| Metric | 12299648:solusd:triple_med_gx:lsma290_135 | 12299648:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 232.79% | 112.73% |
| Max Drawdown | -31.24% | -93.44% |
| Sharpe | 0.58 | 0.36 |
| Sortino | 1.1 | 0.54 |
| Payoff Ratio | 1.53 | 1.27 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.91 | 0.68 |
| Tail Ratio | 0.57 | 1.02 |
| Outlier Win Ratio | 45.54 | 3.09 |
| Outlier Loss Ratio | 3.65 | 2.75 |
| Volatility (ann.) | 18.21% | 50.5% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.39 | 0.27 |
| Skew | 8.76 | 0.49 |
| Kurtosis | 235.35 | 11.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.98% | 1.86% |
| Expected Yearly % | 35.07% | 20.77% |
| Kelly Criterion | 7.82% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.3% |
| Expected Shortfall (cVaR) | -1.54% | -4.3% |
| Year | 12299648:SOLUSD | 12299648:solusd:triple_med_gx:lsma290_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | -7.06 | 0.08 | + |
| 2023 | 921.46 | 189.88 | 0.21 | - |
| 2024 | 85.41 | 26.21 | 0.31 | - |
| 2025 | -8.87 | -2.13 | 0.24 | + |
| Metric | 12299648:solusd:triple_med_gx:lsma290_135 | 12299648:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 14.51% | 36.47% |
| 6M | -2.13% | -8.22% |
| YTD | -2.13% | -8.87% |
| 1Y | 9.88% | 7.09% |
| 3Y (ann.) | 42.72% | 63.14% |
| 5Y (ann.) | 43.29% | 25.34% |
| Metric | 12299648:solusd:triple_med_gx:lsma290_135 | 12299648:SOLUSD |
|---|---|---|
| Max Drawdown | -31.24% | -93.44% |
| Longest DD Days | 489.0 | 703.0 |
| Avg. Drawdown | -5.82% | -10.15% |
| Avg. Drawdown Days | 37.0 | 37.0 |
| Recovery Factor | 7.45 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-17 | -31.24 | 489 |
| 2023-01-21 | 2023-11-01 | -27.10 | 284 |
| 2022-08-05 | 2023-01-13 | -23.91 | 161 |
| 2023-11-01 | 2023-11-09 | -13.50 | 7 |
| 2024-01-05 | 2024-01-09 | -10.64 | 4 |
| 2022-05-20 | 2022-06-23 | -7.79 | 33 |
| 2024-01-09 | 2024-01-11 | -5.54 | 2 |
| 2024-01-11 | 2024-02-26 | -5.48 | 46 |
| 2024-03-10 | 2024-03-11 | -4.93 | 1 |
| 2022-04-10 | 2022-04-12 | -4.87 | 1 |
| Metric | 12299648:solusd:triple_med_gx:lsma290_135 | 12299648:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 56.94% | 43.67% |
| Worst Week | -15.27% | -51.66% |
| Best Month | 110.8% | 140.02% |
| Worst Month | -19.57% | -56.44% |
| Best Year | 189.88% | 921.46% |
| Worst Year | -7.06% | -87.67% |
| Avg. Up Day | 2.21% | 2.24% |
| Avg. Down Day | -1.44% | -1.76% |
| Avg. Up Week | 9.21% | 15.21% |
| Avg. Down Week | -4.98% | -7.32% |
| Avg. Up Month | 19.76% | 48.39% |
| Avg. Down Month | -4.89% | -25.93% |
| Win Days % | 44.21% | 50.18% |
| Win Month % | 57.58% | 51.22% |
| Win Week % | 55.38% | 47.75% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 50.0% | 50.0% |