| Metric | 12276396:solusd:triple_med_gx:lsma75_70 | 12276396:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 37.77% | 78.47% |
| Max Drawdown | -17.61% | -93.44% |
| Sharpe | 0.4 | 0.34 |
| Sortino | 0.65 | 0.5 |
| Payoff Ratio | 1.28 | 1.07 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.82 | 0.56 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 179.45 | 2.32 |
| Outlier Loss Ratio | 3.78 | 1.95 |
| Volatility (ann.) | 6.28% | 50.5% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.56 | 0.2 |
| Skew | 2.93 | 0.48 |
| Kurtosis | 168.64 | 11.22 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.77% | 1.39% |
| Expected Yearly % | 8.34% | 15.58% |
| Kelly Criterion | 1.99% | 3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -4.3% |
| Expected Shortfall (cVaR) | -0.53% | -4.3% |
| Year | 12276396:SOLUSD | 12276396:solusd:triple_med_gx:lsma75_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | 6.65 | -0.07 | + |
| 2023 | 921.46 | 19.27 | 0.02 | - |
| 2024 | 85.41 | 5.39 | 0.06 | - |
| 2025 | -8.87 | 2.77 | -0.31 | + |
| Metric | 12276396:solusd:triple_med_gx:lsma75_70 | 12276396:SOLUSD |
|---|---|---|
| MTD | 1.14% | 11.11% |
| 3M | 2.77% | 36.47% |
| 6M | 2.77% | -8.22% |
| YTD | 2.77% | -8.87% |
| 1Y | 9.71% | 7.09% |
| 3Y (ann.) | 11.48% | 63.14% |
| 5Y (ann.) | 9.82% | 18.46% |
| Metric | 12276396:solusd:triple_med_gx:lsma75_70 | 12276396:SOLUSD |
|---|---|---|
| Max Drawdown | -17.61% | -93.44% |
| Longest DD Days | 467.0 | 703.0 |
| Avg. Drawdown | -3.37% | -13.13% |
| Avg. Drawdown Days | 58.0 | 49.0 |
| Recovery Factor | 2.14 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-28 | -17.61 | 467 |
| 2022-09-06 | 2022-10-17 | -8.99 | 41 |
| 2025-06-30 | 2025-07-17 | -6.15 | 16 |
| 2023-02-12 | 2023-05-13 | -5.21 | 89 |
| 2023-01-17 | 2023-02-12 | -4.25 | 26 |
| 2023-09-05 | 2023-11-10 | -2.41 | 66 |
| 2024-02-10 | 2024-03-17 | -2.26 | 36 |
| 2023-05-13 | 2023-05-15 | -1.54 | 1 |
| 2022-05-01 | 2022-08-19 | -0.76 | 110 |
| 2022-09-02 | 2022-09-06 | -0.34 | 3 |
| Metric | 12276396:solusd:triple_med_gx:lsma75_70 | 12276396:SOLUSD |
|---|---|---|
| Best Day | 7.54% | 30.09% |
| Worst Day | -5.47% | -26.94% |
| Best Week | 11.49% | 43.67% |
| Worst Week | -9.57% | -51.66% |
| Best Month | 12.34% | 140.02% |
| Worst Month | -5.63% | -56.44% |
| Best Year | 19.27% | 921.46% |
| Worst Year | 2.77% | -89.66% |
| Avg. Up Day | 1.57% | 1.64% |
| Avg. Down Day | -1.23% | -1.54% |
| Avg. Up Week | 4.34% | 13.22% |
| Avg. Down Week | -3.17% | -8.62% |
| Avg. Up Month | 5.23% | 28.29% |
| Avg. Down Month | -2.82% | -22.02% |
| Win Days % | 45.06% | 50.11% |
| Win Month % | 58.33% | 52.38% |
| Win Week % | 58.97% | 47.25% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 100.0% | 50.0% |