| Metric | 12303018:solusd:triple_med_gx:lsma135_140 | 12303018:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 15.74% | 90.35% |
| Max Drawdown | -20.06% | -93.44% |
| Sharpe | 0.23 | 0.34 |
| Sortino | 0.34 | 0.51 |
| Payoff Ratio | 1.3 | 1.0 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.53 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 246.2 | 2.15 |
| Outlier Loss Ratio | 3.69 | 1.95 |
| Volatility (ann.) | 5.4% | 50.5% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.22 | 0.22 |
| Skew | 1.11 | 0.48 |
| Kurtosis | 253.85 | 11.26 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.35% | 1.54% |
| Expected Yearly % | 3.72% | 17.46% |
| Kelly Criterion | -3.46% | 0.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -4.3% |
| Expected Shortfall (cVaR) | -0.46% | -4.3% |
| Year | 12303018:SOLUSD | 12303018:solusd:triple_med_gx:lsma135_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 13.82 | -0.16 | + |
| 2023 | 921.46 | 24.35 | 0.03 | - |
| 2024 | 85.41 | -15.09 | -0.18 | - |
| 2025 | -8.87 | -3.69 | 0.42 | + |
| Metric | 12303018:solusd:triple_med_gx:lsma135_140 | 12303018:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.91% | 36.47% |
| 6M | -7.71% | -8.22% |
| YTD | -3.69% | -8.87% |
| 1Y | -13.08% | 7.09% |
| 3Y (ann.) | 4.02% | 63.14% |
| 5Y (ann.) | 4.38% | 20.79% |
| Metric | 12303018:solusd:triple_med_gx:lsma135_140 | 12303018:SOLUSD |
|---|---|---|
| Max Drawdown | -20.06% | -93.44% |
| Longest DD Days | 557.0 | 703.0 |
| Avg. Drawdown | -2.49% | -12.52% |
| Avg. Drawdown Days | 63.0 | 44.0 |
| Recovery Factor | 0.78 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-06 | 2025-07-17 | -20.06 | 557 |
| 2022-08-30 | 2023-05-05 | -5.85 | 248 |
| 2022-05-29 | 2022-08-12 | -4.54 | 75 |
| 2022-08-13 | 2022-08-29 | -2.96 | 16 |
| 2022-04-19 | 2022-05-28 | -1.19 | 39 |
| 2023-09-14 | 2023-09-28 | -0.89 | 14 |
| 2023-09-30 | 2023-09-30 | -0.44 | 0 |
| 2023-11-01 | 2023-11-01 | -0.18 | 0 |
| 2024-01-06 | 2024-01-06 | -0.18 | 0 |
| 2022-04-18 | 2022-04-18 | -0.18 | 0 |
| Metric | 12303018:solusd:triple_med_gx:lsma135_140 | 12303018:SOLUSD |
|---|---|---|
| Best Day | 5.82% | 30.09% |
| Worst Day | -6.69% | -26.94% |
| Best Week | 5.88% | 43.67% |
| Worst Week | -7.01% | -51.66% |
| Best Month | 14.07% | 140.02% |
| Worst Month | -10.95% | -56.44% |
| Best Year | 24.35% | 921.46% |
| Worst Year | -15.09% | -88.97% |
| Avg. Up Day | 1.65% | 1.71% |
| Avg. Down Day | -1.27% | -1.71% |
| Avg. Up Week | 2.78% | 10.86% |
| Avg. Down Week | -1.95% | -6.22% |
| Avg. Up Month | 3.48% | 31.05% |
| Avg. Down Month | -4.69% | -16.76% |
| Win Days % | 41.59% | 50.16% |
| Win Month % | 61.54% | 52.38% |
| Win Week % | 57.58% | 47.25% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 50.0% |