| Metric | 12215380:solusd:triple_med_gx:lsma60_15 | 12215380:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 140.66% | 20.33% |
| Max Drawdown | -52.42% | -93.62% |
| Sharpe | 0.42 | 0.28 |
| Sortino | 0.66 | 0.41 |
| Payoff Ratio | 1.28 | 1.17 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 31.49 | 3.21 |
| Outlier Loss Ratio | 3.9 | 2.87 |
| Volatility (ann.) | 19.77% | 50.81% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.54 | 0.06 |
| Skew | 1.67 | 0.43 |
| Kurtosis | 31.38 | 10.79 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.06% | 0.43% |
| Expected Yearly % | 24.55% | 4.73% |
| Kelly Criterion | 1.16% | 7.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.34% |
| Expected Shortfall (cVaR) | -1.68% | -4.34% |
| Year | 12215380:SOLUSD | 12215380:solusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.03 | -22.50 | 0.24 | + |
| 2023 | 921.46 | 169.85 | 0.18 | - |
| 2024 | 85.41 | 59.97 | 0.70 | - |
| 2025 | -8.87 | -28.06 | 3.17 | - |
| Metric | 12215380:solusd:triple_med_gx:lsma60_15 | 12215380:SOLUSD |
|---|---|---|
| MTD | 0.77% | 11.11% |
| 3M | -1.35% | 36.47% |
| 6M | -28.06% | -8.22% |
| YTD | -28.06% | -8.87% |
| 1Y | -42.37% | 7.09% |
| 3Y (ann.) | 21.59% | 63.14% |
| 5Y (ann.) | 28.53% | 5.43% |
| Metric | 12215380:solusd:triple_med_gx:lsma60_15 | 12215380:SOLUSD |
|---|---|---|
| Max Drawdown | -52.42% | -93.62% |
| Longest DD Days | 443.0 | 780.0 |
| Avg. Drawdown | -5.64% | -17.59% |
| Avg. Drawdown Days | 24.0 | 79.0 |
| Recovery Factor | 2.68 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-16 | -52.42 | 443 |
| 2024-08-09 | 2025-07-17 | -49.63 | 342 |
| 2022-01-30 | 2022-03-16 | -25.33 | 45 |
| 2022-04-17 | 2022-06-20 | -17.92 | 63 |
| 2024-06-17 | 2024-08-08 | -15.07 | 52 |
| 2023-11-14 | 2023-12-21 | -12.34 | 37 |
| 2022-07-19 | 2022-07-30 | -7.11 | 10 |
| 2024-03-27 | 2024-04-20 | -6.86 | 24 |
| 2022-06-21 | 2022-07-06 | -5.93 | 15 |
| 2023-12-22 | 2024-01-26 | -5.59 | 35 |
| Metric | 12215380:solusd:triple_med_gx:lsma60_15 | 12215380:SOLUSD |
|---|---|---|
| Best Day | 12.22% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 22.25% | 43.67% |
| Worst Week | -14.37% | -51.66% |
| Best Month | 32.43% | 140.02% |
| Worst Month | -21.88% | -56.44% |
| Best Year | 169.85% | 921.46% |
| Worst Year | -28.06% | -93.03% |
| Avg. Up Day | 1.87% | 1.9% |
| Avg. Down Day | -1.46% | -1.62% |
| Avg. Up Week | 6.62% | 13.3% |
| Avg. Down Week | -4.91% | -8.68% |
| Avg. Up Month | 13.38% | 35.71% |
| Avg. Down Month | -12.03% | -24.41% |
| Win Days % | 44.47% | 50.04% |
| Win Month % | 60.47% | 51.16% |
| Win Week % | 50.37% | 46.77% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 50.0% | 50.0% |