| Metric | 12274767:solusd:triple_med_gx:lsma70_65 | 12274767:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 90.71% | 84.02% |
| Max Drawdown | -18.86% | -93.44% |
| Sharpe | 0.68 | 0.34 |
| Sortino | 1.61 | 0.5 |
| Payoff Ratio | 2.46 | 1.68 |
| Profit Factor | 2.02 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.96 | 0.89 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 151.24 | 2.31 |
| Outlier Loss Ratio | 4.71 | 1.95 |
| Volatility (ann.) | 7.38% | 50.49% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.1 | 0.21 |
| Skew | 14.52 | 0.48 |
| Kurtosis | 413.63 | 11.22 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.55% | 1.46% |
| Expected Yearly % | 17.51% | 16.47% |
| Kelly Criterion | 15.02% | 20.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -4.3% |
| Expected Shortfall (cVaR) | -0.62% | -4.3% |
| Year | 12274767:SOLUSD | 12274767:solusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.34 | 2.05 | -0.02 | + |
| 2023 | 921.46 | 89.47 | 0.10 | - |
| 2024 | 85.41 | -3.68 | -0.04 | - |
| 2025 | -8.87 | 2.40 | -0.27 | + |
| Metric | 12274767:solusd:triple_med_gx:lsma70_65 | 12274767:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 2.12% | 36.47% |
| 6M | 2.12% | -8.22% |
| YTD | 2.4% | -8.87% |
| 1Y | -10.61% | 7.09% |
| 3Y (ann.) | 23.42% | 63.14% |
| 5Y (ann.) | 20.76% | 19.51% |
| Metric | 12274767:solusd:triple_med_gx:lsma70_65 | 12274767:SOLUSD |
|---|---|---|
| Max Drawdown | -18.86% | -93.44% |
| Longest DD Days | 370.0 | 703.0 |
| Avg. Drawdown | -2.04% | -12.19% |
| Avg. Drawdown Days | 31.0 | 46.0 |
| Recovery Factor | 4.81 | 0.9 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-17 | -18.86 | 370 |
| 2024-03-16 | 2024-03-17 | -5.74 | 1 |
| 2024-04-12 | 2024-07-05 | -5.71 | 84 |
| 2022-09-25 | 2023-01-14 | -4.56 | 111 |
| 2022-07-17 | 2022-07-18 | -4.34 | 1 |
| 2023-01-21 | 2023-03-10 | -3.39 | 48 |
| 2022-08-04 | 2022-09-23 | -2.78 | 50 |
| 2024-01-31 | 2024-01-31 | -2.13 | 0 |
| 2023-05-29 | 2023-11-10 | -1.94 | 165 |
| 2024-03-23 | 2024-03-23 | -1.49 | 0 |
| Metric | 12274767:solusd:triple_med_gx:lsma70_65 | 12274767:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -4.22% | -26.94% |
| Best Week | 32.72% | 43.67% |
| Worst Week | -4.79% | -51.66% |
| Best Month | 28.45% | 140.02% |
| Worst Month | -4.75% | -56.44% |
| Best Year | 89.47% | 921.46% |
| Worst Year | -3.68% | -89.34% |
| Avg. Up Day | 2.22% | 2.3% |
| Avg. Down Day | -0.9% | -1.36% |
| Avg. Up Week | 4.55% | 16.52% |
| Avg. Down Week | -1.29% | -6.21% |
| Avg. Up Month | 7.28% | 44.16% |
| Avg. Down Month | -1.12% | -19.57% |
| Win Days % | 39.61% | 50.12% |
| Win Month % | 56.0% | 52.38% |
| Win Week % | 53.66% | 47.25% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |