| Metric | 12297581:solusd:triple_med_gx:lsma260_130 | 12297581:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 204.27% | 103.48% |
| Max Drawdown | -41.96% | -93.44% |
| Sharpe | 0.53 | 0.36 |
| Sortino | 0.99 | 0.53 |
| Payoff Ratio | 1.45 | 1.21 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 2.49 | 1.08 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.93 | 1.02 |
| Outlier Win Ratio | 43.02 | 3.09 |
| Outlier Loss Ratio | 3.65 | 2.79 |
| Volatility (ann.) | 18.62% | 50.44% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.93 | 0.25 |
| Skew | 8.05 | 0.49 |
| Kurtosis | 212.63 | 11.47 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.75% | 1.75% |
| Expected Yearly % | 32.07% | 19.43% |
| Kelly Criterion | 6.03% | 9.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.29% |
| Expected Shortfall (cVaR) | -1.58% | -4.29% |
| Year | 12297581:SOLUSD | 12297581:solusd:triple_med_gx:lsma260_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 8.97 | -0.10 | + |
| 2023 | 921.46 | 160.83 | 0.17 | - |
| 2024 | 85.41 | 21.16 | 0.25 | - |
| 2025 | -8.87 | -11.65 | 1.31 | - |
| Metric | 12297581:solusd:triple_med_gx:lsma260_130 | 12297581:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.53% | 36.47% |
| 6M | -11.65% | -8.22% |
| YTD | -11.65% | -8.87% |
| 1Y | 5.1% | 7.09% |
| 3Y (ann.) | 41.21% | 63.14% |
| 5Y (ann.) | 39.2% | 23.51% |
| Metric | 12297581:solusd:triple_med_gx:lsma260_130 | 12297581:SOLUSD |
|---|---|---|
| Max Drawdown | -41.96% | -93.44% |
| Longest DD Days | 485.0 | 703.0 |
| Avg. Drawdown | -6.19% | -11.51% |
| Avg. Drawdown Days | 37.0 | 42.0 |
| Recovery Factor | 4.87 | 1.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2023-12-23 | -41.96 | 336 |
| 2024-03-18 | 2025-07-17 | -41.89 | 485 |
| 2022-08-13 | 2023-01-09 | -17.04 | 148 |
| 2024-01-05 | 2024-01-09 | -10.64 | 4 |
| 2022-08-02 | 2022-08-12 | -8.00 | 10 |
| 2022-05-20 | 2022-06-23 | -7.79 | 33 |
| 2023-01-09 | 2023-01-13 | -7.44 | 3 |
| 2024-01-09 | 2024-01-11 | -5.54 | 2 |
| 2024-01-11 | 2024-02-25 | -5.48 | 45 |
| 2024-03-10 | 2024-03-11 | -4.93 | 1 |
| Metric | 12297581:solusd:triple_med_gx:lsma260_130 | 12297581:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 56.42% | 43.67% |
| Worst Week | -20.31% | -51.66% |
| Best Month | 113.02% | 140.02% |
| Worst Month | -27.8% | -56.44% |
| Best Year | 160.83% | 921.46% |
| Worst Year | -11.65% | -88.21% |
| Avg. Up Day | 2.15% | 2.18% |
| Avg. Down Day | -1.48% | -1.8% |
| Avg. Up Week | 10.26% | 16.11% |
| Avg. Down Week | -6.07% | -8.98% |
| Avg. Up Month | 20.06% | 42.46% |
| Avg. Down Month | -5.56% | -20.19% |
| Win Days % | 44.34% | 50.19% |
| Win Month % | 54.05% | 51.22% |
| Win Week % | 53.97% | 47.49% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 75.0% | 50.0% |