| Metric | 12214341:solusd:triple_med_gx:lsma60_10 | 12214341:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 214.21% | 23.97% |
| Max Drawdown | -46.39% | -93.62% |
| Sharpe | 0.49 | 0.28 |
| Sortino | 0.78 | 0.41 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 29.11 | 3.3 |
| Outlier Loss Ratio | 3.83 | 2.94 |
| Volatility (ann.) | 21.13% | 50.65% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.82 | 0.07 |
| Skew | 1.82 | 0.43 |
| Kurtosis | 32.39 | 10.81 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.7% | 0.5% |
| Expected Yearly % | 33.14% | 5.52% |
| Kelly Criterion | 1.74% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.32% |
| Expected Shortfall (cVaR) | -1.79% | -4.32% |
| Year | 12214341:SOLUSD | 12214341:solusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.03 | -4.17 | 0.04 | + |
| 2023 | 921.46 | 139.29 | 0.15 | - |
| 2024 | 85.41 | 39.85 | 0.47 | - |
| 2025 | -6.11 | -2.02 | 0.33 | + |
| Metric | 12214341:solusd:triple_med_gx:lsma60_10 | 12214341:SOLUSD |
|---|---|---|
| MTD | 0.77% | 14.47% |
| 3M | 4.3% | 20.16% |
| 6M | -27.04% | -22.3% |
| YTD | -2.02% | -6.11% |
| 1Y | -8.15% | -1.02% |
| 3Y (ann.) | 23.04% | 59.25% |
| 5Y (ann.) | 38.22% | 6.26% |
| Metric | 12214341:solusd:triple_med_gx:lsma60_10 | 12214341:SOLUSD |
|---|---|---|
| Max Drawdown | -46.39% | -93.62% |
| Longest DD Days | 457.0 | 780.0 |
| Avg. Drawdown | -6.79% | -17.59% |
| Avg. Drawdown Days | 28.0 | 80.0 |
| Recovery Factor | 4.62 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-31 | -46.39 | 457 |
| 2025-02-05 | 2025-07-31 | -37.59 | 176 |
| 2022-01-26 | 2022-03-16 | -22.99 | 48 |
| 2024-05-18 | 2025-01-18 | -22.73 | 244 |
| 2022-04-17 | 2022-05-15 | -16.60 | 28 |
| 2022-05-16 | 2022-06-06 | -15.22 | 21 |
| 2024-03-26 | 2024-05-04 | -14.55 | 39 |
| 2023-12-22 | 2024-01-28 | -12.09 | 37 |
| 2023-11-02 | 2023-12-08 | -10.23 | 35 |
| 2022-06-06 | 2022-06-19 | -8.75 | 12 |
| Metric | 12214341:solusd:triple_med_gx:lsma60_10 | 12214341:SOLUSD |
|---|---|---|
| Best Day | 15.21% | 30.09% |
| Worst Day | -10.53% | -26.94% |
| Best Week | 21.63% | 43.67% |
| Worst Week | -13.27% | -51.66% |
| Best Month | 34.28% | 140.02% |
| Worst Month | -18.3% | -56.44% |
| Best Year | 139.29% | 921.46% |
| Worst Year | -4.17% | -93.03% |
| Avg. Up Day | 1.97% | 2.0% |
| Avg. Down Day | -1.54% | -1.64% |
| Avg. Up Week | 6.87% | 12.92% |
| Avg. Down Week | -4.92% | -8.85% |
| Avg. Up Month | 12.92% | 33.53% |
| Avg. Down Month | -9.24% | -25.77% |
| Win Days % | 44.75% | 50.06% |
| Win Month % | 58.14% | 51.16% |
| Win Week % | 51.88% | 46.81% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 50.0% | 50.0% |