| Metric | 12214346:solusd:triple_med_gx:lsma65_10 | 12214346:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 403.14% | 25.02% |
| Max Drawdown | -47.55% | -93.54% |
| Sharpe | 0.64 | 0.28 |
| Sortino | 1.08 | 0.42 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 29.34 | 3.41 |
| Outlier Loss Ratio | 3.76 | 2.87 |
| Volatility (ann.) | 21.7% | 50.83% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.24 | 0.07 |
| Skew | 2.72 | 0.43 |
| Kurtosis | 42.5 | 10.78 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.83% | 0.52% |
| Expected Yearly % | 49.77% | 5.74% |
| Kelly Criterion | 3.93% | 10.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.34% |
| Expected Shortfall (cVaR) | -1.83% | -4.34% |
| Year | 12214346:SOLUSD | 12214346:solusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.76 | -34.60 | 0.37 | + |
| 2023 | 921.46 | 252.10 | 0.27 | - |
| 2024 | 85.41 | 58.73 | 0.69 | - |
| 2025 | -8.87 | 37.65 | -4.25 | + |
| Metric | 12214346:solusd:triple_med_gx:lsma65_10 | 12214346:SOLUSD |
|---|---|---|
| MTD | 3.34% | 11.11% |
| 3M | 5.4% | 36.47% |
| 6M | 37.65% | -8.22% |
| YTD | 37.65% | -8.87% |
| 1Y | 52.31% | 7.09% |
| 3Y (ann.) | 69.41% | 63.14% |
| 5Y (ann.) | 58.81% | 6.6% |
| Metric | 12214346:solusd:triple_med_gx:lsma65_10 | 12214346:SOLUSD |
|---|---|---|
| Max Drawdown | -47.55% | -93.54% |
| Longest DD Days | 359.0 | 778.0 |
| Avg. Drawdown | -8.0% | -16.6% |
| Avg. Drawdown Days | 34.0 | 74.0 |
| Recovery Factor | 8.48 | 0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-07-14 | -47.55 | 359 |
| 2025-03-03 | 2025-07-17 | -28.66 | 136 |
| 2022-05-16 | 2022-07-18 | -28.30 | 63 |
| 2024-03-16 | 2024-05-20 | -24.94 | 64 |
| 2024-06-05 | 2025-01-17 | -24.81 | 226 |
| 2022-02-16 | 2022-05-15 | -16.18 | 88 |
| 2023-07-15 | 2023-10-01 | -14.12 | 77 |
| 2023-11-01 | 2023-12-08 | -10.60 | 37 |
| 2023-12-15 | 2023-12-21 | -9.69 | 6 |
| 2025-02-09 | 2025-03-02 | -9.27 | 21 |
| Metric | 12214346:solusd:triple_med_gx:lsma65_10 | 12214346:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -16.99% | -51.66% |
| Best Month | 44.01% | 140.02% |
| Worst Month | -17.98% | -56.44% |
| Best Year | 252.1% | 921.46% |
| Worst Year | -34.6% | -92.76% |
| Avg. Up Day | 2.03% | 2.05% |
| Avg. Down Day | -1.54% | -1.63% |
| Avg. Up Week | 7.66% | 13.23% |
| Avg. Down Week | -4.78% | -7.47% |
| Avg. Up Month | 13.72% | 35.11% |
| Avg. Down Month | -7.8% | -23.5% |
| Win Days % | 45.42% | 50.09% |
| Win Month % | 65.12% | 51.16% |
| Win Week % | 54.26% | 46.77% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |