| Metric | 12290732:solusd:triple_med_gx:lsma70_110 | 12290732:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 135.78% | 73.54% |
| Max Drawdown | -30.93% | -93.44% |
| Sharpe | 0.47 | 0.33 |
| Sortino | 0.86 | 0.49 |
| Payoff Ratio | 1.32 | 1.22 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 50.54 | 2.81 |
| Outlier Loss Ratio | 3.78 | 2.58 |
| Volatility (ann.) | 15.8% | 50.5% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.92 | 0.19 |
| Skew | 10.88 | 0.48 |
| Kurtosis | 379.35 | 11.25 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.06% | 1.32% |
| Expected Yearly % | 23.92% | 14.78% |
| Kelly Criterion | 7.08% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.3% |
| Expected Shortfall (cVaR) | -1.34% | -4.3% |
| Year | 12290732:SOLUSD | 12290732:solusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | -23.94 | 0.27 | + |
| 2023 | 921.46 | 234.51 | 0.25 | - |
| 2024 | 85.41 | 6.49 | 0.08 | - |
| 2025 | -8.87 | -12.98 | 1.46 | - |
| Metric | 12290732:solusd:triple_med_gx:lsma70_110 | 12290732:SOLUSD |
|---|---|---|
| MTD | -0.7% | 11.11% |
| 3M | -1.05% | 36.47% |
| 6M | -13.6% | -8.22% |
| YTD | -12.98% | -8.87% |
| 1Y | -13.75% | 7.09% |
| 3Y (ann.) | 44.19% | 63.14% |
| 5Y (ann.) | 28.59% | 17.54% |
| Metric | 12290732:solusd:triple_med_gx:lsma70_110 | 12290732:SOLUSD |
|---|---|---|
| Max Drawdown | -30.93% | -93.44% |
| Longest DD Days | 379.0 | 703.0 |
| Avg. Drawdown | -4.19% | -13.4% |
| Avg. Drawdown Days | 30.0 | 47.0 |
| Recovery Factor | 4.39 | 0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-07-17 | -30.93 | 379 |
| 2022-05-23 | 2023-01-14 | -28.53 | 235 |
| 2024-03-15 | 2024-06-04 | -17.22 | 81 |
| 2023-03-23 | 2023-07-14 | -16.34 | 112 |
| 2023-01-14 | 2023-03-23 | -8.64 | 68 |
| 2022-04-14 | 2022-05-23 | -5.51 | 39 |
| 2023-07-27 | 2023-09-05 | -5.27 | 40 |
| 2023-09-05 | 2023-09-30 | -4.47 | 24 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| 2024-03-14 | 2024-03-14 | -3.77 | 0 |
| Metric | 12290732:solusd:triple_med_gx:lsma70_110 | 12290732:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -7.19% | -26.94% |
| Best Week | 24.31% | 43.67% |
| Worst Week | -16.07% | -51.66% |
| Best Month | 48.45% | 140.02% |
| Worst Month | -16.07% | -56.44% |
| Best Year | 234.51% | 921.46% |
| Worst Year | -23.94% | -89.95% |
| Avg. Up Day | 1.71% | 1.72% |
| Avg. Down Day | -1.29% | -1.42% |
| Avg. Up Week | 7.38% | 14.65% |
| Avg. Down Week | -5.68% | -7.81% |
| Avg. Up Month | 14.97% | 40.6% |
| Avg. Down Month | -7.8% | -28.39% |
| Win Days % | 47.17% | 50.13% |
| Win Month % | 58.82% | 52.38% |
| Win Week % | 61.29% | 47.25% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |