| Metric | 12274796:solusd:triple_med_gx:lsma70_65 | 12274796:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 145.45% | 78.47% |
| Max Drawdown | -7.97% | -93.44% |
| Sharpe | 0.84 | 0.34 |
| Sortino | 2.14 | 0.5 |
| Payoff Ratio | 2.87 | 1.51 |
| Profit Factor | 2.65 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 3.15 | 0.8 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 134.94 | 2.3 |
| Outlier Loss Ratio | 5.11 | 1.95 |
| Volatility (ann.) | 8.17% | 50.5% |
| R^2 | 0.03 | 0.03 |
| Calmar | 3.77 | 0.2 |
| Skew | 13.56 | 0.48 |
| Kurtosis | 353.76 | 11.22 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.16% | 1.39% |
| Expected Yearly % | 25.17% | 15.58% |
| Kelly Criterion | 21.1% | 17.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -4.3% |
| Expected Shortfall (cVaR) | -0.68% | -4.3% |
| Year | 12274796:SOLUSD | 12274796:solusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | 0.06 | -0.00 | + |
| 2023 | 921.46 | 85.92 | 0.09 | - |
| 2024 | 85.41 | 18.44 | 0.22 | - |
| 2025 | -8.87 | 11.41 | -1.29 | + |
| Metric | 12274796:solusd:triple_med_gx:lsma70_65 | 12274796:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 9.15% | 36.47% |
| 6M | 11.41% | -8.22% |
| YTD | 11.41% | -8.87% |
| 1Y | 8.22% | 7.09% |
| 3Y (ann.) | 35.6% | 63.14% |
| 5Y (ann.) | 30.03% | 18.46% |
| Metric | 12274796:solusd:triple_med_gx:lsma70_65 | 12274796:SOLUSD |
|---|---|---|
| Max Drawdown | -7.97% | -93.44% |
| Longest DD Days | 318.0 | 703.0 |
| Avg. Drawdown | -1.84% | -13.13% |
| Avg. Drawdown Days | 38.0 | 49.0 |
| Recovery Factor | 18.25 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-05-25 | -7.97 | 318 |
| 2022-03-25 | 2022-07-18 | -7.63 | 115 |
| 2022-08-19 | 2023-01-20 | -7.55 | 154 |
| 2023-01-21 | 2023-03-10 | -4.32 | 48 |
| 2024-06-01 | 2024-07-05 | -3.83 | 34 |
| 2023-05-29 | 2023-10-01 | -2.66 | 125 |
| 2024-03-23 | 2024-05-20 | -2.39 | 57 |
| 2024-03-23 | 2024-03-23 | -1.49 | 0 |
| 2023-04-09 | 2023-05-12 | -0.78 | 32 |
| 2022-08-04 | 2022-08-04 | -0.59 | 0 |
| Metric | 12274796:solusd:triple_med_gx:lsma70_65 | 12274796:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -6.28% | -26.94% |
| Best Week | 24.75% | 43.67% |
| Worst Week | -6.32% | -51.66% |
| Best Month | 20.89% | 140.02% |
| Worst Month | -6.32% | -56.44% |
| Best Year | 85.92% | 921.46% |
| Worst Year | 0.06% | -89.66% |
| Avg. Up Day | 2.48% | 2.57% |
| Avg. Down Day | -0.87% | -1.7% |
| Avg. Up Week | 5.03% | 15.58% |
| Avg. Down Week | -1.71% | -8.28% |
| Avg. Up Month | 9.27% | 48.61% |
| Avg. Down Month | -1.5% | -23.01% |
| Win Days % | 41.5% | 50.11% |
| Win Month % | 60.71% | 52.38% |
| Win Week % | 62.22% | 47.25% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 50.0% |