| Metric | 12255358:solusd:triple_med_gx:lsma140_135 | 12255358:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 34.19% | 82.77% |
| Max Drawdown | -6.93% | -93.44% |
| Sharpe | 0.6 | 0.34 |
| Sortino | 1.23 | 0.5 |
| Payoff Ratio | 2.56 | 1.8 |
| Profit Factor | 2.56 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 2.83 | 0.95 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 384.93 | 2.15 |
| Outlier Loss Ratio | 6.31 | 1.9 |
| Volatility (ann.) | 3.7% | 50.5% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.3 | 0.21 |
| Skew | 9.21 | 0.48 |
| Kurtosis | 437.08 | 11.28 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.7% | 1.45% |
| Expected Yearly % | 7.63% | 16.27% |
| Kelly Criterion | 20.83% | 22.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -4.3% |
| Expected Shortfall (cVaR) | -0.31% | -4.3% |
| Year | 12255358:SOLUSD | 12255358:solusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 7.65 | -0.09 | + |
| 2023 | 921.46 | 23.02 | 0.02 | - |
| 2024 | 85.41 | -0.50 | -0.01 | - |
| 2025 | -8.87 | 1.83 | -0.21 | + |
| Metric | 12255358:solusd:triple_med_gx:lsma140_135 | 12255358:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.2% | 36.47% |
| 6M | 1.83% | -8.22% |
| YTD | 1.83% | -8.87% |
| 1Y | 5.0% | 7.09% |
| 3Y (ann.) | 11.28% | 63.14% |
| 5Y (ann.) | 9.03% | 19.39% |
| Metric | 12255358:solusd:triple_med_gx:lsma140_135 | 12255358:SOLUSD |
|---|---|---|
| Max Drawdown | -6.93% | -93.44% |
| Longest DD Days | 435.0 | 703.0 |
| Avg. Drawdown | -1.2% | -13.23% |
| Avg. Drawdown Days | 53.0 | 47.0 |
| Recovery Factor | 4.93 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-07 | 2025-07-17 | -6.93 | 435 |
| 2022-06-04 | 2022-11-05 | -3.60 | 154 |
| 2022-12-07 | 2022-12-08 | -1.21 | 0 |
| 2023-03-29 | 2023-04-25 | -1.02 | 27 |
| 2023-04-27 | 2023-04-27 | -0.95 | 0 |
| 2023-07-04 | 2023-09-19 | -0.62 | 77 |
| 2023-01-10 | 2023-01-10 | -0.18 | 0 |
| 2023-12-21 | 2023-12-22 | -0.18 | 0 |
| 2022-06-03 | 2022-06-03 | -0.18 | 0 |
| 2023-03-28 | 2023-03-29 | -0.18 | 0 |
| Metric | 12255358:solusd:triple_med_gx:lsma140_135 | 12255358:SOLUSD |
|---|---|---|
| Best Day | 5.32% | 30.09% |
| Worst Day | -5.27% | -26.94% |
| Best Week | 9.58% | 43.67% |
| Worst Week | -5.44% | -51.66% |
| Best Month | 9.58% | 140.02% |
| Worst Month | -5.44% | -56.44% |
| Best Year | 23.02% | 921.46% |
| Worst Year | -0.5% | -89.41% |
| Avg. Up Day | 1.78% | 1.85% |
| Avg. Down Day | -0.69% | -1.03% |
| Avg. Up Week | 3.56% | 11.1% |
| Avg. Down Week | -2.27% | -3.55% |
| Avg. Up Month | 3.52% | 35.72% |
| Avg. Down Month | -1.98% | -21.08% |
| Win Days % | 43.08% | 50.14% |
| Win Month % | 70.59% | 52.38% |
| Win Week % | 68.42% | 46.96% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 75.0% | 50.0% |