| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 174.63% | 50.01% |
| Max Drawdown | -51.73% | -87.25% |
| Sharpe | 2.56 | 1.34 |
| Sortino | 5.47 | 2.08 |
| Payoff Ratio | 3.43 | 0.73 |
| Profit Factor | 1.78 | 1.28 |
| Common Sense Ratio | 4.32 | 1.5 |
| CPC Index | 1.64 | 0.48 |
| Tail Ratio | 2.43 | 1.17 |
| Outlier Win Ratio | 5.83 | 3.42 |
| Outlier Loss Ratio | 23.33 | 3.35 |
| Volatility (ann.) | 64.49% | 203.32% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.77 | 0.17 |
| Skew | 2.23 | 0.49 |
| Kurtosis | 13.78 | 12.05 |
| Expected Daily % | 0.4% | 0.16% |
| Expected Monthly % | 2.93% | 1.17% |
| Expected Yearly % | 28.73% | 10.67% |
| Kelly Criterion | 5.53% | -14.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -16.76% |
| Expected Shortfall (cVaR) | -5.1% | -16.76% |
| Year | 12261763:SOLUSD | 12261763:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -82.86 | 65.32 | -0.79 | + |
| 2023 | 495.11 | 177.75 | 0.36 | - |
| 2024 | 130.44 | -34.79 | -0.27 | - |
| 2025 | -36.18 | -8.29 | 0.23 | + |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| MTD | 2.5% | -12.9% |
| 3M | -21.81% | -47.7% |
| 6M | -23.04% | -5.07% |
| YTD | -8.29% | -36.18% |
| 1Y | -42.72% | -18.24% |
| 3Y (ann.) | 40.21% | 14.52% |
| 5Y (ann.) | 39.83% | 14.4% |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Max Drawdown | -51.73% | -87.25% |
| Longest DD Days | 309.0 | 662.0 |
| Avg. Drawdown | -2.37% | -29.79% |
| Avg. Drawdown Days | 17.0 | 174.0 |
| Recovery Factor | 3.38 | 0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-07 | 2025-03-13 | -51.73 | 309 |
| 2023-08-02 | 2023-11-01 | -11.43 | 91 |
| 2024-01-31 | 2024-03-15 | -5.44 | 43 |
| 2022-05-27 | 2022-07-14 | -4.94 | 48 |
| 2023-05-03 | 2023-06-30 | -3.07 | 58 |
| 2022-07-27 | 2022-07-28 | -2.22 | 1 |
| 2022-04-21 | 2022-05-01 | -1.74 | 9 |
| 2023-04-20 | 2023-04-26 | -1.65 | 6 |
| 2022-04-11 | 2022-04-21 | -1.63 | 9 |
| 2023-12-04 | 2023-12-07 | -1.59 | 2 |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Best Day | 24.43% | 63.11% |
| Worst Day | -12.77% | -53.52% |
| Best Week | 24.21% | 75.83% |
| Worst Week | -15.01% | -53.41% |
| Best Month | 50.14% | 81.32% |
| Worst Month | -18.5% | -51.45% |
| Best Year | 177.75% | 495.11% |
| Worst Year | -34.79% | -82.86% |
| Avg. Up Day | 3.87% | 4.05% |
| Avg. Down Day | -1.13% | -5.56% |
| Avg. Up Week | 6.61% | 16.07% |
| Avg. Down Week | -3.15% | -10.56% |
| Avg. Up Month | 15.25% | 28.1% |
| Avg. Down Month | -5.66% | -19.57% |
| Win Days % | 26.88% | 51.79% |
| Win Month % | 54.29% | 57.14% |
| Win Week % | 48.86% | 54.55% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |