| Metric | 12220434:solusd:triple_med_gx:lsma45_35 | 12220434:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 76.66% | 54.22% |
| Max Drawdown | -19.89% | -93.44% |
| Sharpe | 0.54 | 0.31 |
| Sortino | 0.96 | 0.46 |
| Payoff Ratio | 1.65 | 1.3 |
| Profit Factor | 1.63 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.19 | 0.68 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 136.7 | 2.46 |
| Outlier Loss Ratio | 3.33 | 1.95 |
| Volatility (ann.) | 8.31% | 50.5% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.91 | 0.14 |
| Skew | 6.79 | 0.47 |
| Kurtosis | 248.02 | 11.18 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.36% | 1.04% |
| Expected Yearly % | 15.29% | 11.44% |
| Kelly Criterion | 10.8% | 11.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -4.3% |
| Expected Shortfall (cVaR) | -0.7% | -4.3% |
| Year | 12220434:SOLUSD | 12220434:solusd:triple_med_gx:lsma45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.06 | 33.37 | -0.37 | + |
| 2023 | 921.46 | 35.90 | 0.04 | - |
| 2024 | 85.41 | 18.72 | 0.22 | - |
| 2025 | -8.87 | -17.89 | 2.02 | - |
| Metric | 12220434:solusd:triple_med_gx:lsma45_35 | 12220434:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -13.34% | 36.47% |
| 6M | -17.89% | -8.22% |
| YTD | -17.89% | -8.87% |
| 1Y | -14.13% | 7.09% |
| 3Y (ann.) | 18.73% | 63.14% |
| 5Y (ann.) | 18.01% | 13.44% |
| Metric | 12220434:solusd:triple_med_gx:lsma45_35 | 12220434:SOLUSD |
|---|---|---|
| Max Drawdown | -19.89% | -93.44% |
| Longest DD Days | 155.0 | 703.0 |
| Avg. Drawdown | -2.23% | -14.87% |
| Avg. Drawdown Days | 21.0 | 56.0 |
| Recovery Factor | 3.85 | 0.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -19.89 | 136 |
| 2022-05-20 | 2022-07-18 | -12.35 | 58 |
| 2024-01-28 | 2024-03-01 | -4.82 | 32 |
| 2023-05-18 | 2023-10-20 | -3.76 | 155 |
| 2022-09-23 | 2022-09-23 | -3.72 | 0 |
| 2023-01-26 | 2023-02-19 | -3.15 | 24 |
| 2024-12-29 | 2025-01-17 | -2.50 | 18 |
| 2022-10-27 | 2023-01-03 | -2.36 | 68 |
| 2022-07-31 | 2022-08-12 | -2.29 | 12 |
| 2022-03-14 | 2022-03-14 | -2.06 | 0 |
| Metric | 12220434:solusd:triple_med_gx:lsma45_35 | 12220434:SOLUSD |
|---|---|---|
| Best Day | 12.22% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 8.37% | 43.67% |
| Worst Week | -8.31% | -51.66% |
| Best Month | 13.39% | 140.02% |
| Worst Month | -17.39% | -56.44% |
| Best Year | 35.9% | 921.46% |
| Worst Year | -17.89% | -91.06% |
| Avg. Up Day | 2.07% | 2.13% |
| Avg. Down Day | -1.26% | -1.64% |
| Avg. Up Week | 4.21% | 14.92% |
| Avg. Down Week | -2.23% | -7.8% |
| Avg. Up Month | 5.92% | 35.86% |
| Avg. Down Month | -5.52% | -14.45% |
| Win Days % | 44.51% | 50.08% |
| Win Month % | 67.74% | 50.0% |
| Win Week % | 61.9% | 46.99% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 50.0% |