Sortino | 1.21 | 0.5 |
| Payoff Ratio | 1.41 | 1.28 |
| Profit Factor | 1.44 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.98 | 0.68 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 56.83 | 2.81 |
| Outlier Loss Ratio | 3.71 | 2.46 |
| Volatility (ann.) | 15.07% | 50.47% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.23 | 0.2 |
| Skew | 13.21 | 0.48 |
| Kurtosis | 473.91 | 11.22 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.76% | 1.4% |
| Expected Yearly % | 33.04% | 15.67% |
| Kelly Criterion | 11.46% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.3% |
| Expected Shortfall (cVaR) | -1.27% | -4.3% |
| Year | 12286801:SOLUSD | 12286801:solusd:triple_med_gx:lsma70_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.63 | -26.13 | 0.29 | + |
| 2023 | 921.46 | 179.41 | 0.19 | - |
| 2024 | 85.41 | 32.48 | 0.38 | - |
| 2025 | -8.87 | 14.56 | -1.64 | + |
| Metric | 12286801:solusd:triple_med_gx:lsma70_100 | 12286801:SOLUSD |
|---|---|---|
| MTD | -2.24% | 11.11% |
| 3M | 7.76% | 36.47% |
| 6M | 14.28% | -8.22% |
| YTD | 14.56% | -8.87% |
| 1Y | 12.34% | 7.09% |
| 3Y (ann.) | 52.24% | 63.14% |
| 5Y (ann.) | 39.58% | 18.53% |
| Metric | 12286801:solusd:triple_med_gx:lsma70_100 | 12286801:SOLUSD |
|---|---|---|
| Max Drawdown | -32.05% | -93.44% |
| Longest DD Days | 372.0 | 703.0 |
| Avg. Drawdown | -3.44% | -12.81% |
| Avg. Drawdown Days | 27.0 | 47.0 |
| Recovery Factor | 6.65 | 0.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-01-14 | -32.05 | 310 |
| 2024-05-18 | 2025-05-26 | -14.05 | 372 |
| 2023-03-23 | 2023-06-20 | -10.35 | 89 |
| 2023-08-31 | 2023-10-14 | -8.98 | 43 |
| 2024-04-26 | 2024-05-17 | -7.18 | 21 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2023-10-18 | 2023-11-06 | -4.24 | 19 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| 2024-03-15 | 2024-03-15 | -3.87 | 0 |
| Metric | 12286801:solusd:triple_med_gx:lsma70_100 | 12286801:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -7.35% | -26.94% |
| Best Week | 32.43% | 43.67% |
| Worst Week | -9.99% | -51.66% |
| Best Month | 51.11% | 140.02% |
| Worst Month | -9.11% | -56.44% |
| Best Year | 179.41% | 921.46% |
| Worst Year | -26.13% | -89.63% |
| Avg. Up Day | 1.78% | 1.81% |
| Avg. Down Day | -1.26% | -1.41% |
| Avg. Up Week | 9.74% | 16.08% |
| Avg. Down Week | -3.39% | -7.16% |
| Avg. Up Month | 13.38% | 38.26% |
| Avg. Down Month | -4.3% | -25.71% |
| Win Days % | 48.17% | 50.11% |
| Win Month % | 50.0% | 52.38% |
| Win Week % | 50.82% | 47.25% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |