| Metric | 12297067:solusd:triple_med_gx:lsma150_125 | 12297067:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 114.43% | 78.69% |
| Max Drawdown | -32.48% | -93.44% |
| Sharpe | 0.5 | 0.34 |
| Sortino | 0.88 | 0.5 |
| Payoff Ratio | 1.32 | 1.19 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 68.47 | 2.79 |
| Outlier Loss Ratio | 3.19 | 2.47 |
| Volatility (ann.) | 12.99% | 50.42% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.78 | 0.2 |
| Skew | 5.42 | 0.49 |
| Kurtosis | 117.12 | 11.43 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.83% | 1.39% |
| Expected Yearly % | 21.01% | 15.62% |
| Kelly Criterion | 9.98% | 8.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -4.29% |
| Expected Shortfall (cVaR) | -1.1% | -4.29% |
| Year | 12297067:SOLUSD | 12297067:solusd:triple_med_gx:lsma150_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 51.11 | -0.57 | + |
| 2023 | 921.46 | -12.65 | -0.01 | - |
| 2024 | 85.41 | 43.30 | 0.51 | - |
| 2025 | -8.87 | 13.36 | -1.51 | + |
| Metric | 12297067:solusd:triple_med_gx:lsma150_125 | 12297067:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 10.96% | 36.47% |
| 6M | 13.36% | -8.22% |
| YTD | 13.36% | -8.87% |
| 1Y | 39.48% | 7.09% |
| 3Y (ann.) | 20.51% | 63.14% |
| 5Y (ann.) | 25.31% | 18.73% |
| Metric | 12297067:solusd:triple_med_gx:lsma150_125 | 12297067:SOLUSD |
|---|---|---|
| Max Drawdown | -32.48% | -93.44% |
| Longest DD Days | 426.0 | 703.0 |
| Avg. Drawdown | -4.6% | -13.19% |
| Avg. Drawdown Days | 36.0 | 49.0 |
| Recovery Factor | 3.52 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-21 | 2024-04-22 | -32.48 | 426 |
| 2022-05-10 | 2022-06-19 | -14.20 | 40 |
| 2024-12-21 | 2025-04-12 | -9.39 | 111 |
| 2022-03-06 | 2022-03-30 | -8.70 | 24 |
| 2024-10-07 | 2024-11-05 | -8.38 | 28 |
| 2022-06-20 | 2022-07-27 | -7.46 | 37 |
| 2022-08-31 | 2022-10-29 | -7.03 | 58 |
| 2022-03-31 | 2022-04-01 | -5.19 | 1 |
| 2025-06-25 | 2025-07-17 | -4.91 | 21 |
| 2025-05-15 | 2025-06-22 | -4.24 | 38 |
| Metric | 12297067:solusd:triple_med_gx:lsma150_125 | 12297067:SOLUSD |
|---|---|---|
| Best Day | 14.09% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 19.65% | 43.67% |
| Worst Week | -8.93% | -51.66% |
| Best Month | 18.74% | 140.02% |
| Worst Month | -11.8% | -56.44% |
| Best Year | 51.11% | 921.46% |
| Worst Year | -12.65% | -89.65% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.43% | -1.6% |
| Avg. Up Week | 6.08% | 12.79% |
| Avg. Down Week | -5.42% | -7.47% |
| Avg. Up Month | 7.2% | 31.89% |
| Avg. Down Month | -3.78% | -17.11% |
| Win Days % | 48.81% | 50.16% |
| Win Month % | 64.0% | 52.38% |
| Win Week % | 65.0% | 47.22% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 75.0% | 50.0% |