| Metric | 12273247:solusd:triple_med_gx:lsma70_60 | 12273247:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 151.89% | 78.47% |
| Max Drawdown | -20.56% | -93.44% |
| Sharpe | 0.75 | 0.34 |
| Sortino | 1.45 | 0.5 |
| Payoff Ratio | 1.69 | 1.19 |
| Profit Factor | 1.83 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.42 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 104.73 | 2.59 |
| Outlier Loss Ratio | 4.05 | 2.04 |
| Volatility (ann.) | 9.59% | 50.5% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.51 | 0.2 |
| Skew | 7.57 | 0.48 |
| Kurtosis | 205.83 | 11.22 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.22% | 1.39% |
| Expected Yearly % | 25.98% | 15.58% |
| Kelly Criterion | 13.76% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -4.3% |
| Expected Shortfall (cVaR) | -0.81% | -4.3% |
| Year | 12273247:SOLUSD | 12273247:solusd:triple_med_gx:lsma70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | 3.02 | -0.03 | + |
| 2023 | 921.46 | 100.29 | 0.11 | - |
| 2024 | 85.41 | 2.86 | 0.03 | - |
| 2025 | -8.87 | 18.67 | -2.11 | + |
| Metric | 12273247:solusd:triple_med_gx:lsma70_60 | 12273247:SOLUSD |
|---|---|---|
| MTD | -0.12% | 11.11% |
| 3M | 16.39% | 36.47% |
| 6M | 18.67% | -8.22% |
| YTD | 18.67% | -8.87% |
| 1Y | 6.77% | 7.09% |
| 3Y (ann.) | 36.24% | 63.14% |
| 5Y (ann.) | 31.02% | 18.46% |
| Metric | 12273247:solusd:triple_med_gx:lsma70_60 | 12273247:SOLUSD |
|---|---|---|
| Max Drawdown | -20.56% | -93.44% |
| Longest DD Days | 424.0 | 703.0 |
| Avg. Drawdown | -2.65% | -13.13% |
| Avg. Drawdown Days | 40.0 | 49.0 |
| Recovery Factor | 7.39 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2025-07-17 | -20.56 | 424 |
| 2022-08-18 | 2023-01-20 | -13.46 | 155 |
| 2022-03-25 | 2022-07-18 | -7.44 | 114 |
| 2022-02-23 | 2022-03-24 | -4.97 | 29 |
| 2023-01-21 | 2023-03-10 | -3.39 | 48 |
| 2022-08-05 | 2022-08-18 | -3.10 | 12 |
| 2023-05-29 | 2023-10-01 | -2.66 | 125 |
| 2023-04-29 | 2023-05-12 | -1.95 | 13 |
| 2024-03-23 | 2024-05-18 | -1.90 | 55 |
| 2024-03-23 | 2024-03-23 | -1.49 | 0 |
| Metric | 12273247:solusd:triple_med_gx:lsma70_60 | 12273247:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -6.49% | -26.94% |
| Best Week | 17.41% | 43.67% |
| Worst Week | -10.49% | -51.66% |
| Best Month | 19.52% | 140.02% |
| Worst Month | -8.75% | -56.44% |
| Best Year | 100.29% | 921.46% |
| Worst Year | 2.86% | -89.66% |
| Avg. Up Day | 1.9% | 1.95% |
| Avg. Down Day | -1.12% | -1.64% |
| Avg. Up Week | 4.89% | 14.04% |
| Avg. Down Week | -2.31% | -8.33% |
| Avg. Up Month | 8.28% | 40.28% |
| Avg. Down Month | -2.53% | -21.81% |
| Win Days % | 45.78% | 50.11% |
| Win Month % | 59.38% | 52.38% |
| Win Week % | 58.93% | 47.25% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 50.0% |