| Metric | 12261845:solusd:triple_med_gx:lsma40_15 | 12261845:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 111.79% | 89.41% |
| Max Drawdown | -46.43% | -93.44% |
| Sharpe | 0.47 | 0.34 |
| Sortino | 0.76 | 0.51 |
| Payoff Ratio | 1.52 | 1.01 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 0.03 | 1.08 |
| CPC Index | 0.75 | 0.53 |
| Tail Ratio | 0.02 | 1.02 |
| Outlier Win Ratio | 53.29 | 2.96 |
| Outlier Loss Ratio | 4.46 | 2.56 |
| Volatility (ann.) | 14.02% | 50.45% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.53 | 0.22 |
| Skew | 2.31 | 0.49 |
| Kurtosis | 66.4 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.8% | 1.53% |
| Expected Yearly % | 20.64% | 17.31% |
| Kelly Criterion | 0.6% | 0.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.3% |
| Expected Shortfall (cVaR) | -1.19% | -4.3% |
| Year | 12261845:SOLUSD | 12261845:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 34.54 | -0.39 | + |
| 2023 | 921.46 | 128.30 | 0.14 | - |
| 2024 | 85.41 | -15.61 | -0.18 | - |
| 2025 | -8.87 | -18.30 | 2.06 | - |
| Metric | 12261845:solusd:triple_med_gx:lsma40_15 | 12261845:SOLUSD |
|---|---|---|
| MTD | -3.34% | 11.11% |
| 3M | -8.79% | 36.47% |
| 6M | -16.88% | -8.22% |
| YTD | -18.3% | -8.87% |
| 1Y | -34.59% | 7.09% |
| 3Y (ann.) | 23.61% | 63.14% |
| 5Y (ann.) | 24.83% | 20.78% |
| Metric | 12261845:solusd:triple_med_gx:lsma40_15 | 12261845:SOLUSD |
|---|---|---|
| Max Drawdown | -46.43% | -93.44% |
| Longest DD Days | 489.0 | 703.0 |
| Avg. Drawdown | -3.93% | -12.91% |
| Avg. Drawdown Days | 28.0 | 47.0 |
| Recovery Factor | 2.41 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-17 | -46.43 | 489 |
| 2022-06-12 | 2022-08-12 | -20.54 | 61 |
| 2022-10-22 | 2023-05-05 | -11.45 | 195 |
| 2024-01-31 | 2024-03-14 | -8.47 | 42 |
| 2023-11-01 | 2023-11-10 | -8.13 | 8 |
| 2022-04-20 | 2022-06-12 | -6.61 | 53 |
| 2023-08-02 | 2023-08-29 | -6.51 | 27 |
| 2023-05-24 | 2023-06-30 | -5.74 | 37 |
| 2022-08-19 | 2022-10-13 | -5.58 | 55 |
| 2024-03-14 | 2024-03-14 | -3.77 | 0 |
| Metric | 12261845:solusd:triple_med_gx:lsma40_15 | 12261845:SOLUSD |
|---|---|---|
| Best Day | 13.05% | 30.09% |
| Worst Day | -9.28% | -26.94% |
| Best Week | 24.21% | 43.67% |
| Worst Week | -15.01% | -51.66% |
| Best Month | 42.95% | 140.02% |
| Worst Month | -16.46% | -56.44% |
| Best Year | 128.3% | 921.46% |
| Worst Year | -18.3% | -89.03% |
| Avg. Up Day | 1.85% | 1.91% |
| Avg. Down Day | -1.22% | -1.89% |
| Avg. Up Week | 6.47% | 14.68% |
| Avg. Down Week | -3.8% | -9.48% |
| Avg. Up Month | 10.2% | 32.04% |
| Avg. Down Month | -8.8% | -17.14% |
| Win Days % | 40.03% | 50.17% |
| Win Month % | 61.54% | 52.38% |
| Win Week % | 51.0% | 47.22% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |