| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 160.35% | 49.41% |
| Max Drawdown | -28.32% | -88.57% |
| Sharpe | 2.9 | 0.37 |
| Sortino | 6.31 | 0.88 |
| Payoff Ratio | 3.63 | 2.06 |
| Profit Factor | 2.02 | 1.13 |
| Common Sense Ratio | 4.26 | 0.72 |
| CPC Index | 3.85 | 2.59 |
| Tail Ratio | 2.11 | 1.01 |
| Outlier Win Ratio | 432.06 | 1.88 |
| Outlier Loss Ratio | 1615.8 | 4.85 |
| Volatility (ann.) | 125.33% | 347.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.31 | -0.04 |
| Skew | 2.52 | 6.48 |
| Kurtosis | 15.42 | 61.26 |
| Expected Daily % | 0.8% | 0.06% |
| Expected Monthly % | 2.94% | 0.2% |
| Expected Yearly % | 27.03% | 1.69% |
| Kelly Criterion | 18.54% | 22.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.8% | -3790.93% |
| Expected Shortfall (cVaR) | -9.8% | -4208.18% |
| Year | 12294612:SOLUSD | 12294612:solusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.03 | -27.77 | 0.32 | + |
| 2023 | 335.07 | 242.48 | 0.72 | - |
| 2024 | 276.82 | 31.95 | 0.12 | - |
| 2025 | -34.76 | -20.23 | 0.58 | + |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| MTD | -1.92% | -36.48% |
| 3M | -26.7% | -45.52% |
| 6M | -11.92% | -13.79% |
| YTD | -20.23% | -34.76% |
| 1Y | -20.23% | -36.34% |
| 3Y (ann.) | 39.43% | -60.09% |
| 5Y (ann.) | 37.17% | 2.24% |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Max Drawdown | -28.32% | -88.57% |
| Longest DD Days | 307.0 | 589.0 |
| Avg. Drawdown | -4.45% | -36.17% |
| Avg. Drawdown Days | 40.0 | 195.0 |
| Recovery Factor | 5.66 | 0.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-18 | -28.32 | 89 |
| 2022-03-13 | 2023-01-14 | -27.90 | 307 |
| 2024-06-29 | 2024-11-23 | -12.87 | 146 |
| 2023-03-04 | 2023-07-14 | -7.88 | 131 |
| 2023-07-25 | 2023-10-01 | -5.35 | 68 |
| 2024-06-01 | 2024-06-10 | -1.65 | 9 |
| 2024-11-24 | 2024-12-17 | -1.60 | 22 |
| 2024-04-25 | 2024-05-20 | -1.29 | 24 |
| 2023-11-05 | 2023-11-10 | -0.18 | 4 |
| 2023-01-19 | 2023-01-19 | -0.18 | 0 |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Best Day | 42.32% | 21473.01% |
| Worst Day | -19.27% | -6511.08% |
| Best Week | 44.5% | 6203.49% |
| Worst Week | -19.42% | -4225.35% |
| Best Month | 68.47% | 3374.87% |
| Worst Month | -19.42% | -12981.0% |
| Best Year | 242.48% | 646.93% |
| Worst Year | -27.77% | -313.85% |
| Avg. Up Day | 13.57% | 3525.61% |
| Avg. Down Day | -1.44% | -520.43% |
| Avg. Up Week | 10.63% | 541.14% |
| Avg. Down Week | -2.88% | -441.54% |
| Avg. Up Month | 30.04% | 750.04% |
| Avg. Down Month | -4.13% | -310.08% |
| Win Days % | 29.41% | 24.58% |
| Win Month % | 45.45% | 25.0% |
| Win Week % | 41.27% | 22.58% |
| Win Quarter % | 61.54% | 16.67% |
| Win Year % | 50.0% | 25.0% |