| Metric | 12262077:solusd:triple_med_gx:lsma25_20 | 12262077:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 5.32% | 16.44% |
| Max Drawdown | -30.44% | -93.9% |
| Sharpe | 0.09 | 0.27 |
| Sortino | 0.14 | 0.4 |
| Payoff Ratio | 1.53 | 1.03 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 79.89 | 2.7 |
| Outlier Loss Ratio | 4.78 | 2.41 |
| Volatility (ann.) | 11.62% | 50.79% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.05 | 0.05 |
| Skew | 1.92 | 0.43 |
| Kurtosis | 128.61 | 10.79 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.12% | 0.35% |
| Expected Yearly % | 1.3% | 3.88% |
| Kelly Criterion | -8.86% | 1.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -4.33% |
| Expected Shortfall (cVaR) | -1.0% | -4.33% |
| Year | 12262077:SOLUSD | 12262077:solusd:triple_med_gx:lsma25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.25 | -6.36 | 0.07 | + |
| 2023 | 921.46 | 15.95 | 0.02 | - |
| 2024 | 85.41 | 12.79 | 0.15 | - |
| 2025 | -8.87 | -14.00 | 1.58 | - |
| Metric | 12262077:solusd:triple_med_gx:lsma25_20 | 12262077:SOLUSD |
|---|---|---|
| MTD | 9.53% | 11.11% |
| 3M | -7.24% | 36.47% |
| 6M | -8.86% | -8.22% |
| YTD | -14.0% | -8.87% |
| 1Y | -15.57% | 7.09% |
| 3Y (ann.) | -2.21% | 63.14% |
| 5Y (ann.) | 1.49% | 4.44% |
| Metric | 12262077:solusd:triple_med_gx:lsma25_20 | 12262077:SOLUSD |
|---|---|---|
| Max Drawdown | -30.44% | -93.9% |
| Longest DD Days | 588.0 | 781.0 |
| Avg. Drawdown | -6.11% | -17.49% |
| Avg. Drawdown Days | 78.0 | 79.0 |
| Recovery Factor | 0.17 | 0.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2025-07-17 | -30.44 | 421 |
| 2022-08-03 | 2024-03-14 | -26.84 | 588 |
| 2022-01-18 | 2022-03-24 | -9.73 | 64 |
| 2022-05-07 | 2022-06-12 | -6.63 | 35 |
| 2022-04-08 | 2022-04-18 | -6.22 | 10 |
| 2022-04-06 | 2022-04-07 | -4.00 | 1 |
| 2024-03-21 | 2024-05-09 | -2.62 | 49 |
| 2022-07-06 | 2022-07-06 | -1.37 | 0 |
| 2024-05-09 | 2024-05-09 | -1.25 | 0 |
| 2022-07-27 | 2022-07-28 | -0.95 | 0 |
| Metric | 12262077:solusd:triple_med_gx:lsma25_20 | 12262077:SOLUSD |
|---|---|---|
| Best Day | 12.85% | 30.09% |
| Worst Day | -11.78% | -26.94% |
| Best Week | 12.64% | 43.67% |
| Worst Week | -11.94% | -51.66% |
| Best Month | 24.59% | 140.02% |
| Worst Month | -15.25% | -56.44% |
| Best Year | 15.95% | 921.46% |
| Worst Year | -14.0% | -93.25% |
| Avg. Up Day | 1.8% | 1.91% |
| Avg. Down Day | -1.18% | -1.84% |
| Avg. Up Week | 3.8% | 10.75% |
| Avg. Down Week | -2.35% | -8.67% |
| Avg. Up Month | 7.3% | 30.3% |
| Avg. Down Month | -5.51% | -20.87% |
| Win Days % | 34.1% | 50.03% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 44.83% | 46.77% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |