| Metric | 12216839:solusd:triple_med_gx:lsma55_20 | 12216839:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 248.65% | 74.85% |
| Max Drawdown | -22.33% | -93.44% |
| Sharpe | 0.69 | 0.33 |
| Sortino | 1.29 | 0.48 |
| Payoff Ratio | 1.47 | 1.35 |
| Profit Factor | 1.51 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 1.07 | 0.71 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 61.84 | 2.82 |
| Outlier Loss Ratio | 3.22 | 2.45 |
| Volatility (ann.) | 14.01% | 50.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.88 | 0.18 |
| Skew | 6.7 | 0.47 |
| Kurtosis | 158.67 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.88% | 1.28% |
| Expected Yearly % | 36.65% | 14.99% |
| Kelly Criterion | 13.21% | 13.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.27% |
| Expected Shortfall (cVaR) | -1.18% | -4.27% |
| Year | 12216839:SOLUSD | 12216839:solusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.26 | 48.20 | -0.53 | + |
| 2023 | 921.46 | 59.24 | 0.06 | - |
| 2024 | 85.41 | 28.31 | 0.33 | - |
| 2025 | 5.60 | 15.14 | 2.70 | + |
| Metric | 12216839:solusd:triple_med_gx:lsma55_20 | 12216839:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -16.78% | 26.39% |
| 6M | 4.07% | 38.87% |
| YTD | 15.14% | 5.6% |
| 1Y | 19.98% | 47.35% |
| 3Y (ann.) | 31.35% | 84.92% |
| 5Y (ann.) | 42.04% | 17.0% |
| Metric | 12216839:solusd:triple_med_gx:lsma55_20 | 12216839:SOLUSD |
|---|---|---|
| Max Drawdown | -22.33% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -4.3% | -15.44% |
| Avg. Drawdown Days | 25.0 | 61.0 |
| Recovery Factor | 11.14 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-09-01 | -22.33 | 141 |
| 2023-06-22 | 2023-12-09 | -15.51 | 170 |
| 2022-07-30 | 2023-01-03 | -15.48 | 156 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-03-01 | 2024-08-22 | -9.11 | 173 |
| 2022-06-19 | 2022-06-19 | -8.56 | 0 |
| 2023-04-30 | 2023-06-21 | -7.09 | 52 |
| 2022-02-26 | 2022-02-28 | -6.50 | 2 |
| 2024-11-08 | 2025-01-16 | -6.47 | 68 |
| 2022-06-17 | 2022-06-18 | -6.46 | 1 |
| Metric | 12216839:solusd:triple_med_gx:lsma55_20 | 12216839:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 20.7% | 43.67% |
| Worst Week | -11.82% | -51.66% |
| Best Month | 20.38% | 140.02% |
| Worst Month | -13.2% | -56.44% |
| Best Year | 59.24% | 921.46% |
| Worst Year | 15.14% | -91.26% |
| Avg. Up Day | 2.13% | 2.15% |
| Avg. Down Day | -1.45% | -1.59% |
| Avg. Up Week | 6.95% | 17.17% |
| Avg. Down Week | -3.58% | -6.22% |
| Avg. Up Month | 6.87% | 41.48% |
| Avg. Down Month | -4.84% | -23.59% |
| Win Days % | 48.36% | 50.14% |
| Win Month % | 65.71% | 50.0% |
| Win Week % | 59.26% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |