| Metric | 12270139:solusd:triple_med_gx:lsma75_50 | 12270139:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 44.26% | 54.22% |
| Max Drawdown | -29.45% | -93.44% |
| Sharpe | 0.29 | 0.31 |
| Sortino | 0.46 | 0.46 |
| Payoff Ratio | 1.28 | 1.1 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 77.36 | 2.71 |
| Outlier Loss Ratio | 3.66 | 2.42 |
| Volatility (ann.) | 11.43% | 50.5% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.38 | 0.14 |
| Skew | 2.67 | 0.47 |
| Kurtosis | 71.9 | 11.18 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.88% | 1.04% |
| Expected Yearly % | 9.59% | 11.44% |
| Kelly Criterion | -0.94% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.3% |
| Expected Shortfall (cVaR) | -0.97% | -4.3% |
| Year | 12270139:SOLUSD | 12270139:solusd:triple_med_gx:lsma75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.06 | -7.35 | 0.08 | + |
| 2023 | 921.46 | 66.68 | 0.07 | - |
| 2024 | 85.41 | -1.77 | -0.02 | - |
| 2025 | -8.87 | -4.90 | 0.55 | + |
| Metric | 12270139:solusd:triple_med_gx:lsma75_50 | 12270139:SOLUSD |
|---|---|---|
| MTD | -2.02% | 11.11% |
| 3M | -0.18% | 36.47% |
| 6M | -3.41% | -8.22% |
| YTD | -4.9% | -8.87% |
| 1Y | -12.82% | 7.09% |
| 3Y (ann.) | 11.74% | 63.14% |
| 5Y (ann.) | 11.26% | 13.44% |
| Metric | 12270139:solusd:triple_med_gx:lsma75_50 | 12270139:SOLUSD |
|---|---|---|
| Max Drawdown | -29.45% | -93.44% |
| Longest DD Days | 485.0 | 703.0 |
| Avg. Drawdown | -5.4% | -14.87% |
| Avg. Drawdown Days | 77.0 | 56.0 |
| Recovery Factor | 1.5 | 0.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-07-17 | -29.45 | 485 |
| 2022-08-02 | 2023-10-20 | -19.10 | 443 |
| 2022-02-21 | 2022-07-14 | -6.77 | 143 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2024-01-11 | 2024-01-28 | -5.06 | 16 |
| 2023-11-11 | 2023-12-06 | -3.68 | 25 |
| 2023-12-06 | 2024-01-11 | -2.80 | 35 |
| 2023-11-07 | 2023-11-07 | -2.49 | 0 |
| 2024-01-28 | 2024-01-30 | -2.48 | 1 |
| 2023-11-08 | 2023-11-10 | -2.25 | 1 |
| Metric | 12270139:solusd:triple_med_gx:lsma75_50 | 12270139:SOLUSD |
|---|---|---|
| Best Day | 9.38% | 30.09% |
| Worst Day | -6.01% | -26.94% |
| Best Week | 31.59% | 43.67% |
| Worst Week | -7.71% | -51.66% |
| Best Month | 33.31% | 140.02% |
| Worst Month | -14.03% | -56.44% |
| Best Year | 66.68% | 921.46% |
| Worst Year | -7.35% | -91.06% |
| Avg. Up Day | 1.78% | 1.82% |
| Avg. Down Day | -1.39% | -1.66% |
| Avg. Up Week | 5.84% | 14.52% |
| Avg. Down Week | -3.11% | -8.42% |
| Avg. Up Month | 8.98% | 39.3% |
| Avg. Down Month | -4.52% | -18.73% |
| Win Days % | 43.26% | 50.08% |
| Win Month % | 45.45% | 50.0% |
| Win Week % | 49.18% | 46.99% |
| Win Quarter % | 35.71% | 60.0% |
| Win Year % | 25.0% | 50.0% |