| Metric | 12219233:solusd:triple_med_gx:lsma50_30 | 12219233:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 164.18% | 66.41% |
| Max Drawdown | -16.73% | -93.44% |
| Sharpe | 0.64 | 0.33 |
| Sortino | 1.1 | 0.48 |
| Payoff Ratio | 1.41 | 1.35 |
| Profit Factor | 1.55 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.03 | 0.71 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 79.96 | 2.74 |
| Outlier Loss Ratio | 2.95 | 2.28 |
| Volatility (ann.) | 12.19% | 50.5% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.96 | 0.17 |
| Skew | 3.89 | 0.47 |
| Kurtosis | 109.89 | 11.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.34% | 1.22% |
| Expected Yearly % | 27.49% | 13.58% |
| Kelly Criterion | 9.19% | 13.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -4.3% |
| Expected Shortfall (cVaR) | -1.03% | -4.3% |
| Year | 12219233:SOLUSD | 12219233:solusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 43.33 | -0.48 | + |
| 2023 | 921.46 | 57.76 | 0.06 | - |
| 2024 | 85.41 | 31.43 | 0.37 | - |
| 2025 | -8.87 | -11.10 | 1.25 | - |
| Metric | 12219233:solusd:triple_med_gx:lsma50_30 | 12219233:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -10.71% | 36.47% |
| 6M | -11.1% | -8.22% |
| YTD | -11.1% | -8.87% |
| 1Y | -4.44% | 7.09% |
| 3Y (ann.) | 21.0% | 63.14% |
| 5Y (ann.) | 32.74% | 16.01% |
| Metric | 12219233:solusd:triple_med_gx:lsma50_30 | 12219233:SOLUSD |
|---|---|---|
| Max Drawdown | -16.73% | -93.44% |
| Longest DD Days | 216.0 | 703.0 |
| Avg. Drawdown | -3.77% | -13.63% |
| Avg. Drawdown Days | 26.0 | 51.0 |
| Recovery Factor | 9.81 | 0.71 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-02 | 2025-07-17 | -16.73 | 136 |
| 2022-08-13 | 2023-03-18 | -14.82 | 216 |
| 2022-05-20 | 2022-06-19 | -10.56 | 30 |
| 2022-07-30 | 2022-08-13 | -9.25 | 13 |
| 2023-04-30 | 2023-09-11 | -7.52 | 133 |
| 2022-02-26 | 2022-02-28 | -6.50 | 2 |
| 2024-11-08 | 2025-01-17 | -5.62 | 69 |
| 2022-06-20 | 2022-06-20 | -5.36 | 0 |
| 2022-06-20 | 2022-06-21 | -5.35 | 0 |
| 2024-03-01 | 2024-05-03 | -4.70 | 63 |
| Metric | 12219233:solusd:triple_med_gx:lsma50_30 | 12219233:SOLUSD |
|---|---|---|
| Best Day | 12.22% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 20.76% | 43.67% |
| Worst Week | -10.22% | -51.66% |
| Best Month | 17.22% | 140.02% |
| Worst Month | -13.38% | -56.44% |
| Best Year | 57.76% | 921.46% |
| Worst Year | -11.1% | -90.36% |
| Avg. Up Day | 2.37% | 2.42% |
| Avg. Down Day | -1.68% | -1.79% |
| Avg. Up Week | 5.64% | 16.63% |
| Avg. Down Week | -2.63% | -5.77% |
| Avg. Up Month | 5.99% | 41.65% |
| Avg. Down Month | -5.5% | -17.41% |
| Win Days % | 46.86% | 50.1% |
| Win Month % | 71.43% | 50.0% |
| Win Week % | 64.0% | 46.99% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 50.0% |