| Metric | 12290595:solusd:triple_med_gx:lsma70_110 | 12290595:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 171.3% | 78.99% |
| Max Drawdown | -29.57% | -93.44% |
| Sharpe | 0.53 | 0.34 |
| Sortino | 0.98 | 0.5 |
| Payoff Ratio | 1.31 | 1.2 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.88 | 1.07 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.43 | 1.02 |
| Outlier Win Ratio | 49.15 | 2.81 |
| Outlier Loss Ratio | 3.84 | 2.59 |
| Volatility (ann.) | 15.88% | 50.47% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.14 | 0.2 |
| Skew | 11.18 | 0.48 |
| Kurtosis | 386.35 | 11.22 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.4% | 1.4% |
| Expected Yearly % | 28.34% | 15.67% |
| Kelly Criterion | 8.88% | 8.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.3% |
| Expected Shortfall (cVaR) | -1.34% | -4.3% |
| Year | 12290595:SOLUSD | 12290595:solusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.63 | -23.43 | 0.26 | + |
| 2023 | 921.46 | 179.17 | 0.19 | - |
| 2024 | 85.41 | 23.73 | 0.28 | - |
| 2025 | -8.87 | 2.58 | -0.29 | + |
| Metric | 12290595:solusd:triple_med_gx:lsma70_110 | 12290595:SOLUSD |
|---|---|---|
| MTD | 0.21% | 11.11% |
| 3M | 7.08% | 36.47% |
| 6M | 2.58% | -8.22% |
| YTD | 2.58% | -8.87% |
| 1Y | 7.62% | 7.09% |
| 3Y (ann.) | 45.41% | 63.14% |
| 5Y (ann.) | 33.83% | 18.53% |
| Metric | 12290595:solusd:triple_med_gx:lsma70_110 | 12290595:SOLUSD |
|---|---|---|
| Max Drawdown | -29.57% | -93.44% |
| Longest DD Days | 447.0 | 703.0 |
| Avg. Drawdown | -3.7% | -12.81% |
| Avg. Drawdown Days | 29.0 | 47.0 |
| Recovery Factor | 5.79 | 0.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-01-14 | -29.57 | 310 |
| 2024-04-26 | 2025-07-17 | -23.55 | 447 |
| 2023-03-23 | 2023-06-20 | -10.39 | 89 |
| 2023-07-23 | 2023-10-14 | -9.17 | 82 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2023-06-22 | 2023-07-13 | -5.78 | 21 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| 2024-03-15 | 2024-03-15 | -3.87 | 0 |
| 2024-03-14 | 2024-03-14 | -3.77 | 0 |
| Metric | 12290595:solusd:triple_med_gx:lsma70_110 | 12290595:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -7.19% | -26.94% |
| Best Week | 34.95% | 43.67% |
| Worst Week | -10.26% | -51.66% |
| Best Month | 46.78% | 140.02% |
| Worst Month | -12.7% | -56.44% |
| Best Year | 179.17% | 921.46% |
| Worst Year | -23.43% | -89.63% |
| Avg. Up Day | 1.66% | 1.67% |
| Avg. Down Day | -1.26% | -1.4% |
| Avg. Up Week | 9.2% | 15.27% |
| Avg. Down Week | -3.43% | -8.14% |
| Avg. Up Month | 12.26% | 34.94% |
| Avg. Down Month | -5.95% | -26.2% |
| Win Days % | 48.26% | 50.11% |
| Win Month % | 54.29% | 52.38% |
| Win Week % | 49.18% | 47.25% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 50.0% |