| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 111.31% | 53.46% |
| Max Drawdown | -64.81% | -93.44% |
| Sharpe | 0.42 | 0.3 |
| Sortino | 0.71 | 0.45 |
| Payoff Ratio | 1.57 | 1.05 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 0.01 | 1.05 |
| CPC Index | 0.74 | 0.55 |
| Tail Ratio | 0.01 | 1.0 |
| Outlier Win Ratio | 52.23 | 2.94 |
| Outlier Loss Ratio | 4.53 | 2.5 |
| Volatility (ann.) | 13.97% | 49.41% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.34 | 0.13 |
| Skew | 3.18 | 0.47 |
| Kurtosis | 69.48 | 11.21 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.6% | 0.92% |
| Expected Yearly % | 20.57% | 11.3% |
| Kelly Criterion | -0.37% | 2.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.21% |
| Expected Shortfall (cVaR) | -1.19% | -4.21% |
| Year | 12261763:SOLUSD | 12261763:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 65.02 | -0.73 | + |
| 2023 | 921.46 | 177.75 | 0.19 | - |
| 2024 | 85.41 | -36.36 | -0.43 | - |
| 2025 | -27.33 | -27.55 | 1.01 | - |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| MTD | 7.09% | 2.76% |
| 3M | -14.3% | -36.8% |
| 6M | -22.45% | -14.9% |
| YTD | -27.55% | -27.33% |
| 1Y | -39.73% | -36.69% |
| 3Y (ann.) | 8.9% | 116.03% |
| 5Y (ann.) | 21.81% | 11.96% |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Max Drawdown | -64.81% | -93.44% |
| Longest DD Days | 635.0 | 703.0 |
| Avg. Drawdown | -3.62% | -12.56% |
| Avg. Drawdown Days | 25.0 | 51.0 |
| Recovery Factor | 1.72 | 0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-12-10 | -64.81 | 635 |
| 2023-08-02 | 2023-11-01 | -12.84 | 91 |
| 2022-03-09 | 2022-03-23 | -8.79 | 14 |
| 2022-06-12 | 2022-07-28 | -8.64 | 45 |
| 2024-01-31 | 2024-03-14 | -8.47 | 42 |
| 2023-11-01 | 2023-11-10 | -8.13 | 8 |
| 2022-04-20 | 2022-06-12 | -6.00 | 53 |
| 2023-05-24 | 2023-06-30 | -5.49 | 37 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| 2022-08-31 | 2022-10-12 | -4.32 | 41 |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Best Day | 13.05% | 30.09% |
| Worst Day | -8.48% | -26.94% |
| Best Week | 24.21% | 43.67% |
| Worst Week | -15.01% | -51.66% |
| Best Month | 42.95% | 140.02% |
| Worst Month | -18.5% | -56.44% |
| Best Year | 177.75% | 921.46% |
| Worst Year | -36.36% | -88.85% |
| Avg. Up Day | 1.83% | 1.89% |
| Avg. Down Day | -1.16% | -1.8% |
| Avg. Up Week | 6.58% | 15.28% |
| Avg. Down Week | -3.3% | -9.54% |
| Avg. Up Month | 10.28% | 38.62% |
| Avg. Down Month | -6.81% | -18.09% |
| Win Days % | 38.63% | 50.17% |
| Win Month % | 56.82% | 53.19% |
| Win Week % | 46.9% | 47.52% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 50.0% | 50.0% |