| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 123.94% | 99.72% |
| Max Drawdown | -38.55% | -93.44% |
| Sharpe | 0.41 | 0.34 |
| Sortino | 0.72 | 0.51 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.76 | 1.06 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 44.42 | 2.89 |
| Outlier Loss Ratio | 3.86 | 2.7 |
| Volatility (ann.) | 16.72% | 49.76% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.64 | 0.22 |
| Skew | 9.13 | 0.47 |
| Kurtosis | 293.65 | 11.21 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.81% | 1.55% |
| Expected Yearly % | 22.33% | 18.88% |
| Kelly Criterion | 4.87% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.24% |
| Expected Shortfall (cVaR) | -1.42% | -4.24% |
| Year | 12294612:SOLUSD | 12294612:solusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | -27.90 | 0.31 | + |
| 2023 | 921.46 | 242.48 | 0.26 | - |
| 2024 | 85.41 | 31.95 | 0.37 | - |
| 2025 | 1.99 | -31.26 | -15.74 | - |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| MTD | -8.79% | -7.75% |
| 3M | -17.27% | 17.41% |
| 6M | -13.83% | 52.72% |
| YTD | -31.26% | 1.99% |
| 1Y | -32.92% | 24.46% |
| 3Y (ann.) | 40.17% | 86.57% |
| 5Y (ann.) | 24.58% | 20.75% |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Max Drawdown | -38.55% | -93.44% |
| Longest DD Days | 327.0 | 703.0 |
| Avg. Drawdown | -5.21% | -13.13% |
| Avg. Drawdown Days | 31.0 | 53.0 |
| Recovery Factor | 3.22 | 1.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-10-16 | -38.55 | 327 |
| 2022-05-23 | 2023-01-14 | -34.01 | 235 |
| 2024-07-03 | 2024-11-21 | -17.24 | 141 |
| 2023-01-21 | 2023-07-14 | -16.10 | 174 |
| 2024-03-23 | 2024-05-20 | -16.02 | 57 |
| 2022-03-09 | 2022-05-23 | -8.67 | 74 |
| 2023-08-31 | 2023-09-30 | -8.27 | 30 |
| 2023-01-14 | 2023-01-20 | -5.89 | 6 |
| 2024-03-15 | 2024-03-17 | -4.22 | 2 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -7.19% | -26.94% |
| Best Week | 53.01% | 43.67% |
| Worst Week | -19.42% | -51.66% |
| Best Month | 68.47% | 140.02% |
| Worst Month | -19.42% | -56.44% |
| Best Year | 242.48% | 921.46% |
| Worst Year | -31.26% | -89.66% |
| Avg. Up Day | 1.63% | 1.65% |
| Avg. Down Day | -1.31% | -1.41% |
| Avg. Up Week | 8.02% | 13.12% |
| Avg. Down Week | -5.47% | -7.6% |
| Avg. Up Month | 16.69% | 37.52% |
| Avg. Down Month | -7.37% | -22.12% |
| Win Days % | 47.19% | 50.16% |
| Win Month % | 47.5% | 53.33% |
| Win Week % | 54.05% | 48.21% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 50.0% | 75.0% |