| Metric | 12274459:solusd:triple_med_gx:lsma70_65 | 12274459:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 116.05% | 82.85% |
| Max Drawdown | -17.99% | -93.44% |
| Sharpe | 0.67 | 0.34 |
| Sortino | 1.23 | 0.5 |
| Payoff Ratio | 1.83 | 1.29 |
| Profit Factor | 1.69 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.29 | 0.68 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 113.26 | 2.57 |
| Outlier Loss Ratio | 4.25 | 2.04 |
| Volatility (ann.) | 8.91% | 50.5% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.38 | 0.2 |
| Skew | 6.53 | 0.47 |
| Kurtosis | 221.32 | 11.08 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.81% | 1.41% |
| Expected Yearly % | 21.24% | 16.28% |
| Kelly Criterion | 9.63% | 11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -4.3% |
| Expected Shortfall (cVaR) | -0.75% | -4.3% |
| Year | 12274459:SOLUSD | 12274459:solusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 26.81 | -0.30 | + |
| 2023 | 921.46 | 19.72 | 0.02 | - |
| 2024 | 85.41 | 29.13 | 0.34 | - |
| 2025 | -8.87 | 10.20 | -1.15 | + |
| Metric | 12274459:solusd:triple_med_gx:lsma70_65 | 12274459:SOLUSD |
|---|---|---|
| MTD | 2.37% | 11.11% |
| 3M | 4.83% | 36.47% |
| 6M | 7.79% | -8.22% |
| YTD | 10.2% | -8.87% |
| 1Y | -3.4% | 7.09% |
| 3Y (ann.) | 24.01% | 63.14% |
| 5Y (ann.) | 24.91% | 19.04% |
| Metric | 12274459:solusd:triple_med_gx:lsma70_65 | 12274459:SOLUSD |
|---|---|---|
| Max Drawdown | -17.99% | -93.44% |
| Longest DD Days | 250.0 | 703.0 |
| Avg. Drawdown | -2.43% | -13.49% |
| Avg. Drawdown Days | 29.0 | 48.0 |
| Recovery Factor | 6.45 | 0.89 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-07-17 | -17.99 | 250 |
| 2023-05-06 | 2023-12-29 | -10.04 | 236 |
| 2022-12-14 | 2023-01-20 | -9.99 | 37 |
| 2024-03-18 | 2024-05-06 | -6.13 | 48 |
| 2024-07-24 | 2024-10-20 | -5.36 | 88 |
| 2023-01-21 | 2023-03-10 | -5.35 | 48 |
| 2023-12-29 | 2024-01-01 | -4.23 | 2 |
| 2022-12-01 | 2022-12-14 | -2.48 | 13 |
| 2024-06-10 | 2024-06-24 | -2.03 | 14 |
| 2024-10-31 | 2024-11-07 | -1.84 | 6 |
| Metric | 12274459:solusd:triple_med_gx:lsma70_65 | 12274459:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -8.88% | -26.94% |
| Best Week | 14.33% | 43.67% |
| Worst Week | -9.04% | -51.66% |
| Best Month | 10.9% | 140.02% |
| Worst Month | -13.22% | -56.44% |
| Best Year | 29.13% | 921.46% |
| Worst Year | 10.2% | -89.41% |
| Avg. Up Day | 2.0% | 2.08% |
| Avg. Down Day | -1.09% | -1.62% |
| Avg. Up Week | 3.25% | 10.4% |
| Avg. Down Week | -3.07% | -7.94% |
| Avg. Up Month | 3.71% | 35.65% |
| Avg. Down Month | -4.57% | -21.3% |
| Win Days % | 41.56% | 50.08% |
| Win Month % | 82.86% | 53.49% |
| Win Week % | 68.97% | 47.28% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |