| Metric | 12273153:solusd:triple_med_gx:lsma70_60 | 12273153:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 129.67% | 66.41% |
| Max Drawdown | -14.92% | -93.44% |
| Sharpe | 0.76 | 0.33 |
| Sortino | 1.57 | 0.48 |
| Payoff Ratio | 1.58 | 1.09 |
| Profit Factor | 1.92 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.43 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 118.97 | 2.48 |
| Outlier Loss Ratio | 3.84 | 1.96 |
| Volatility (ann.) | 8.43% | 50.5% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.84 | 0.17 |
| Skew | 9.57 | 0.47 |
| Kurtosis | 255.16 | 11.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.0% | 1.22% |
| Expected Yearly % | 23.11% | 13.58% |
| Kelly Criterion | 13.94% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -4.3% |
| Expected Shortfall (cVaR) | -0.71% | -4.3% |
| Year | 12273153:SOLUSD | 12273153:solusd:triple_med_gx:lsma70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 3.81 | -0.04 | + |
| 2023 | 921.46 | 84.98 | 0.09 | - |
| 2024 | 85.41 | 19.23 | 0.23 | - |
| 2025 | -8.87 | 0.31 | -0.04 | + |
| Metric | 12273153:solusd:triple_med_gx:lsma70_60 | 12273153:SOLUSD |
|---|---|---|
| MTD | -0.12% | 11.11% |
| 3M | 3.55% | 36.47% |
| 6M | 1.43% | -8.22% |
| YTD | 0.31% | -8.87% |
| 1Y | -0.59% | 7.09% |
| 3Y (ann.) | 26.47% | 63.14% |
| 5Y (ann.) | 27.43% | 16.01% |
| Metric | 12273153:solusd:triple_med_gx:lsma70_60 | 12273153:SOLUSD |
|---|---|---|
| Max Drawdown | -14.92% | -93.44% |
| Longest DD Days | 424.0 | 703.0 |
| Avg. Drawdown | -2.69% | -13.63% |
| Avg. Drawdown Days | 44.0 | 51.0 |
| Recovery Factor | 8.69 | 0.71 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-03 | 2023-01-20 | -14.92 | 170 |
| 2024-05-18 | 2025-07-17 | -11.28 | 424 |
| 2023-04-08 | 2023-09-02 | -7.69 | 147 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2023-11-17 | 2023-11-19 | -4.10 | 1 |
| 2023-01-21 | 2023-03-10 | -3.39 | 48 |
| 2024-03-23 | 2024-05-18 | -1.90 | 55 |
| 2022-07-15 | 2022-07-16 | -1.83 | 0 |
| 2024-03-23 | 2024-03-23 | -1.49 | 0 |
| 2023-09-03 | 2023-10-20 | -1.12 | 46 |
| Metric | 12273153:solusd:triple_med_gx:lsma70_60 | 12273153:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -5.89% | -26.94% |
| Best Week | 24.06% | 43.67% |
| Worst Week | -10.49% | -51.66% |
| Best Month | 20.07% | 140.02% |
| Worst Month | -11.24% | -56.44% |
| Best Year | 84.98% | 921.46% |
| Worst Year | 0.31% | -90.36% |
| Avg. Up Day | 1.9% | 1.96% |
| Avg. Down Day | -1.2% | -1.8% |
| Avg. Up Week | 5.29% | 15.58% |
| Avg. Down Week | -2.18% | -7.91% |
| Avg. Up Month | 7.6% | 41.84% |
| Avg. Down Month | -2.34% | -17.37% |
| Win Days % | 47.32% | 50.1% |
| Win Month % | 56.25% | 50.0% |
| Win Week % | 57.69% | 46.99% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 50.0% |