| Metric | 12303169:solusd:triple_med_gx:lsma145_140 | 12303169:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 50.52% | 93.15% |
| Max Drawdown | -8.66% | -93.44% |
| Sharpe | 0.46 | 0.35 |
| Sortino | 1.03 | 0.51 |
| Payoff Ratio | 2.39 | 1.7 |
| Profit Factor | 1.72 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.47 | 0.9 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 179.16 | 2.16 |
| Outlier Loss Ratio | 4.52 | 1.96 |
| Volatility (ann.) | 7.02% | 50.47% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.48 | 0.23 |
| Skew | 14.09 | 0.48 |
| Kurtosis | 385.14 | 11.33 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.98% | 1.58% |
| Expected Yearly % | 10.76% | 17.89% |
| Kelly Criterion | 9.14% | 20.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -4.3% |
| Expected Shortfall (cVaR) | -0.6% | -4.3% |
| Year | 12303169:SOLUSD | 12303169:solusd:triple_med_gx:lsma145_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 12.52 | -0.14 | + |
| 2023 | 921.46 | 30.77 | 0.03 | - |
| 2024 | 85.41 | -1.35 | -0.02 | - |
| 2025 | -8.87 | 3.69 | -0.42 | + |
| Metric | 12303169:solusd:triple_med_gx:lsma145_140 | 12303169:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.94% | 36.47% |
| 6M | 3.69% | -8.22% |
| YTD | 3.69% | -8.87% |
| 1Y | 1.86% | 7.09% |
| 3Y (ann.) | 7.49% | 63.14% |
| 5Y (ann.) | 12.8% | 21.4% |
| Metric | 12303169:solusd:triple_med_gx:lsma145_140 | 12303169:SOLUSD |
|---|---|---|
| Max Drawdown | -8.66% | -93.44% |
| Longest DD Days | 233.0 | 703.0 |
| Avg. Drawdown | -2.99% | -12.45% |
| Avg. Drawdown Days | 70.0 | 44.0 |
| Recovery Factor | 5.83 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-26 | 2025-07-17 | -8.66 | 233 |
| 2022-07-25 | 2023-02-20 | -8.41 | 209 |
| 2024-04-19 | 2024-11-06 | -6.43 | 200 |
| 2023-08-19 | 2023-10-19 | -3.89 | 60 |
| 2024-02-13 | 2024-02-14 | -3.57 | 1 |
| 2022-04-01 | 2022-06-18 | -2.34 | 78 |
| 2023-07-16 | 2023-08-19 | -2.28 | 34 |
| 2022-03-08 | 2022-03-09 | -1.47 | 0 |
| 2023-07-15 | 2023-07-16 | -0.65 | 0 |
| 2023-02-20 | 2023-05-27 | -0.64 | 95 |
| Metric | 12303169:solusd:triple_med_gx:lsma145_140 | 12303169:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 30.09% |
| Worst Day | -4.8% | -26.94% |
| Best Week | 13.53% | 43.67% |
| Worst Week | -8.25% | -51.66% |
| Best Month | 13.53% | 140.02% |
| Worst Month | -8.25% | -56.44% |
| Best Year | 30.77% | 921.46% |
| Worst Year | -1.35% | -88.81% |
| Avg. Up Day | 2.3% | 2.37% |
| Avg. Down Day | -0.96% | -1.4% |
| Avg. Up Week | 4.28% | 17.11% |
| Avg. Down Week | -1.87% | -7.24% |
| Avg. Up Month | 3.1% | 31.39% |
| Avg. Down Month | -1.91% | -24.09% |
| Win Days % | 35.94% | 50.16% |
| Win Month % | 68.97% | 52.38% |
| Win Week % | 63.16% | 47.51% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 50.0% |