| Metric | 12288591:solusd:triple_med_gx:lsma70_105 | 12288591:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 216.51% | 54.22% |
| Max Drawdown | -25.64% | -93.44% |
| Sharpe | 0.62 | 0.31 |
| Sortino | 1.19 | 0.46 |
| Payoff Ratio | 1.39 | 1.29 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.93 | 0.68 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 54.3 | 2.88 |
| Outlier Loss Ratio | 3.78 | 2.53 |
| Volatility (ann.) | 15.18% | 50.5% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.55 | 0.14 |
| Skew | 12.0 | 0.47 |
| Kurtosis | 432.27 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.78% | 1.04% |
| Expected Yearly % | 33.38% | 11.44% |
| Kelly Criterion | 9.67% | 11.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -4.3% |
| Expected Shortfall (cVaR) | -1.28% | -4.3% |
| Year | 12288591:SOLUSD | 12288591:solusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.06 | -19.87 | 0.22 | + |
| 2023 | 921.46 | 134.53 | 0.15 | - |
| 2024 | 85.41 | 48.94 | 0.57 | - |
| 2025 | -8.87 | 13.08 | -1.47 | + |
| Metric | 12288591:solusd:triple_med_gx:lsma70_105 | 12288591:SOLUSD |
|---|---|---|
| MTD | -4.03% | 11.11% |
| 3M | 5.2% | 36.47% |
| 6M | 13.08% | -8.22% |
| YTD | 13.08% | -8.87% |
| 1Y | 10.19% | 7.09% |
| 3Y (ann.) | 52.12% | 63.14% |
| 5Y (ann.) | 39.85% | 13.44% |
| Metric | 12288591:solusd:triple_med_gx:lsma70_105 | 12288591:SOLUSD |
|---|---|---|
| Max Drawdown | -25.64% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -4.4% | -14.87% |
| Avg. Drawdown Days | 31.0 | 56.0 |
| Recovery Factor | 8.44 | 0.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-01-14 | -25.64 | 310 |
| 2023-03-01 | 2023-10-16 | -21.21 | 229 |
| 2024-06-01 | 2025-01-30 | -13.54 | 242 |
| 2024-04-25 | 2024-05-15 | -8.50 | 19 |
| 2025-01-30 | 2025-03-14 | -6.14 | 43 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2024-01-11 | 2024-03-13 | -5.82 | 62 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2025-06-30 | 2025-07-17 | -5.20 | 16 |
| 2025-05-27 | 2025-06-28 | -4.26 | 31 |
| Metric | 12288591:solusd:triple_med_gx:lsma70_105 | 12288591:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -6.26% | -26.94% |
| Best Week | 37.26% | 43.67% |
| Worst Week | -8.86% | -51.66% |
| Best Month | 50.96% | 140.02% |
| Worst Month | -16.75% | -56.44% |
| Best Year | 134.53% | 921.46% |
| Worst Year | -19.87% | -91.06% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.3% | -1.42% |
| Avg. Up Week | 8.57% | 13.78% |
| Avg. Down Week | -3.21% | -7.66% |
| Avg. Up Month | 15.27% | 41.77% |
| Avg. Down Month | -4.63% | -24.59% |
| Win Days % | 47.44% | 50.08% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 51.61% | 46.99% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 50.0% |