| Metric | 12301049:solusd:triple_med_gx:lsma150_135 | 12301049:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 71.2% | 93.15% |
| Max Drawdown | -17.61% | -93.44% |
| Sharpe | 0.4 | 0.35 |
| Sortino | 0.77 | 0.51 |
| Payoff Ratio | 1.65 | 1.44 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.94 | 0.76 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 95.18 | 2.6 |
| Outlier Loss Ratio | 3.38 | 2.29 |
| Volatility (ann.) | 11.54% | 50.47% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.97 | 0.23 |
| Skew | 9.47 | 0.48 |
| Kurtosis | 234.12 | 11.33 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.29% | 1.58% |
| Expected Yearly % | 14.39% | 17.89% |
| Kelly Criterion | 6.43% | 15.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.3% |
| Expected Shortfall (cVaR) | -0.98% | -4.3% |
| Year | 12301049:SOLUSD | 12301049:solusd:triple_med_gx:lsma150_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 23.56 | -0.27 | + |
| 2023 | 921.46 | 15.48 | 0.02 | - |
| 2024 | 85.41 | 8.65 | 0.10 | - |
| 2025 | -8.87 | 10.43 | -1.18 | + |
| Metric | 12301049:solusd:triple_med_gx:lsma150_135 | 12301049:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.77% | 36.47% |
| 6M | 10.43% | -8.22% |
| YTD | 10.43% | -8.87% |
| 1Y | 16.57% | 7.09% |
| 3Y (ann.) | 7.39% | 63.14% |
| 5Y (ann.) | 17.16% | 21.4% |
| Metric | 12301049:solusd:triple_med_gx:lsma150_135 | 12301049:SOLUSD |
|---|---|---|
| Max Drawdown | -17.61% | -93.44% |
| Longest DD Days | 303.0 | 703.0 |
| Avg. Drawdown | -5.32% | -12.45% |
| Avg. Drawdown Days | 56.0 | 44.0 |
| Recovery Factor | 4.04 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-20 | 2023-12-20 | -17.61 | 303 |
| 2024-04-21 | 2024-11-06 | -15.69 | 199 |
| 2022-06-19 | 2023-02-20 | -14.56 | 245 |
| 2025-04-09 | 2025-07-17 | -10.03 | 98 |
| 2024-12-21 | 2025-04-09 | -9.70 | 109 |
| 2022-06-19 | 2022-06-19 | -8.56 | 0 |
| 2022-06-17 | 2022-06-18 | -6.46 | 1 |
| 2022-04-02 | 2022-04-03 | -3.80 | 0 |
| 2024-02-13 | 2024-02-14 | -3.42 | 1 |
| 2024-04-19 | 2024-04-20 | -3.40 | 0 |
| Metric | 12301049:solusd:triple_med_gx:lsma150_135 | 12301049:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 17.31% | 43.67% |
| Worst Week | -10.06% | -51.66% |
| Best Month | 17.31% | 140.02% |
| Worst Month | -10.06% | -56.44% |
| Best Year | 23.56% | 921.46% |
| Worst Year | 8.65% | -88.81% |
| Avg. Up Day | 2.23% | 2.25% |
| Avg. Down Day | -1.35% | -1.56% |
| Avg. Up Week | 6.48% | 17.29% |
| Avg. Down Week | -2.32% | -6.74% |
| Avg. Up Month | 6.83% | 36.72% |
| Avg. Down Month | -4.33% | -16.27% |
| Win Days % | 41.73% | 50.16% |
| Win Month % | 55.56% | 52.38% |
| Win Week % | 48.72% | 47.51% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 100.0% | 50.0% |