| Metric | 12214295:solusd:triple_med_gx:lsma20_10 | 12214295:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 191.59% | 17.91% |
| Max Drawdown | -20.33% | -93.9% |
| Sharpe | 0.66 | 0.28 |
| Sortino | 1.18 | 0.41 |
| Payoff Ratio | 1.56 | 1.27 |
| Profit Factor | 1.45 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 65.02 | 2.79 |
| Outlier Loss Ratio | 4.24 | 2.41 |
| Volatility (ann.) | 12.83% | 50.77% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.76 | 0.05 |
| Skew | 5.04 | 0.43 |
| Kurtosis | 110.38 | 10.8 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.52% | 0.38% |
| Expected Yearly % | 30.68% | 4.21% |
| Kelly Criterion | 4.29% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.33% |
| Expected Shortfall (cVaR) | -1.08% | -4.33% |
| Year | 12214295:SOLUSD | 12214295:solusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.17 | 112.51 | -1.21 | + |
| 2023 | 921.46 | 39.09 | 0.04 | - |
| 2024 | 85.41 | 14.03 | 0.16 | - |
| 2025 | -8.87 | -13.49 | 1.52 | - |
| Metric | 12214295:solusd:triple_med_gx:lsma20_10 | 12214295:SOLUSD |
|---|---|---|
| MTD | -6.02% | 11.11% |
| 3M | -14.31% | 36.47% |
| 6M | -13.33% | -8.22% |
| YTD | -13.49% | -8.87% |
| 1Y | 1.93% | 7.09% |
| 3Y (ann.) | 23.88% | 63.14% |
| 5Y (ann.) | 35.72% | 4.81% |
| Metric | 12214295:solusd:triple_med_gx:lsma20_10 | 12214295:SOLUSD |
|---|---|---|
| Max Drawdown | -20.33% | -93.9% |
| Longest DD Days | 203.0 | 781.0 |
| Avg. Drawdown | -4.13% | -16.53% |
| Avg. Drawdown Days | 26.0 | 74.0 |
| Recovery Factor | 9.42 | 0.19 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-14 | 2023-07-07 | -20.33 | 174 |
| 2025-05-27 | 2025-07-17 | -18.50 | 50 |
| 2024-12-12 | 2025-04-09 | -18.12 | 117 |
| 2024-04-08 | 2024-10-29 | -14.62 | 203 |
| 2023-12-20 | 2024-03-13 | -14.55 | 83 |
| 2023-11-16 | 2023-12-08 | -12.86 | 21 |
| 2023-12-15 | 2023-12-20 | -8.34 | 5 |
| 2022-06-16 | 2022-07-29 | -7.30 | 43 |
| 2022-02-21 | 2022-03-23 | -6.51 | 30 |
| 2022-05-30 | 2022-06-06 | -4.16 | 6 |
| Metric | 12214295:solusd:triple_med_gx:lsma20_10 | 12214295:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 30.09% |
| Worst Day | -7.13% | -26.94% |
| Best Week | 14.64% | 43.67% |
| Worst Week | -8.66% | -51.66% |
| Best Month | 25.91% | 140.02% |
| Worst Month | -11.16% | -56.44% |
| Best Year | 112.51% | 921.46% |
| Worst Year | -13.49% | -93.17% |
| Avg. Up Day | 2.03% | 2.1% |
| Avg. Down Day | -1.31% | -1.65% |
| Avg. Up Week | 4.44% | 13.06% |
| Avg. Down Week | -3.26% | -7.8% |
| Avg. Up Month | 7.07% | 28.09% |
| Avg. Down Month | -3.56% | -16.57% |
| Win Days % | 41.7% | 50.04% |
| Win Month % | 59.52% | 51.16% |
| Win Week % | 57.28% | 47.06% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 50.0% |