| Metric | 12215394:solusd:triple_med_gx:lsma60_15 | 12215394:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 382.18% | 25.02% |
| Max Drawdown | -52.44% | -93.54% |
| Sharpe | 0.67 | 0.28 |
| Sortino | 1.14 | 0.42 |
| Payoff Ratio | 1.37 | 1.27 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.89 | 1.06 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.46 | 1.01 |
| Outlier Win Ratio | 34.01 | 3.28 |
| Outlier Loss Ratio | 3.89 | 2.79 |
| Volatility (ann.) | 19.84% | 50.83% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.08 | 0.07 |
| Skew | 3.18 | 0.43 |
| Kurtosis | 56.7 | 10.78 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.73% | 0.52% |
| Expected Yearly % | 48.18% | 5.74% |
| Kelly Criterion | 5.93% | 10.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.34% |
| Expected Shortfall (cVaR) | -1.67% | -4.34% |
| Year | 12215394:SOLUSD | 12215394:solusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.76 | -28.63 | 0.31 | + |
| 2023 | 921.46 | 215.61 | 0.23 | - |
| 2024 | 85.41 | 53.84 | 0.63 | - |
| 2025 | -8.87 | 39.16 | -4.42 | + |
| Metric | 12215394:solusd:triple_med_gx:lsma60_15 | 12215394:SOLUSD |
|---|---|---|
| MTD | 4.97% | 11.11% |
| 3M | 14.18% | 36.47% |
| 6M | 39.16% | -8.22% |
| YTD | 39.16% | -8.87% |
| 1Y | 32.44% | 7.09% |
| 3Y (ann.) | 59.53% | 63.14% |
| 5Y (ann.) | 56.89% | 6.6% |
| Metric | 12215394:solusd:triple_med_gx:lsma60_15 | 12215394:SOLUSD |
|---|---|---|
| Max Drawdown | -52.44% | -93.54% |
| Longest DD Days | 444.0 | 778.0 |
| Avg. Drawdown | -5.64% | -16.6% |
| Avg. Drawdown Days | 26.0 | 74.0 |
| Recovery Factor | 7.29 | 0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-18 | -52.44 | 444 |
| 2022-05-16 | 2022-07-16 | -28.58 | 61 |
| 2024-06-05 | 2025-02-08 | -25.33 | 248 |
| 2025-02-09 | 2025-03-02 | -15.15 | 21 |
| 2025-03-16 | 2025-07-14 | -15.07 | 120 |
| 2022-02-16 | 2022-03-15 | -14.68 | 27 |
| 2022-04-17 | 2022-05-15 | -12.93 | 28 |
| 2022-01-30 | 2022-01-31 | -6.31 | 1 |
| 2024-03-26 | 2024-04-20 | -6.18 | 24 |
| 2024-02-13 | 2024-02-28 | -5.90 | 15 |
| Metric | 12215394:solusd:triple_med_gx:lsma60_15 | 12215394:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 30.09% |
| Worst Day | -10.53% | -26.94% |
| Best Week | 23.17% | 43.67% |
| Worst Week | -12.75% | -51.66% |
| Best Month | 30.76% | 140.02% |
| Worst Month | -21.43% | -56.44% |
| Best Year | 215.61% | 921.46% |
| Worst Year | -28.63% | -92.76% |
| Avg. Up Day | 1.96% | 1.98% |
| Avg. Down Day | -1.43% | -1.56% |
| Avg. Up Week | 7.03% | 13.52% |
| Avg. Down Week | -4.29% | -8.44% |
| Avg. Up Month | 13.67% | 36.49% |
| Avg. Down Month | -9.26% | -25.85% |
| Win Days % | 45.58% | 50.09% |
| Win Month % | 65.12% | 51.16% |
| Win Week % | 53.23% | 46.77% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 50.0% |