| Metric | 12303209:solusd:triple_med_gx:lsma145_140 | 12303209:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 39.6% | 92.46% |
| Max Drawdown | -5.94% | -93.44% |
| Sharpe | 0.44 | 0.35 |
| Sortino | 1.23 | 0.51 |
| Payoff Ratio | 2.94 | 1.83 |
| Profit Factor | 1.83 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.86 | 0.97 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 241.39 | 2.16 |
| Outlier Loss Ratio | 5.38 | 1.96 |
| Volatility (ann.) | 5.99% | 50.42% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.74 | 0.23 |
| Skew | 20.46 | 0.49 |
| Kurtosis | 601.2 | 11.39 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.8% | 1.57% |
| Expected Yearly % | 8.7% | 17.78% |
| Kelly Criterion | 12.39% | 22.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -4.29% |
| Expected Shortfall (cVaR) | -0.51% | -4.29% |
| Year | 12303209:SOLUSD | 12303209:solusd:triple_med_gx:lsma145_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | -0.63 | 0.01 | + |
| 2023 | 921.46 | 23.03 | 0.02 | - |
| 2024 | 85.41 | 13.05 | 0.15 | - |
| 2025 | -8.87 | 1.01 | -0.11 | + |
| Metric | 12303209:solusd:triple_med_gx:lsma145_140 | 12303209:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.61% | 36.47% |
| 6M | 1.01% | -8.22% |
| YTD | 1.01% | -8.87% |
| 1Y | 9.03% | 7.09% |
| 3Y (ann.) | 9.91% | 63.14% |
| 5Y (ann.) | 10.34% | 21.29% |
| Metric | 12303209:solusd:triple_med_gx:lsma145_140 | 12303209:SOLUSD |
|---|---|---|
| Max Drawdown | -5.94% | -93.44% |
| Longest DD Days | 209.0 | 703.0 |
| Avg. Drawdown | -2.59% | -12.56% |
| Avg. Drawdown Days | 87.0 | 45.0 |
| Recovery Factor | 6.66 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-06-24 | -5.94 | 184 |
| 2022-07-25 | 2023-02-20 | -5.63 | 209 |
| 2023-12-20 | 2024-04-20 | -4.82 | 121 |
| 2023-07-16 | 2023-10-19 | -3.48 | 94 |
| 2022-03-09 | 2022-06-18 | -2.90 | 101 |
| 2024-05-25 | 2024-10-12 | -2.79 | 140 |
| 2024-10-12 | 2024-11-06 | -2.68 | 24 |
| 2023-02-20 | 2023-07-16 | -1.10 | 146 |
| 2025-06-24 | 2025-07-17 | -0.83 | 22 |
| 2024-05-24 | 2024-05-25 | -0.50 | 0 |
| Metric | 12303209:solusd:triple_med_gx:lsma145_140 | 12303209:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 30.09% |
| Worst Day | -3.4% | -26.94% |
| Best Week | 12.26% | 43.67% |
| Worst Week | -4.06% | -51.66% |
| Best Month | 12.26% | 140.02% |
| Worst Month | -4.06% | -56.44% |
| Best Year | 23.03% | 921.46% |
| Worst Year | -0.63% | -88.85% |
| Avg. Up Day | 2.19% | 2.25% |
| Avg. Down Day | -0.74% | -1.23% |
| Avg. Up Week | 4.69% | 15.65% |
| Avg. Down Week | -1.48% | -6.25% |
| Avg. Up Month | 4.42% | 41.69% |
| Avg. Down Month | -0.73% | -18.54% |
| Win Days % | 34.62% | 50.15% |
| Win Month % | 48.0% | 52.38% |
| Win Week % | 51.61% | 47.51% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 75.0% | 50.0% |