| Metric | 12290508:solusd:triple_med_gx:lsma70_110 | 12290508:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 243.2% | 54.22% |
| Max Drawdown | -28.79% | -93.44% |
| Sharpe | 0.65 | 0.31 |
| Sortino | 1.23 | 0.46 |
| Payoff Ratio | 1.35 | 1.24 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.92 | 0.65 |
| Tail Ratio | 1.01 | 1.02 |
| Outlier Win Ratio | 51.17 | 2.89 |
| Outlier Loss Ratio | 3.77 | 2.53 |
| Volatility (ann.) | 15.55% | 50.5% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.5 | 0.14 |
| Skew | 11.29 | 0.47 |
| Kurtosis | 396.82 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.98% | 1.04% |
| Expected Yearly % | 36.11% | 11.44% |
| Kelly Criterion | 10.85% | 9.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.3% |
| Expected Shortfall (cVaR) | -1.31% | -4.3% |
| Year | 12290508:SOLUSD | 12290508:solusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.06 | -22.46 | 0.25 | + |
| 2023 | 921.46 | 182.82 | 0.20 | - |
| 2024 | 85.41 | 46.03 | 0.54 | - |
| 2025 | -8.87 | 7.18 | -0.81 | + |
| Metric | 12290508:solusd:triple_med_gx:lsma70_110 | 12290508:SOLUSD |
|---|---|---|
| MTD | -4.65% | 11.11% |
| 3M | 1.12% | 36.47% |
| 6M | 7.18% | -8.22% |
| YTD | 7.18% | -8.87% |
| 1Y | 12.23% | 7.09% |
| 3Y (ann.) | 60.69% | 63.14% |
| 5Y (ann.) | 43.18% | 13.44% |
| Metric | 12290508:solusd:triple_med_gx:lsma70_110 | 12290508:SOLUSD |
|---|---|---|
| Max Drawdown | -28.79% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -4.16% | -14.87% |
| Avg. Drawdown Days | 24.0 | 56.0 |
| Recovery Factor | 8.45 | 0.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-01-14 | -28.79 | 310 |
| 2023-03-01 | 2023-06-21 | -21.69 | 111 |
| 2024-06-05 | 2024-07-19 | -11.75 | 43 |
| 2023-08-30 | 2023-10-16 | -10.94 | 47 |
| 2024-07-19 | 2024-11-22 | -10.40 | 125 |
| 2024-04-25 | 2024-05-17 | -8.50 | 21 |
| 2025-01-30 | 2025-03-14 | -7.44 | 43 |
| 2025-05-27 | 2025-06-28 | -6.97 | 31 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2025-06-30 | 2025-07-17 | -5.81 | 16 |
| Metric | 12290508:solusd:triple_med_gx:lsma70_110 | 12290508:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -7.35% | -26.94% |
| Best Week | 37.26% | 43.67% |
| Worst Week | -8.86% | -51.66% |
| Best Month | 49.79% | 140.02% |
| Worst Month | -17.25% | -56.44% |
| Best Year | 182.82% | 921.46% |
| Worst Year | -22.46% | -91.06% |
| Avg. Up Day | 1.72% | 1.75% |
| Avg. Down Day | -1.28% | -1.4% |
| Avg. Up Week | 8.82% | 14.37% |
| Avg. Down Week | -3.03% | -8.13% |
| Avg. Up Month | 15.21% | 39.88% |
| Avg. Down Month | -4.49% | -26.37% |
| Win Days % | 48.86% | 50.08% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 48.48% | 46.99% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |