| Metric | 12284920:solusd:triple_med_gx:lsma70_95 | 12284920:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 243.26% | 66.41% |
| Max Drawdown | -17.61% | -93.44% |
| Sharpe | 0.7 | 0.33 |
| Sortino | 1.48 | 0.48 |
| Payoff Ratio | 1.52 | 1.38 |
| Profit Factor | 1.58 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.14 | 0.73 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 64.06 | 2.77 |
| Outlier Loss Ratio | 3.93 | 2.4 |
| Volatility (ann.) | 14.3% | 50.5% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.46 | 0.17 |
| Skew | 15.82 | 0.47 |
| Kurtosis | 579.65 | 11.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.98% | 1.22% |
| Expected Yearly % | 36.11% | 13.58% |
| Kelly Criterion | 12.71% | 13.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.3% |
| Expected Shortfall (cVaR) | -1.2% | -4.3% |
| Year | 12284920:SOLUSD | 12284920:solusd:triple_med_gx:lsma70_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | -10.08 | 0.11 | + |
| 2023 | 921.46 | 103.36 | 0.11 | - |
| 2024 | 85.41 | 65.33 | 0.76 | - |
| 2025 | -8.87 | 13.53 | -1.53 | + |
| Metric | 12284920:solusd:triple_med_gx:lsma70_95 | 12284920:SOLUSD |
|---|---|---|
| MTD | -4.65% | 11.11% |
| 3M | 2.23% | 36.47% |
| 6M | 13.53% | -8.22% |
| YTD | 13.53% | -8.87% |
| 1Y | 17.95% | 7.09% |
| 3Y (ann.) | 51.43% | 63.14% |
| 5Y (ann.) | 43.27% | 16.01% |
| Metric | 12284920:solusd:triple_med_gx:lsma70_95 | 12284920:SOLUSD |
|---|---|---|
| Max Drawdown | -17.61% | -93.44% |
| Longest DD Days | 202.0 | 703.0 |
| Avg. Drawdown | -4.01% | -13.63% |
| Avg. Drawdown Days | 29.0 | 51.0 |
| Recovery Factor | 13.81 | 0.71 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-01-14 | -17.61 | 202 |
| 2023-08-30 | 2023-11-06 | -12.86 | 68 |
| 2023-03-23 | 2023-07-13 | -11.27 | 111 |
| 2024-04-25 | 2024-05-16 | -8.66 | 20 |
| 2022-03-09 | 2022-05-22 | -8.65 | 74 |
| 2024-11-22 | 2025-03-14 | -7.15 | 112 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2023-11-08 | 2023-11-10 | -5.69 | 1 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2025-04-20 | 2025-06-29 | -5.05 | 70 |
| Metric | 12284920:solusd:triple_med_gx:lsma70_95 | 12284920:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -6.26% | -26.94% |
| Best Week | 31.28% | 43.67% |
| Worst Week | -9.92% | -51.66% |
| Best Month | 49.8% | 140.02% |
| Worst Month | -7.99% | -56.44% |
| Best Year | 103.36% | 921.46% |
| Worst Year | -10.08% | -90.36% |
| Avg. Up Day | 1.87% | 1.9% |
| Avg. Down Day | -1.22% | -1.38% |
| Avg. Up Week | 8.46% | 16.52% |
| Avg. Down Week | -3.06% | -7.41% |
| Avg. Up Month | 12.17% | 38.91% |
| Avg. Down Month | -3.68% | -23.38% |
| Win Days % | 47.28% | 50.1% |
| Win Month % | 54.29% | 50.0% |
| Win Week % | 56.14% | 46.99% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |