| Metric | 12269926:solusd:triple_med_gx:lsma70_50 | 12269926:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 18.64% | 94.0% |
| Max Drawdown | -40.79% | -93.44% |
| Sharpe | 0.16 | 0.35 |
| Sortino | 0.24 | 0.51 |
| Payoff Ratio | 1.29 | 1.08 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 65.86 | 2.71 |
| Outlier Loss Ratio | 3.62 | 2.53 |
| Volatility (ann.) | 13.13% | 50.5% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.12 | 0.23 |
| Skew | 2.34 | 0.47 |
| Kurtosis | 79.14 | 11.08 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.4% | 1.55% |
| Expected Yearly % | 4.37% | 18.02% |
| Kelly Criterion | -2.96% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -4.3% |
| Expected Shortfall (cVaR) | -1.12% | -4.3% |
| Year | 12269926:SOLUSD | 12269926:solusd:triple_med_gx:lsma70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | 6.25 | -0.07 | + |
| 2023 | 921.46 | 36.30 | 0.04 | - |
| 2024 | 85.41 | -2.00 | -0.02 | - |
| 2025 | -8.87 | -16.40 | 1.85 | - |
| Metric | 12269926:solusd:triple_med_gx:lsma70_50 | 12269926:SOLUSD |
|---|---|---|
| MTD | -1.26% | 11.11% |
| 3M | -9.05% | 36.47% |
| 6M | -11.96% | -8.22% |
| YTD | -16.4% | -8.87% |
| 1Y | -35.29% | 7.09% |
| 3Y (ann.) | 10.3% | 63.14% |
| 5Y (ann.) | 5.06% | 21.07% |
| Metric | 12269926:solusd:triple_med_gx:lsma70_50 | 12269926:SOLUSD |
|---|---|---|
| Max Drawdown | -40.79% | -93.44% |
| Longest DD Days | 413.0 | 703.0 |
| Avg. Drawdown | -8.19% | -13.56% |
| Avg. Drawdown Days | 80.0 | 48.0 |
| Recovery Factor | 0.46 | 1.01 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-29 | 2025-07-17 | -40.79 | 413 |
| 2023-11-11 | 2024-05-15 | -22.80 | 186 |
| 2022-03-17 | 2022-12-14 | -19.32 | 271 |
| 2023-01-15 | 2023-06-29 | -15.43 | 165 |
| 2023-08-02 | 2023-10-01 | -5.88 | 60 |
| 2022-12-29 | 2023-01-14 | -3.98 | 16 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2023-06-29 | 2023-07-14 | -2.27 | 14 |
| 2023-10-21 | 2023-10-21 | -0.44 | 0 |
| 2022-03-16 | 2022-03-17 | -0.34 | 0 |
| Metric | 12269926:solusd:triple_med_gx:lsma70_50 | 12269926:SOLUSD |
|---|---|---|
| Best Day | 12.53% | 30.09% |
| Worst Day | -8.88% | -26.94% |
| Best Week | 19.16% | 43.67% |
| Worst Week | -15.16% | -51.66% |
| Best Month | 27.28% | 140.02% |
| Worst Month | -23.21% | -56.44% |
| Best Year | 36.3% | 921.46% |
| Worst Year | -16.4% | -88.76% |
| Avg. Up Day | 1.83% | 1.87% |
| Avg. Down Day | -1.42% | -1.73% |
| Avg. Up Week | 5.47% | 12.47% |
| Avg. Down Week | -4.4% | -7.58% |
| Avg. Up Month | 9.6% | 32.14% |
| Avg. Down Month | -7.33% | -26.9% |
| Win Days % | 42.03% | 50.11% |
| Win Month % | 55.0% | 53.49% |
| Win Week % | 50.0% | 47.57% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |