| Metric | 12214321:solusd:triple_med_gx:lsma45_10 | 12214321:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 108.58% | 25.02% |
| Max Drawdown | -47.5% | -93.54% |
| Sharpe | 0.37 | 0.28 |
| Sortino | 0.63 | 0.42 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.67 | 0.67 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 41.39 | 3.16 |
| Outlier Loss Ratio | 3.79 | 2.8 |
| Volatility (ann.) | 18.57% | 50.83% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.49 | 0.07 |
| Skew | 3.79 | 0.43 |
| Kurtosis | 71.38 | 10.78 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.72% | 0.52% |
| Expected Yearly % | 20.18% | 5.74% |
| Kelly Criterion | 0.06% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.34% |
| Expected Shortfall (cVaR) | -1.58% | -4.34% |
| Year | 12214321:SOLUSD | 12214321:solusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.76 | -25.89 | 0.28 | + |
| 2023 | 921.46 | 178.70 | 0.19 | - |
| 2024 | 85.41 | -15.21 | -0.18 | - |
| 2025 | -8.87 | 19.11 | -2.16 | + |
| Metric | 12214321:solusd:triple_med_gx:lsma45_10 | 12214321:SOLUSD |
|---|---|---|
| MTD | 3.23% | 11.11% |
| 3M | 5.98% | 36.47% |
| 6M | 19.11% | -8.22% |
| YTD | 19.11% | -8.87% |
| 1Y | 11.16% | 7.09% |
| 3Y (ann.) | 23.06% | 63.14% |
| 5Y (ann.) | 23.42% | 6.6% |
| Metric | 12214321:solusd:triple_med_gx:lsma45_10 | 12214321:SOLUSD |
|---|---|---|
| Max Drawdown | -47.5% | -93.54% |
| Longest DD Days | 477.0 | 778.0 |
| Avg. Drawdown | -7.75% | -16.6% |
| Avg. Drawdown Days | 56.0 | 74.0 |
| Recovery Factor | 2.29 | 0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-11-01 | -47.50 | 458 |
| 2024-03-26 | 2025-07-17 | -28.97 | 477 |
| 2022-01-29 | 2022-07-06 | -23.69 | 158 |
| 2024-01-09 | 2024-01-28 | -9.31 | 18 |
| 2022-01-26 | 2022-01-29 | -7.82 | 2 |
| 2023-11-01 | 2023-11-10 | -7.34 | 8 |
| 2023-11-29 | 2023-12-21 | -5.47 | 21 |
| 2022-07-29 | 2022-07-30 | -4.49 | 1 |
| 2024-02-27 | 2024-02-28 | -3.88 | 1 |
| 2022-07-17 | 2022-07-18 | -3.83 | 0 |
| Metric | 12214321:solusd:triple_med_gx:lsma45_10 | 12214321:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -13.95% | -51.66% |
| Best Month | 52.88% | 140.02% |
| Worst Month | -21.22% | -56.44% |
| Best Year | 178.7% | 921.46% |
| Worst Year | -25.89% | -92.76% |
| Avg. Up Day | 2.06% | 2.07% |
| Avg. Down Day | -1.53% | -1.63% |
| Avg. Up Week | 6.66% | 13.84% |
| Avg. Down Week | -4.82% | -8.97% |
| Avg. Up Month | 11.5% | 38.15% |
| Avg. Down Month | -7.15% | -25.95% |
| Win Days % | 42.7% | 50.09% |
| Win Month % | 55.81% | 51.16% |
| Win Week % | 51.75% | 46.77% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 50.0% | 50.0% |