| Metric | 12261760:solusd:triple_med_gx:lsma25_15 | 12261760:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 90.75% | 92.46% |
| Max Drawdown | -47.75% | -93.44% |
| Sharpe | 0.45 | 0.35 |
| Sortino | 0.75 | 0.51 |
| Payoff Ratio | 1.6 | 1.05 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.76 | 0.56 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 63.92 | 2.8 |
| Outlier Loss Ratio | 4.8 | 2.44 |
| Volatility (ann.) | 12.4% | 50.42% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.44 | 0.23 |
| Skew | 3.56 | 0.49 |
| Kurtosis | 93.41 | 11.39 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.55% | 1.57% |
| Expected Yearly % | 17.52% | 17.78% |
| Kelly Criterion | -1.03% | 2.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -4.29% |
| Expected Shortfall (cVaR) | -1.05% | -4.29% |
| Year | 12261760:SOLUSD | 12261760:solusd:triple_med_gx:lsma25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 13.95 | -0.16 | + |
| 2023 | 921.46 | 119.13 | 0.13 | - |
| 2024 | 85.41 | -15.55 | -0.18 | - |
| 2025 | -8.87 | -9.54 | 1.08 | - |
| Metric | 12261760:solusd:triple_med_gx:lsma25_15 | 12261760:SOLUSD |
|---|---|---|
| MTD | 7.39% | 11.11% |
| 3M | 4.37% | 36.47% |
| 6M | -9.77% | -8.22% |
| YTD | -9.54% | -8.87% |
| 1Y | -34.94% | 7.09% |
| 3Y (ann.) | 18.73% | 63.14% |
| 5Y (ann.) | 20.97% | 21.29% |
| Metric | 12261760:solusd:triple_med_gx:lsma25_15 | 12261760:SOLUSD |
|---|---|---|
| Max Drawdown | -47.75% | -93.44% |
| Longest DD Days | 489.0 | 703.0 |
| Avg. Drawdown | -3.75% | -12.56% |
| Avg. Drawdown Days | 33.0 | 45.0 |
| Recovery Factor | 1.9 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2025-07-17 | -47.75 | 489 |
| 2022-03-09 | 2022-04-19 | -12.69 | 41 |
| 2022-04-20 | 2023-01-09 | -12.06 | 263 |
| 2023-08-02 | 2023-08-23 | -7.07 | 21 |
| 2023-03-18 | 2023-04-25 | -5.84 | 38 |
| 2023-05-01 | 2023-07-26 | -4.44 | 86 |
| 2023-10-06 | 2023-10-31 | -3.60 | 25 |
| 2023-12-05 | 2023-12-19 | -3.10 | 14 |
| 2023-03-05 | 2023-03-17 | -3.03 | 12 |
| 2024-01-09 | 2024-01-24 | -2.94 | 15 |
| Metric | 12261760:solusd:triple_med_gx:lsma25_15 | 12261760:SOLUSD |
|---|---|---|
| Best Day | 12.85% | 30.09% |
| Worst Day | -8.48% | -26.94% |
| Best Week | 21.02% | 43.67% |
| Worst Week | -8.35% | -51.66% |
| Best Month | 17.28% | 140.02% |
| Worst Month | -16.99% | -56.44% |
| Best Year | 119.13% | 921.46% |
| Worst Year | -15.55% | -88.85% |
| Avg. Up Day | 1.82% | 1.89% |
| Avg. Down Day | -1.14% | -1.8% |
| Avg. Up Week | 4.78% | 14.68% |
| Avg. Down Week | -2.21% | -9.94% |
| Avg. Up Month | 6.57% | 37.17% |
| Avg. Down Month | -3.7% | -25.33% |
| Win Days % | 37.88% | 50.15% |
| Win Month % | 63.41% | 52.38% |
| Win Week % | 47.46% | 47.51% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |