| Metric | 12274795:solusd:triple_med_gx:lsma75_65 | 12274795:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 198.33% | 78.47% |
| Max Drawdown | -16.54% | -93.44% |
| Sharpe | 0.87 | 0.34 |
| Sortino | 1.86 | 0.5 |
| Payoff Ratio | 1.86 | 1.37 |
| Profit Factor | 2.09 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.82 | 0.72 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 101.86 | 2.56 |
| Outlier Loss Ratio | 3.93 | 1.99 |
| Volatility (ann.) | 9.7% | 50.5% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.28 | 0.2 |
| Skew | 8.95 | 0.48 |
| Kurtosis | 201.72 | 11.22 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.64% | 1.39% |
| Expected Yearly % | 31.42% | 15.58% |
| Kelly Criterion | 18.05% | 13.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -4.3% |
| Expected Shortfall (cVaR) | -0.81% | -4.3% |
| Year | 12274795:SOLUSD | 12274795:solusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | 6.89 | -0.08 | + |
| 2023 | 921.46 | 110.61 | 0.12 | - |
| 2024 | 85.41 | 26.57 | 0.31 | - |
| 2025 | -8.87 | 4.70 | -0.53 | + |
| Metric | 12274795:solusd:triple_med_gx:lsma75_65 | 12274795:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.44% | 36.47% |
| 6M | 4.7% | -8.22% |
| YTD | 4.7% | -8.87% |
| 1Y | 10.76% | 7.09% |
| 3Y (ann.) | 45.83% | 63.14% |
| 5Y (ann.) | 37.67% | 18.46% |
| Metric | 12274795:solusd:triple_med_gx:lsma75_65 | 12274795:SOLUSD |
|---|---|---|
| Max Drawdown | -16.54% | -93.44% |
| Longest DD Days | 249.0 | 703.0 |
| Avg. Drawdown | -2.11% | -13.13% |
| Avg. Drawdown Days | 23.0 | 49.0 |
| Recovery Factor | 11.99 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2024-07-26 | -16.54 | 129 |
| 2022-03-25 | 2022-07-18 | -7.75 | 114 |
| 2024-09-01 | 2025-05-09 | -7.14 | 249 |
| 2022-09-25 | 2023-01-20 | -5.60 | 117 |
| 2022-08-19 | 2022-09-06 | -5.23 | 18 |
| 2023-02-12 | 2023-03-10 | -5.21 | 25 |
| 2022-09-23 | 2022-09-23 | -3.89 | 0 |
| 2023-01-21 | 2023-02-12 | -3.72 | 22 |
| 2024-02-10 | 2024-03-17 | -2.09 | 36 |
| 2023-09-16 | 2023-10-01 | -2.08 | 14 |
| Metric | 12274795:solusd:triple_med_gx:lsma75_65 | 12274795:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -6.28% | -26.94% |
| Best Week | 24.84% | 43.67% |
| Worst Week | -9.57% | -51.66% |
| Best Month | 30.22% | 140.02% |
| Worst Month | -8.8% | -56.44% |
| Best Year | 110.61% | 921.46% |
| Worst Year | 4.7% | -89.66% |
| Avg. Up Day | 2.11% | 2.17% |
| Avg. Down Day | -1.13% | -1.59% |
| Avg. Up Week | 5.51% | 14.39% |
| Avg. Down Week | -2.06% | -9.69% |
| Avg. Up Month | 10.99% | 42.56% |
| Avg. Down Month | -2.47% | -24.67% |
| Win Days % | 46.67% | 50.11% |
| Win Month % | 64.29% | 52.38% |
| Win Week % | 64.71% | 47.25% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 50.0% |