| Metric | 12220493:solusd:triple_med_gx:lsma50_35 | 12220493:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 252.79% | 92.82% |
| Max Drawdown | -9.61% | -93.44% |
| Sharpe | 0.92 | 0.34 |
| Sortino | 1.86 | 0.51 |
| Payoff Ratio | 1.77 | 1.36 |
| Profit Factor | 2.06 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.82 | 0.72 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 94.03 | 2.67 |
| Outlier Loss Ratio | 3.16 | 2.05 |
| Volatility (ann.) | 10.18% | 50.14% |
| R^2 | 0.04 | 0.04 |
| Calmar | 4.43 | 0.22 |
| Skew | 6.86 | 0.47 |
| Kurtosis | 152.79 | 11.16 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.91% | 1.5% |
| Expected Yearly % | 37.05% | 17.84% |
| Kelly Criterion | 21.43% | 13.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -4.27% |
| Expected Shortfall (cVaR) | -0.85% | -4.27% |
| Year | 12220493:SOLUSD | 12220493:solusd:triple_med_gx:lsma50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 57.09 | -0.63 | + |
| 2023 | 921.46 | 60.13 | 0.07 | - |
| 2024 | 85.41 | 28.34 | 0.33 | - |
| 2025 | 5.60 | 9.27 | 1.65 | + |
| Metric | 12220493:solusd:triple_med_gx:lsma50_35 | 12220493:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.79% | 26.39% |
| 6M | 1.78% | 38.87% |
| YTD | 9.27% | 5.6% |
| 1Y | 6.31% | 47.35% |
| 3Y (ann.) | 28.74% | 84.92% |
| 5Y (ann.) | 42.55% | 20.28% |
| Metric | 12220493:solusd:triple_med_gx:lsma50_35 | 12220493:SOLUSD |
|---|---|---|
| Max Drawdown | -9.61% | -93.44% |
| Longest DD Days | 190.0 | 703.0 |
| Avg. Drawdown | -2.82% | -13.63% |
| Avg. Drawdown Days | 25.0 | 53.0 |
| Recovery Factor | 26.3 | 0.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-02-20 | -9.61 | 190 |
| 2023-04-30 | 2023-10-20 | -9.51 | 172 |
| 2022-05-20 | 2022-06-19 | -7.79 | 29 |
| 2025-03-03 | 2025-08-13 | -6.09 | 163 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2022-06-20 | 2022-06-20 | -5.36 | 0 |
| 2022-06-20 | 2022-06-21 | -5.35 | 0 |
| 2022-07-31 | 2022-08-12 | -5.27 | 12 |
| 2024-10-16 | 2025-01-16 | -5.21 | 92 |
| 2024-03-01 | 2024-05-03 | -3.99 | 63 |
| Metric | 12220493:solusd:triple_med_gx:lsma50_35 | 12220493:SOLUSD |
|---|---|---|
| Best Day | 12.22% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 26.39% | 43.67% |
| Worst Week | -7.4% | -51.66% |
| Best Month | 26.39% | 140.02% |
| Worst Month | -6.42% | -56.44% |
| Best Year | 60.13% | 921.46% |
| Worst Year | 9.27% | -90.36% |
| Avg. Up Day | 2.33% | 2.38% |
| Avg. Down Day | -1.32% | -1.75% |
| Avg. Up Week | 6.36% | 15.89% |
| Avg. Down Week | -2.54% | -3.68% |
| Avg. Up Month | 5.33% | 42.29% |
| Avg. Down Month | -2.87% | -15.66% |
| Win Days % | 49.78% | 50.16% |
| Win Month % | 69.44% | 50.0% |
| Win Week % | 67.39% | 47.89% |
| Win Quarter % | 86.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |