| Metric | 12284947:solusd:triple_med_gx:lsma70_95 | 12284947:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 273.96% | 78.99% |
| Max Drawdown | -14.14% | -93.44% |
| Sharpe | 0.74 | 0.34 |
| Sortino | 1.58 | 0.5 |
| Payoff Ratio | 1.56 | 1.37 |
| Profit Factor | 1.63 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.23 | 0.72 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 63.57 | 2.77 |
| Outlier Loss Ratio | 3.84 | 2.33 |
| Volatility (ann.) | 14.24% | 50.47% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.32 | 0.2 |
| Skew | 15.97 | 0.48 |
| Kurtosis | 590.57 | 11.22 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.19% | 1.4% |
| Expected Yearly % | 39.06% | 15.67% |
| Kelly Criterion | 15.82% | 13.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.3% |
| Expected Shortfall (cVaR) | -1.2% | -4.3% |
| Year | 12284947:SOLUSD | 12284947:solusd:triple_med_gx:lsma70_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.63 | -3.75 | 0.04 | + |
| 2023 | 921.46 | 137.20 | 0.15 | - |
| 2024 | 85.41 | 37.48 | 0.44 | - |
| 2025 | -8.87 | 19.14 | -2.16 | + |
| Metric | 12284947:solusd:triple_med_gx:lsma70_95 | 12284947:SOLUSD |
|---|---|---|
| MTD | -2.71% | 11.11% |
| 3M | 7.61% | 36.47% |
| 6M | 19.14% | -8.22% |
| YTD | 19.14% | -8.87% |
| 1Y | 18.87% | 7.09% |
| 3Y (ann.) | 53.26% | 63.14% |
| 5Y (ann.) | 46.98% | 18.53% |
| Metric | 12284947:solusd:triple_med_gx:lsma70_95 | 12284947:SOLUSD |
|---|---|---|
| Max Drawdown | -14.14% | -93.44% |
| Longest DD Days | 201.0 | 703.0 |
| Avg. Drawdown | -3.11% | -12.81% |
| Avg. Drawdown Days | 24.0 | 47.0 |
| Recovery Factor | 19.37 | 0.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-01-13 | -14.14 | 201 |
| 2024-11-22 | 2025-04-19 | -11.84 | 147 |
| 2023-08-31 | 2023-10-17 | -11.64 | 46 |
| 2023-03-23 | 2023-06-21 | -10.35 | 89 |
| 2022-03-09 | 2022-06-25 | -10.07 | 108 |
| 2024-04-26 | 2024-10-14 | -7.39 | 171 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2024-10-15 | 2024-11-21 | -4.38 | 37 |
| 2024-03-15 | 2024-03-15 | -3.87 | 0 |
| Metric | 12284947:solusd:triple_med_gx:lsma70_95 | 12284947:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -6.56% | -26.94% |
| Best Week | 32.43% | 43.67% |
| Worst Week | -9.99% | -51.66% |
| Best Month | 51.11% | 140.02% |
| Worst Month | -8.69% | -56.44% |
| Best Year | 137.2% | 921.46% |
| Worst Year | -3.75% | -89.63% |
| Avg. Up Day | 1.81% | 1.84% |
| Avg. Down Day | -1.16% | -1.34% |
| Avg. Up Week | 9.31% | 16.55% |
| Avg. Down Week | -3.03% | -7.07% |
| Avg. Up Month | 11.79% | 36.69% |
| Avg. Down Month | -4.34% | -22.74% |
| Win Days % | 48.71% | 50.11% |
| Win Month % | 58.82% | 52.38% |
| Win Week % | 58.18% | 47.25% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |