| Metric | 12274406:solusd:triple_med_gx:lsma75_65 | 12274406:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 100.21% | 81.61% |
| Max Drawdown | -25.57% | -93.44% |
| Sharpe | 0.5 | 0.34 |
| Sortino | 0.83 | 0.5 |
| Payoff Ratio | 1.48 | 1.2 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 76.67 | 2.72 |
| Outlier Loss Ratio | 4.16 | 2.31 |
| Volatility (ann.) | 11.15% | 50.53% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.86 | 0.2 |
| Skew | 3.38 | 0.47 |
| Kurtosis | 106.59 | 11.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.63% | 1.4% |
| Expected Yearly % | 18.95% | 16.09% |
| Kelly Criterion | 4.29% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -4.3% |
| Expected Shortfall (cVaR) | -0.94% | -4.3% |
| Year | 12274406:SOLUSD | 12274406:solusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.48 | -7.75 | 0.09 | + |
| 2023 | 921.46 | 66.91 | 0.07 | - |
| 2024 | 85.41 | 46.96 | 0.55 | - |
| 2025 | -8.87 | -11.53 | 1.30 | - |
| Metric | 12274406:solusd:triple_med_gx:lsma75_65 | 12274406:SOLUSD |
|---|---|---|
| MTD | 2.98% | 11.11% |
| 3M | 2.08% | 36.47% |
| 6M | -10.63% | -8.22% |
| YTD | -11.53% | -8.87% |
| 1Y | -18.4% | 7.09% |
| 3Y (ann.) | 28.01% | 63.14% |
| 5Y (ann.) | 22.12% | 18.74% |
| Metric | 12274406:solusd:triple_med_gx:lsma75_65 | 12274406:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -93.44% |
| Longest DD Days | 575.0 | 703.0 |
| Avg. Drawdown | -3.32% | -14.17% |
| Avg. Drawdown Days | 34.0 | 50.0 |
| Recovery Factor | 3.92 | 0.87 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-07-17 | -25.57 | 225 |
| 2022-02-21 | 2023-09-19 | -12.67 | 575 |
| 2024-06-10 | 2024-07-06 | -9.96 | 25 |
| 2024-01-11 | 2024-01-26 | -7.98 | 14 |
| 2024-07-24 | 2024-10-20 | -6.61 | 88 |
| 2022-02-19 | 2022-02-21 | -6.23 | 2 |
| 2024-03-18 | 2024-03-25 | -6.13 | 7 |
| 2024-10-21 | 2024-11-11 | -4.90 | 21 |
| 2023-12-03 | 2024-01-01 | -4.89 | 29 |
| 2023-11-11 | 2023-11-11 | -3.68 | 0 |
| Metric | 12274406:solusd:triple_med_gx:lsma75_65 | 12274406:SOLUSD |
|---|---|---|
| Best Day | 12.33% | 30.09% |
| Worst Day | -8.88% | -26.94% |
| Best Week | 11.69% | 43.67% |
| Worst Week | -9.75% | -51.66% |
| Best Month | 23.99% | 140.02% |
| Worst Month | -11.27% | -56.44% |
| Best Year | 66.91% | 921.46% |
| Worst Year | -11.53% | -89.48% |
| Avg. Up Day | 1.73% | 1.77% |
| Avg. Down Day | -1.17% | -1.48% |
| Avg. Up Week | 4.32% | 11.79% |
| Avg. Down Week | -3.2% | -8.22% |
| Avg. Up Month | 6.84% | 41.6% |
| Avg. Down Month | -4.73% | -20.73% |
| Win Days % | 42.86% | 50.11% |
| Win Month % | 56.41% | 53.49% |
| Win Week % | 54.76% | 47.03% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |