| Metric | 12214308:solusd:triple_med_gx:lsma30_10 | 12214308:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 129.0% | 17.91% |
| Max Drawdown | -26.12% | -93.9% |
| Sharpe | 0.42 | 0.28 |
| Sortino | 0.73 | 0.41 |
| Payoff Ratio | 1.38 | 1.25 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 0.79 | 1.06 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 0.64 | 1.01 |
| Outlier Win Ratio | 45.91 | 2.97 |
| Outlier Loss Ratio | 3.86 | 2.74 |
| Volatility (ann.) | 17.42% | 50.77% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.02 | 0.05 |
| Skew | 4.82 | 0.43 |
| Kurtosis | 99.66 | 10.8 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.95% | 0.38% |
| Expected Yearly % | 23.02% | 4.21% |
| Kelly Criterion | 0.4% | 9.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.33% |
| Expected Shortfall (cVaR) | -1.48% | -4.33% |
| Year | 12214308:SOLUSD | 12214308:solusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.17 | 11.65 | -0.13 | + |
| 2023 | 921.46 | 48.30 | 0.05 | - |
| 2024 | 85.41 | 17.28 | 0.20 | - |
| 2025 | -8.87 | 17.93 | -2.02 | + |
| Metric | 12214308:solusd:triple_med_gx:lsma30_10 | 12214308:SOLUSD |
|---|---|---|
| MTD | 2.1% | 11.11% |
| 3M | 2.96% | 36.47% |
| 6M | 18.14% | -8.22% |
| YTD | 17.93% | -8.87% |
| 1Y | 30.19% | 7.09% |
| 3Y (ann.) | 33.42% | 63.14% |
| 5Y (ann.) | 26.68% | 4.81% |
| Metric | 12214308:solusd:triple_med_gx:lsma30_10 | 12214308:SOLUSD |
|---|---|---|
| Max Drawdown | -26.12% | -93.9% |
| Longest DD Days | 295.0 | 781.0 |
| Avg. Drawdown | -7.22% | -16.53% |
| Avg. Drawdown Days | 43.0 | 74.0 |
| Recovery Factor | 4.94 | 0.19 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-03-24 | -26.12 | 113 |
| 2022-01-26 | 2022-05-15 | -25.13 | 109 |
| 2023-01-10 | 2023-11-01 | -24.50 | 295 |
| 2022-06-06 | 2022-12-14 | -22.04 | 191 |
| 2023-12-15 | 2024-02-26 | -16.68 | 73 |
| 2024-05-30 | 2024-11-19 | -16.54 | 172 |
| 2025-06-03 | 2025-07-17 | -12.45 | 43 |
| 2022-05-16 | 2022-05-31 | -6.81 | 15 |
| 2022-12-14 | 2023-01-02 | -5.62 | 18 |
| 2024-03-08 | 2024-04-19 | -5.56 | 41 |
| Metric | 12214308:solusd:triple_med_gx:lsma30_10 | 12214308:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 22.35% | 43.67% |
| Worst Week | -15.2% | -51.66% |
| Best Month | 32.2% | 140.02% |
| Worst Month | -16.59% | -56.44% |
| Best Year | 48.3% | 921.46% |
| Worst Year | 11.65% | -93.17% |
| Avg. Up Day | 2.09% | 2.13% |
| Avg. Down Day | -1.52% | -1.71% |
| Avg. Up Week | 5.01% | 12.67% |
| Avg. Down Week | -3.54% | -9.42% |
| Avg. Up Month | 7.86% | 31.82% |
| Avg. Down Month | -5.6% | -16.74% |
| Win Days % | 42.31% | 50.04% |
| Win Month % | 58.14% | 51.16% |
| Win Week % | 51.72% | 47.06% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 50.0% |