| Metric | 12148247:solusd:triple_med_gx:lsma110_95 | 12148247:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 28.74% | 73.54% |
| Max Drawdown | -18.95% | -93.44% |
| Sharpe | 0.27 | 0.33 |
| Sortino | 0.4 | 0.49 |
| Payoff Ratio | 1.24 | 0.99 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.52 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 128.85 | 2.5 |
| Outlier Loss Ratio | 3.0 | 2.19 |
| Volatility (ann.) | 8.24% | 50.5% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.41 | 0.19 |
| Skew | 1.03 | 0.48 |
| Kurtosis | 108.38 | 11.25 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.6% | 1.32% |
| Expected Yearly % | 6.52% | 14.78% |
| Kelly Criterion | 2.15% | -0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -4.3% |
| Expected Shortfall (cVaR) | -0.7% | -4.3% |
| Year | 12148247:SOLUSD | 12148247:solusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 10.90 | -0.12 | + |
| 2023 | 921.46 | 25.33 | 0.03 | - |
| 2024 | 85.41 | -3.20 | -0.04 | - |
| 2025 | -8.87 | -4.31 | 0.49 | + |
| Metric | 12148247:solusd:triple_med_gx:lsma110_95 | 12148247:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.95% | 36.47% |
| 6M | -4.31% | -8.22% |
| YTD | -4.31% | -8.87% |
| 1Y | -2.79% | 7.09% |
| 3Y (ann.) | 6.94% | 63.14% |
| 5Y (ann.) | 7.69% | 17.54% |
| Metric | 12148247:solusd:triple_med_gx:lsma110_95 | 12148247:SOLUSD |
|---|---|---|
| Max Drawdown | -18.95% | -93.44% |
| Longest DD Days | 605.0 | 703.0 |
| Avg. Drawdown | -4.59% | -13.4% |
| Avg. Drawdown Days | 95.0 | 47.0 |
| Recovery Factor | 1.52 | 0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-20 | 2025-07-17 | -18.95 | 605 |
| 2022-03-28 | 2023-02-13 | -13.00 | 322 |
| 2023-02-16 | 2023-09-12 | -7.16 | 208 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2022-02-26 | 2022-02-27 | -3.22 | 0 |
| 2023-09-12 | 2023-09-13 | -3.17 | 1 |
| 2023-02-15 | 2023-02-15 | -1.19 | 0 |
| 2023-09-17 | 2023-09-18 | -1.18 | 1 |
| 2022-03-28 | 2022-03-28 | -1.00 | 0 |
| 2022-03-27 | 2022-03-28 | -0.18 | 0 |
| Metric | 12148247:solusd:triple_med_gx:lsma110_95 | 12148247:SOLUSD |
|---|---|---|
| Best Day | 7.44% | 30.09% |
| Worst Day | -6.71% | -26.94% |
| Best Week | 9.72% | 43.67% |
| Worst Week | -9.44% | -51.66% |
| Best Month | 12.73% | 140.02% |
| Worst Month | -6.81% | -56.44% |
| Best Year | 25.33% | 921.46% |
| Worst Year | -4.31% | -89.95% |
| Avg. Up Day | 1.82% | 1.84% |
| Avg. Down Day | -1.47% | -1.86% |
| Avg. Up Week | 4.17% | 10.08% |
| Avg. Down Week | -4.0% | -11.21% |
| Avg. Up Month | 5.0% | 11.69% |
| Avg. Down Month | -3.48% | -17.84% |
| Win Days % | 45.85% | 50.13% |
| Win Month % | 56.0% | 52.38% |
| Win Week % | 61.29% | 47.25% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 50.0% |