| Metric | 12303170:solusd:triple_med_gx:lsma150_140 | 12303170:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 23.05% | 93.15% |
| Max Drawdown | -22.62% | -93.44% |
| Sharpe | 0.22 | 0.35 |
| Sortino | 0.4 | 0.51 |
| Payoff Ratio | 1.67 | 1.51 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.74 | 0.8 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 136.74 | 2.32 |
| Outlier Loss Ratio | 3.71 | 2.11 |
| Volatility (ann.) | 8.74% | 50.47% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.28 | 0.23 |
| Skew | 8.59 | 0.48 |
| Kurtosis | 251.6 | 11.33 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.5% | 1.58% |
| Expected Yearly % | 5.32% | 17.89% |
| Kelly Criterion | -1.3% | 17.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -4.3% |
| Expected Shortfall (cVaR) | -0.75% | -4.3% |
| Year | 12303170:SOLUSD | 12303170:solusd:triple_med_gx:lsma150_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 10.95 | -0.12 | + |
| 2023 | 921.46 | 20.28 | 0.02 | - |
| 2024 | 85.41 | 2.67 | 0.03 | - |
| 2025 | -8.87 | -10.19 | 1.15 | - |
| Metric | 12303170:solusd:triple_med_gx:lsma150_140 | 12303170:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 0.49% | 36.47% |
| 6M | -10.19% | -8.22% |
| YTD | -10.19% | -8.87% |
| 1Y | -9.57% | 7.09% |
| 3Y (ann.) | 1.47% | 63.14% |
| 5Y (ann.) | 6.3% | 21.4% |
| Metric | 12303170:solusd:triple_med_gx:lsma150_140 | 12303170:SOLUSD |
|---|---|---|
| Max Drawdown | -22.62% | -93.44% |
| Longest DD Days | 303.0 | 703.0 |
| Avg. Drawdown | -4.57% | -12.45% |
| Avg. Drawdown Days | 58.0 | 44.0 |
| Recovery Factor | 1.02 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-07-17 | -22.62 | 207 |
| 2023-02-20 | 2023-12-20 | -10.85 | 303 |
| 2022-06-19 | 2023-02-20 | -9.91 | 245 |
| 2022-06-19 | 2022-06-19 | -8.56 | 0 |
| 2024-10-29 | 2024-11-06 | -5.55 | 7 |
| 2024-05-25 | 2024-10-14 | -5.30 | 141 |
| 2022-04-02 | 2022-04-03 | -3.80 | 0 |
| 2024-02-13 | 2024-02-14 | -3.57 | 1 |
| 2024-04-19 | 2024-04-20 | -3.40 | 0 |
| 2022-05-10 | 2022-06-18 | -3.07 | 39 |
| Metric | 12303170:solusd:triple_med_gx:lsma150_140 | 12303170:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 14.6% | 43.67% |
| Worst Week | -7.8% | -51.66% |
| Best Month | 14.6% | 140.02% |
| Worst Month | -7.8% | -56.44% |
| Best Year | 20.28% | 921.46% |
| Worst Year | -10.19% | -88.81% |
| Avg. Up Day | 2.08% | 2.11% |
| Avg. Down Day | -1.24% | -1.4% |
| Avg. Up Week | 4.68% | 16.44% |
| Avg. Down Week | -2.77% | -8.49% |
| Avg. Up Month | 5.34% | 40.17% |
| Avg. Down Month | -3.17% | -22.85% |
| Win Days % | 36.6% | 50.16% |
| Win Month % | 51.85% | 52.38% |
| Win Week % | 51.35% | 47.51% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 75.0% | 50.0% |