| Metric | 12265308:solusd:triple_med_gx:lsma35_30 | 12265308:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 44.89% | 89.41% |
| Max Drawdown | -14.92% | -93.44% |
| Sharpe | 0.45 | 0.34 |
| Sortino | 0.83 | 0.51 |
| Payoff Ratio | 2.1 | 1.26 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.02 | 0.67 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 150.64 | 2.44 |
| Outlier Loss Ratio | 5.76 | 2.05 |
| Volatility (ann.) | 6.6% | 50.45% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.78 | 0.22 |
| Skew | 5.86 | 0.49 |
| Kurtosis | 139.21 | 11.39 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.89% | 1.53% |
| Expected Yearly % | 9.71% | 17.31% |
| Kelly Criterion | 3.22% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -4.3% |
| Expected Shortfall (cVaR) | -0.56% | -4.3% |
| Year | 12265308:SOLUSD | 12265308:solusd:triple_med_gx:lsma35_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 8.96 | -0.10 | + |
| 2023 | 921.46 | 49.29 | 0.05 | - |
| 2024 | 85.41 | -5.68 | -0.07 | - |
| 2025 | -8.87 | -5.57 | 0.63 | + |
| Metric | 12265308:solusd:triple_med_gx:lsma35_30 | 12265308:SOLUSD |
|---|---|---|
| MTD | -3.09% | 11.11% |
| 3M | -5.79% | 36.47% |
| 6M | -4.09% | -8.22% |
| YTD | -5.57% | -8.87% |
| 1Y | -2.27% | 7.09% |
| 3Y (ann.) | 7.77% | 63.14% |
| 5Y (ann.) | 11.58% | 20.78% |
| Metric | 12265308:solusd:triple_med_gx:lsma35_30 | 12265308:SOLUSD |
|---|---|---|
| Max Drawdown | -14.92% | -93.44% |
| Longest DD Days | 552.0 | 703.0 |
| Avg. Drawdown | -2.17% | -12.91% |
| Avg. Drawdown Days | 56.0 | 47.0 |
| Recovery Factor | 3.01 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2025-07-17 | -14.92 | 552 |
| 2022-08-11 | 2023-05-05 | -10.37 | 267 |
| 2023-07-08 | 2023-09-30 | -3.93 | 84 |
| 2022-04-10 | 2022-05-01 | -2.60 | 21 |
| 2022-03-04 | 2022-03-16 | -1.63 | 12 |
| 2022-03-27 | 2022-04-09 | -1.61 | 13 |
| 2023-05-14 | 2023-07-08 | -1.34 | 55 |
| 2022-08-06 | 2022-08-10 | -0.81 | 4 |
| 2023-10-16 | 2023-10-17 | -0.30 | 0 |
| 2022-03-24 | 2022-03-24 | -0.18 | 0 |
| Metric | 12265308:solusd:triple_med_gx:lsma35_30 | 12265308:SOLUSD |
|---|---|---|
| Best Day | 7.08% | 30.09% |
| Worst Day | -5.36% | -26.94% |
| Best Week | 10.82% | 43.67% |
| Worst Week | -5.53% | -51.66% |
| Best Month | 10.82% | 140.02% |
| Worst Month | -6.36% | -56.44% |
| Best Year | 49.29% | 921.46% |
| Worst Year | -5.68% | -89.03% |
| Avg. Up Day | 1.66% | 1.75% |
| Avg. Down Day | -0.79% | -1.39% |
| Avg. Up Week | 3.03% | 15.92% |
| Avg. Down Week | -1.83% | -6.9% |
| Avg. Up Month | 4.56% | 39.24% |
| Avg. Down Month | -4.04% | -11.2% |
| Win Days % | 34.43% | 50.17% |
| Win Month % | 61.11% | 52.38% |
| Win Week % | 52.86% | 47.22% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |