| Metric | 12301047:solusd:triple_med_gx:lsma145_135 | 12301047:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 117.42% | 93.15% |
| Max Drawdown | -14.68% | -93.44% |
| Sharpe | 0.61 | 0.35 |
| Sortino | 1.39 | 0.51 |
| Payoff Ratio | 1.98 | 1.57 |
| Profit Factor | 1.79 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.57 | 0.83 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 111.71 | 2.44 |
| Outlier Loss Ratio | 3.37 | 2.04 |
| Volatility (ann.) | 10.12% | 50.47% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.75 | 0.23 |
| Skew | 13.23 | 0.48 |
| Kurtosis | 337.5 | 11.33 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.87% | 1.58% |
| Expected Yearly % | 21.43% | 17.89% |
| Kelly Criterion | 15.98% | 18.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -4.3% |
| Expected Shortfall (cVaR) | -0.85% | -4.3% |
| Year | 12301047:SOLUSD | 12301047:solusd:triple_med_gx:lsma145_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 24.08 | -0.27 | + |
| 2023 | 921.46 | 25.26 | 0.03 | - |
| 2024 | 85.41 | 15.82 | 0.19 | - |
| 2025 | -8.87 | 20.78 | -2.34 | + |
| Metric | 12301047:solusd:triple_med_gx:lsma145_135 | 12301047:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.26% | 36.47% |
| 6M | 20.78% | -8.22% |
| YTD | 20.78% | -8.87% |
| 1Y | 32.83% | 7.09% |
| 3Y (ann.) | 15.56% | 63.14% |
| 5Y (ann.) | 25.71% | 21.4% |
| Metric | 12301047:solusd:triple_med_gx:lsma145_135 | 12301047:SOLUSD |
|---|---|---|
| Max Drawdown | -14.68% | -93.44% |
| Longest DD Days | 512.0 | 703.0 |
| Avg. Drawdown | -3.24% | -12.45% |
| Avg. Drawdown Days | 58.0 | 44.0 |
| Recovery Factor | 8.0 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-24 | 2023-12-19 | -14.68 | 512 |
| 2024-04-19 | 2024-11-06 | -10.71 | 200 |
| 2022-06-17 | 2022-06-18 | -6.46 | 1 |
| 2023-12-19 | 2023-12-20 | -5.31 | 1 |
| 2024-12-21 | 2025-04-09 | -3.51 | 109 |
| 2024-02-13 | 2024-02-14 | -3.42 | 1 |
| 2025-05-15 | 2025-06-23 | -2.64 | 39 |
| 2024-04-19 | 2024-04-19 | -2.12 | 0 |
| 2022-03-08 | 2022-03-09 | -2.08 | 0 |
| 2024-11-26 | 2024-12-21 | -1.20 | 24 |
| Metric | 12301047:solusd:triple_med_gx:lsma145_135 | 12301047:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 30.09% |
| Worst Day | -5.91% | -26.94% |
| Best Week | 16.22% | 43.67% |
| Worst Week | -12.99% | -51.66% |
| Best Month | 16.22% | 140.02% |
| Worst Month | -12.99% | -56.44% |
| Best Year | 25.26% | 921.46% |
| Worst Year | 15.82% | -88.81% |
| Avg. Up Day | 2.38% | 2.42% |
| Avg. Down Day | -1.21% | -1.55% |
| Avg. Up Week | 6.6% | 17.92% |
| Avg. Down Week | -1.53% | -6.8% |
| Avg. Up Month | 8.6% | 41.43% |
| Avg. Down Month | -2.79% | -17.84% |
| Win Days % | 44.2% | 50.16% |
| Win Month % | 57.69% | 52.38% |
| Win Week % | 58.33% | 47.51% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 100.0% | 50.0% |