| Metric | 12214503:solusd:triple_med_gx:lsma90_10 | 12214503:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 500.87% | 61.02% |
| Max Drawdown | -23.39% | -93.44% |
| Sharpe | 0.75 | 0.32 |
| Sortino | 1.32 | 0.47 |
| Payoff Ratio | 1.42 | 1.37 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.88 | 0.72 |
| Tail Ratio | 1.3 | 1.02 |
| Outlier Win Ratio | 33.44 | 3.3 |
| Outlier Loss Ratio | 3.47 | 2.78 |
| Volatility (ann.) | 20.1% | 50.71% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.94 | 0.16 |
| Skew | 3.49 | 0.47 |
| Kurtosis | 54.77 | 11.0 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.26% | 1.11% |
| Expected Yearly % | 56.57% | 12.65% |
| Kelly Criterion | 8.71% | 13.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.32% |
| Expected Shortfall (cVaR) | -1.69% | -4.32% |
| Year | 12214503:SOLUSD | 12214503:solusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.32 | 32.73 | -0.37 | + |
| 2023 | 921.46 | 138.23 | 0.15 | - |
| 2024 | 85.41 | 36.05 | 0.42 | - |
| 2025 | -20.42 | 39.67 | -1.94 | + |
| Metric | 12214503:solusd:triple_med_gx:lsma90_10 | 12214503:SOLUSD |
|---|---|---|
| MTD | -1.82% | -2.98% |
| 3M | 10.14% | 28.3% |
| 6M | 36.05% | -22.48% |
| YTD | 39.67% | -20.42% |
| 1Y | 67.77% | 6.8% |
| 3Y (ann.) | 69.88% | 65.07% |
| 5Y (ann.) | 68.81% | 14.92% |
| Metric | 12214503:solusd:triple_med_gx:lsma90_10 | 12214503:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -93.44% |
| Longest DD Days | 189.0 | 703.0 |
| Avg. Drawdown | -6.3% | -13.89% |
| Avg. Drawdown Days | 29.0 | 49.0 |
| Recovery Factor | 21.41 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-04 | -23.39 | 123 |
| 2022-05-18 | 2022-11-23 | -22.93 | 189 |
| 2024-04-23 | 2024-09-13 | -15.17 | 143 |
| 2023-04-30 | 2023-10-21 | -14.34 | 173 |
| 2022-11-26 | 2023-01-03 | -12.86 | 37 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2024-11-12 | 2025-01-18 | -11.86 | 67 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2025-02-14 | 2025-03-02 | -10.50 | 16 |
| 2022-02-05 | 2022-03-19 | -9.11 | 42 |
| Metric | 12214503:solusd:triple_med_gx:lsma90_10 | 12214503:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 32.73% | 43.67% |
| Worst Week | -14.75% | -51.66% |
| Best Month | 43.39% | 140.02% |
| Worst Month | -15.98% | -56.44% |
| Best Year | 138.23% | 921.46% |
| Worst Year | 32.73% | -89.32% |
| Avg. Up Day | 2.16% | 2.18% |
| Avg. Down Day | -1.52% | -1.58% |
| Avg. Up Week | 9.41% | 15.06% |
| Avg. Down Week | -4.76% | -6.56% |
| Avg. Up Month | 13.05% | 33.5% |
| Avg. Down Month | -6.71% | -19.4% |
| Win Days % | 46.45% | 50.02% |
| Win Month % | 65.85% | 51.16% |
| Win Week % | 59.46% | 46.7% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |