| Metric | 12168651:solusd:triple_med_gx:lsma120_145 | 12168651:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 47.49% | 78.69% |
| Max Drawdown | -20.9% | -93.44% |
| Sharpe | 0.35 | 0.34 |
| Sortino | 0.54 | 0.5 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 85.65 | 2.71 |
| Outlier Loss Ratio | 3.87 | 2.36 |
| Volatility (ann.) | 9.65% | 50.42% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.58 | 0.2 |
| Skew | 3.18 | 0.49 |
| Kurtosis | 112.33 | 11.43 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.93% | 1.39% |
| Expected Yearly % | 10.2% | 15.62% |
| Kelly Criterion | 1.77% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -4.29% |
| Expected Shortfall (cVaR) | -0.82% | -4.29% |
| Year | 12168651:SOLUSD | 12168651:solusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 8.94 | -0.10 | + |
| 2023 | 921.46 | 6.11 | 0.01 | - |
| 2024 | 85.41 | 1.45 | 0.02 | - |
| 2025 | -8.87 | 25.77 | -2.91 | + |
| Metric | 12168651:solusd:triple_med_gx:lsma120_145 | 12168651:SOLUSD |
|---|---|---|
| MTD | 2.08% | 11.11% |
| 3M | 1.7% | 36.47% |
| 6M | 11.24% | -8.22% |
| YTD | 25.77% | -8.87% |
| 1Y | 31.68% | 7.09% |
| 3Y (ann.) | 8.14% | 63.14% |
| 5Y (ann.) | 12.18% | 18.73% |
| Metric | 12168651:solusd:triple_med_gx:lsma120_145 | 12168651:SOLUSD |
|---|---|---|
| Max Drawdown | -20.9% | -93.44% |
| Longest DD Days | 552.0 | 703.0 |
| Avg. Drawdown | -4.4% | -13.19% |
| Avg. Drawdown Days | 64.0 | 49.0 |
| Recovery Factor | 2.27 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-30 | 2025-01-03 | -20.90 | 552 |
| 2022-08-17 | 2023-06-29 | -16.21 | 316 |
| 2025-03-20 | 2025-07-17 | -9.89 | 119 |
| 2022-04-21 | 2022-05-30 | -6.52 | 38 |
| 2022-03-13 | 2022-03-15 | -4.17 | 2 |
| 2022-07-08 | 2022-07-08 | -3.25 | 0 |
| 2025-02-09 | 2025-03-19 | -3.06 | 38 |
| 2022-03-22 | 2022-03-23 | -2.73 | 0 |
| 2023-06-29 | 2023-06-30 | -2.27 | 0 |
| 2025-01-04 | 2025-01-18 | -2.22 | 14 |
| Metric | 12168651:solusd:triple_med_gx:lsma120_145 | 12168651:SOLUSD |
|---|---|---|
| Best Day | 12.53% | 30.09% |
| Worst Day | -6.4% | -26.94% |
| Best Week | 15.42% | 43.67% |
| Worst Week | -6.97% | -51.66% |
| Best Month | 16.95% | 140.02% |
| Worst Month | -6.4% | -56.44% |
| Best Year | 25.77% | 921.46% |
| Worst Year | 1.45% | -89.65% |
| Avg. Up Day | 1.46% | 1.48% |
| Avg. Down Day | -1.22% | -1.33% |
| Avg. Up Week | 3.81% | 9.74% |
| Avg. Down Week | -2.53% | -6.11% |
| Avg. Up Month | 4.22% | 30.56% |
| Avg. Down Month | -2.42% | -14.04% |
| Win Days % | 46.58% | 50.16% |
| Win Month % | 56.67% | 52.38% |
| Win Week % | 57.45% | 47.22% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |