| Metric | 12273096:solusd:triple_med_gx:lsma75_60 | 12273096:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 159.72% | 54.22% |
| Max Drawdown | -18.41% | -93.44% |
| Sharpe | 0.73 | 0.31 |
| Sortino | 1.39 | 0.46 |
| Payoff Ratio | 1.62 | 1.23 |
| Profit Factor | 1.66 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.19 | 0.65 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 88.62 | 2.62 |
| Outlier Loss Ratio | 3.99 | 2.17 |
| Volatility (ann.) | 10.25% | 50.5% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.74 | 0.14 |
| Skew | 6.91 | 0.47 |
| Kurtosis | 154.82 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.3% | 1.04% |
| Expected Yearly % | 26.95% | 11.44% |
| Kelly Criterion | 10.38% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -4.3% |
| Expected Shortfall (cVaR) | -0.86% | -4.3% |
| Year | 12273096:SOLUSD | 12273096:solusd:triple_med_gx:lsma75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.06 | 15.56 | -0.17 | + |
| 2023 | 921.46 | 120.74 | 0.13 | - |
| 2024 | 85.41 | 1.31 | 0.02 | - |
| 2025 | -8.87 | 0.50 | -0.06 | + |
| Metric | 12273096:solusd:triple_med_gx:lsma75_60 | 12273096:SOLUSD |
|---|---|---|
| MTD | 0.39% | 11.11% |
| 3M | -1.65% | 36.47% |
| 6M | -0.95% | -8.22% |
| YTD | 0.5% | -8.87% |
| 1Y | -5.72% | 7.09% |
| 3Y (ann.) | 34.3% | 63.14% |
| 5Y (ann.) | 32.02% | 13.44% |
| Metric | 12273096:solusd:triple_med_gx:lsma75_60 | 12273096:SOLUSD |
|---|---|---|
| Max Drawdown | -18.41% | -93.44% |
| Longest DD Days | 485.0 | 703.0 |
| Avg. Drawdown | -2.52% | -14.87% |
| Avg. Drawdown Days | 31.0 | 56.0 |
| Recovery Factor | 8.68 | 0.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-07-17 | -18.41 | 485 |
| 2022-10-14 | 2023-01-20 | -9.69 | 98 |
| 2023-01-21 | 2023-03-10 | -6.18 | 48 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2023-07-03 | 2023-10-01 | -4.85 | 90 |
| 2023-05-30 | 2023-07-02 | -4.61 | 32 |
| 2022-08-17 | 2022-09-07 | -4.32 | 21 |
| 2022-09-11 | 2022-09-23 | -3.91 | 12 |
| 2023-11-11 | 2023-11-11 | -3.68 | 0 |
| 2023-04-08 | 2023-05-27 | -2.56 | 49 |
| Metric | 12273096:solusd:triple_med_gx:lsma75_60 | 12273096:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -5.89% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -8.05% | -51.66% |
| Best Month | 35.63% | 140.02% |
| Worst Month | -8.05% | -56.44% |
| Best Year | 120.74% | 921.46% |
| Worst Year | 0.5% | -91.06% |
| Avg. Up Day | 1.95% | 1.99% |
| Avg. Down Day | -1.2% | -1.62% |
| Avg. Up Week | 4.74% | 15.07% |
| Avg. Down Week | -2.28% | -8.2% |
| Avg. Up Month | 8.51% | 45.66% |
| Avg. Down Month | -2.0% | -18.29% |
| Win Days % | 44.63% | 50.08% |
| Win Month % | 58.82% | 50.0% |
| Win Week % | 62.9% | 46.99% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 50.0% |