| Metric | 12241659:solusd:triple_med_gx:lsma55_100 | 12241659:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 122.3% | 78.69% |
| Max Drawdown | -24.52% | -93.44% |
| Sharpe | 0.49 | 0.34 |
| Sortino | 0.84 | 0.5 |
| Payoff Ratio | 1.26 | 1.1 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.84 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 68.31 | 2.86 |
| Outlier Loss Ratio | 3.04 | 2.45 |
| Volatility (ann.) | 14.13% | 50.42% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.09 | 0.2 |
| Skew | 5.72 | 0.49 |
| Kurtosis | 193.76 | 11.43 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.92% | 1.39% |
| Expected Yearly % | 22.11% | 15.62% |
| Kelly Criterion | 9.26% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.29% |
| Expected Shortfall (cVaR) | -1.2% | -4.29% |
| Year | 12241659:SOLUSD | 12241659:solusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 27.82 | -0.31 | + |
| 2023 | 921.46 | 22.04 | 0.02 | - |
| 2024 | 85.41 | 35.52 | 0.42 | - |
| 2025 | -8.87 | 5.16 | -0.58 | + |
| Metric | 12241659:solusd:triple_med_gx:lsma55_100 | 12241659:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.48% | 36.47% |
| 6M | 5.35% | -8.22% |
| YTD | 5.16% | -8.87% |
| 1Y | 17.77% | 7.09% |
| 3Y (ann.) | 26.43% | 63.14% |
| 5Y (ann.) | 26.66% | 18.73% |
| Metric | 12241659:solusd:triple_med_gx:lsma55_100 | 12241659:SOLUSD |
|---|---|---|
| Max Drawdown | -24.52% | -93.44% |
| Longest DD Days | 163.0 | 703.0 |
| Avg. Drawdown | -5.06% | -13.19% |
| Avg. Drawdown Days | 33.0 | 49.0 |
| Recovery Factor | 4.99 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -24.52 | 151 |
| 2025-02-04 | 2025-07-17 | -13.66 | 163 |
| 2022-08-05 | 2022-11-10 | -13.29 | 97 |
| 2024-01-05 | 2024-01-09 | -12.16 | 4 |
| 2024-11-29 | 2025-01-15 | -9.60 | 47 |
| 2023-02-03 | 2023-04-28 | -9.40 | 84 |
| 2024-04-01 | 2024-06-05 | -8.74 | 65 |
| 2023-11-25 | 2023-12-21 | -8.50 | 25 |
| 2023-07-27 | 2023-10-16 | -7.70 | 81 |
| 2024-01-09 | 2024-02-26 | -6.64 | 48 |
| Metric | 12241659:solusd:triple_med_gx:lsma55_100 | 12241659:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.45% | 43.67% |
| Worst Week | -9.45% | -51.66% |
| Best Month | 25.45% | 140.02% |
| Worst Month | -9.45% | -56.44% |
| Best Year | 35.52% | 921.46% |
| Worst Year | 5.16% | -89.65% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.54% | -1.77% |
| Avg. Up Week | 8.93% | 14.06% |
| Avg. Down Week | -3.19% | -8.42% |
| Avg. Up Month | 9.79% | 37.04% |
| Avg. Down Month | -3.8% | -18.47% |
| Win Days % | 49.33% | 50.16% |
| Win Month % | 57.69% | 52.38% |
| Win Week % | 56.41% | 47.22% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 50.0% |