| Metric | 12288620:solusd:triple_med_gx:lsma75_105 | 12288620:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 254.42% | 50.89% |
| Max Drawdown | -24.1% | -93.44% |
| Sharpe | 0.68 | 0.31 |
| Sortino | 1.32 | 0.46 |
| Payoff Ratio | 1.4 | 1.34 |
| Profit Factor | 1.48 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.0 | 0.7 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 56.51 | 2.86 |
| Outlier Loss Ratio | 3.57 | 2.44 |
| Volatility (ann.) | 15.12% | 50.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.85 | 0.14 |
| Skew | 12.3 | 0.47 |
| Kurtosis | 442.88 | 11.18 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.06% | 0.98% |
| Expected Yearly % | 37.21% | 10.83% |
| Kelly Criterion | 11.52% | 12.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.31% |
| Expected Shortfall (cVaR) | -1.27% | -4.31% |
| Year | 12288620:SOLUSD | 12288620:solusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.26 | -15.36 | 0.17 | + |
| 2023 | 921.46 | 200.02 | 0.22 | - |
| 2024 | 85.41 | 24.24 | 0.28 | - |
| 2025 | -8.87 | 12.34 | -1.39 | + |
| Metric | 12288620:solusd:triple_med_gx:lsma75_105 | 12288620:SOLUSD |
|---|---|---|
| MTD | -3.87% | 11.11% |
| 3M | 6.2% | 36.47% |
| 6M | 12.34% | -8.22% |
| YTD | 12.34% | -8.87% |
| 1Y | 11.68% | 7.09% |
| 3Y (ann.) | 56.88% | 63.14% |
| 5Y (ann.) | 44.57% | 12.73% |
| Metric | 12288620:solusd:triple_med_gx:lsma75_105 | 12288620:SOLUSD |
|---|---|---|
| Max Drawdown | -24.1% | -93.44% |
| Longest DD Days | 397.0 | 703.0 |
| Avg. Drawdown | -3.95% | -15.44% |
| Avg. Drawdown Days | 31.0 | 59.0 |
| Recovery Factor | 10.56 | 0.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-01-14 | -24.10 | 310 |
| 2024-03-18 | 2025-04-20 | -19.17 | 397 |
| 2023-01-15 | 2023-06-19 | -11.87 | 155 |
| 2023-08-31 | 2023-10-16 | -10.25 | 46 |
| 2025-06-30 | 2025-07-17 | -5.98 | 16 |
| 2023-01-14 | 2023-01-14 | -5.89 | 0 |
| 2024-03-16 | 2024-03-17 | -5.57 | 1 |
| 2025-05-27 | 2025-06-28 | -4.26 | 31 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| 2024-03-15 | 2024-03-15 | -3.87 | 0 |
| Metric | 12288620:solusd:triple_med_gx:lsma75_105 | 12288620:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -6.26% | -26.94% |
| Best Week | 40.63% | 43.67% |
| Worst Week | -8.41% | -51.66% |
| Best Month | 46.0% | 140.02% |
| Worst Month | -8.41% | -56.44% |
| Best Year | 200.02% | 921.46% |
| Worst Year | -15.36% | -91.26% |
| Avg. Up Day | 1.88% | 1.9% |
| Avg. Down Day | -1.35% | -1.42% |
| Avg. Up Week | 11.43% | 17.0% |
| Avg. Down Week | -2.94% | -6.73% |
| Avg. Up Month | 14.79% | 45.93% |
| Avg. Down Month | -4.35% | -26.96% |
| Win Days % | 48.43% | 50.07% |
| Win Month % | 57.14% | 50.0% |
| Win Week % | 49.15% | 46.99% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |