| Metric | 12239731:solusd:triple_med_gx:lsma60_95 | 12239731:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 141.73% | 88.11% |
| Max Drawdown | -22.58% | -93.44% |
| Sharpe | 0.53 | 0.34 |
| Sortino | 0.93 | 0.51 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.42 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.9 | 0.57 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 71.71 | 2.84 |
| Outlier Loss Ratio | 2.84 | 2.41 |
| Volatility (ann.) | 14.12% | 50.44% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.32 | 0.22 |
| Skew | 6.6 | 0.49 |
| Kurtosis | 217.69 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.12% | 1.52% |
| Expected Yearly % | 24.69% | 17.11% |
| Kelly Criterion | 11.19% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.3% |
| Expected Shortfall (cVaR) | -1.19% | -4.3% |
| Year | 12239731:SOLUSD | 12239731:solusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 14.79 | -0.17 | + |
| 2023 | 921.46 | 29.67 | 0.03 | - |
| 2024 | 85.41 | 51.05 | 0.60 | - |
| 2025 | -8.87 | 7.52 | -0.85 | + |
| Metric | 12239731:solusd:triple_med_gx:lsma60_95 | 12239731:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.39% | 36.47% |
| 6M | 7.52% | -8.22% |
| YTD | 7.52% | -8.87% |
| 1Y | 17.66% | 7.09% |
| 3Y (ann.) | 33.36% | 63.14% |
| 5Y (ann.) | 29.75% | 20.49% |
| Metric | 12239731:solusd:triple_med_gx:lsma60_95 | 12239731:SOLUSD |
|---|---|---|
| Max Drawdown | -22.58% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -3.82% | -12.93% |
| Avg. Drawdown Days | 29.0 | 47.0 |
| Recovery Factor | 6.28 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-06 | -22.58 | 219 |
| 2024-11-30 | 2025-04-11 | -15.22 | 132 |
| 2022-04-14 | 2022-11-10 | -13.80 | 210 |
| 2024-01-06 | 2024-01-09 | -10.68 | 3 |
| 2023-11-25 | 2023-12-21 | -8.83 | 25 |
| 2023-04-26 | 2023-04-28 | -6.26 | 1 |
| 2025-05-23 | 2025-07-17 | -5.98 | 54 |
| 2023-06-11 | 2023-10-16 | -5.64 | 127 |
| 2022-04-12 | 2022-04-14 | -4.21 | 1 |
| 2024-02-27 | 2024-02-28 | -3.88 | 1 |
| Metric | 12239731:solusd:triple_med_gx:lsma60_95 | 12239731:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.78% | 43.67% |
| Worst Week | -8.13% | -51.66% |
| Best Month | 22.92% | 140.02% |
| Worst Month | -10.46% | -56.44% |
| Best Year | 51.05% | 921.46% |
| Worst Year | 7.52% | -89.1% |
| Avg. Up Day | 2.04% | 2.06% |
| Avg. Down Day | -1.64% | -1.9% |
| Avg. Up Week | 8.95% | 13.71% |
| Avg. Down Week | -2.8% | -8.22% |
| Avg. Up Month | 12.02% | 37.35% |
| Avg. Down Month | -4.48% | -25.78% |
| Win Days % | 50.76% | 50.14% |
| Win Month % | 57.69% | 52.38% |
| Win Week % | 54.55% | 47.22% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |