| Metric | 12216483:solusd:triple_med_gx:lsma60_20 | 12216483:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 96.77% | 20.33% |
| Max Drawdown | -55.22% | -93.62% |
| Sharpe | 0.35 | 0.28 |
| Sortino | 0.55 | 0.41 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 32.87 | 3.16 |
| Outlier Loss Ratio | 3.85 | 2.84 |
| Volatility (ann.) | 19.03% | 50.81% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.39 | 0.06 |
| Skew | 1.57 | 0.43 |
| Kurtosis | 33.26 | 10.79 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.59% | 0.43% |
| Expected Yearly % | 18.44% | 4.73% |
| Kelly Criterion | 0.45% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.34% |
| Expected Shortfall (cVaR) | -1.62% | -4.34% |
| Year | 12216483:SOLUSD | 12216483:solusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.03 | -16.93 | 0.18 | + |
| 2023 | 921.46 | 101.64 | 0.11 | - |
| 2024 | 85.41 | 35.41 | 0.41 | - |
| 2025 | -8.87 | -13.24 | 1.49 | - |
| Metric | 12216483:solusd:triple_med_gx:lsma60_20 | 12216483:SOLUSD |
|---|---|---|
| MTD | 0.77% | 11.11% |
| 3M | 3.48% | 36.47% |
| 6M | -11.1% | -8.22% |
| YTD | -13.24% | -8.87% |
| 1Y | -23.68% | 7.09% |
| 3Y (ann.) | 10.57% | 63.14% |
| 5Y (ann.) | 21.35% | 5.43% |
| Metric | 12216483:solusd:triple_med_gx:lsma60_20 | 12216483:SOLUSD |
|---|---|---|
| Max Drawdown | -55.22% | -93.62% |
| Longest DD Days | 562.0 | 780.0 |
| Avg. Drawdown | -6.47% | -17.59% |
| Avg. Drawdown Days | 29.0 | 79.0 |
| Recovery Factor | 1.75 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-02-13 | -55.22 | 562 |
| 2025-02-11 | 2025-07-17 | -38.22 | 155 |
| 2022-01-30 | 2022-03-16 | -22.14 | 44 |
| 2022-05-16 | 2022-06-20 | -18.90 | 35 |
| 2024-11-19 | 2025-01-18 | -18.15 | 60 |
| 2024-06-17 | 2024-07-15 | -12.67 | 28 |
| 2024-08-09 | 2024-11-08 | -10.22 | 91 |
| 2024-03-27 | 2024-04-20 | -7.46 | 24 |
| 2022-04-17 | 2022-05-15 | -6.82 | 28 |
| 2024-03-10 | 2024-03-15 | -6.80 | 5 |
| Metric | 12216483:solusd:triple_med_gx:lsma60_20 | 12216483:SOLUSD |
|---|---|---|
| Best Day | 12.22% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 23.17% | 43.67% |
| Worst Week | -20.04% | -51.66% |
| Best Month | 40.87% | 140.02% |
| Worst Month | -28.13% | -56.44% |
| Best Year | 101.64% | 921.46% |
| Worst Year | -16.93% | -93.03% |
| Avg. Up Day | 1.79% | 1.82% |
| Avg. Down Day | -1.46% | -1.62% |
| Avg. Up Week | 6.39% | 14.15% |
| Avg. Down Week | -4.36% | -9.4% |
| Avg. Up Month | 11.95% | 35.31% |
| Avg. Down Month | -9.99% | -23.34% |
| Win Days % | 45.13% | 50.04% |
| Win Month % | 58.14% | 51.16% |
| Win Week % | 46.97% | 46.77% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |