| Metric | 12214366:solusd:triple_med_gx:lsma25_10 | 12214366:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 134.88% | 64.86% |
| Max Drawdown | -15.92% | -93.44% |
| Sharpe | 0.55 | 0.32 |
| Sortino | 0.89 | 0.48 |
| Payoff Ratio | 1.26 | 1.15 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 66.14 | 2.75 |
| Outlier Loss Ratio | 3.82 | 2.42 |
| Volatility (ann.) | 12.45% | 50.72% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.74 | 0.17 |
| Skew | 2.18 | 0.44 |
| Kurtosis | 72.8 | 10.87 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.01% | 1.17% |
| Expected Yearly % | 23.8% | 13.31% |
| Kelly Criterion | 2.2% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -4.32% |
| Expected Shortfall (cVaR) | -1.05% | -4.32% |
| Year | 12214366:SOLUSD | 12214366:solusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.45 | 18.33 | -0.20 | + |
| 2023 | 921.46 | 61.29 | 0.07 | - |
| 2024 | 85.41 | 14.54 | 0.17 | - |
| 2025 | -8.87 | 7.45 | -0.84 | + |
| Metric | 12214366:solusd:triple_med_gx:lsma25_10 | 12214366:SOLUSD |
|---|---|---|
| MTD | -0.72% | 11.11% |
| 3M | 0.11% | 36.47% |
| 6M | 7.45% | -8.22% |
| YTD | 7.45% | -8.87% |
| 1Y | 11.04% | 7.09% |
| 3Y (ann.) | 35.72% | 63.14% |
| 5Y (ann.) | 27.77% | 15.43% |
| Metric | 12214366:solusd:triple_med_gx:lsma25_10 | 12214366:SOLUSD |
|---|---|---|
| Max Drawdown | -15.92% | -93.44% |
| Longest DD Days | 235.0 | 703.0 |
| Avg. Drawdown | -3.71% | -14.54% |
| Avg. Drawdown Days | 30.0 | 50.0 |
| Recovery Factor | 8.47 | 0.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-17 | -15.92 | 235 |
| 2022-02-23 | 2022-06-06 | -15.65 | 102 |
| 2022-06-06 | 2022-10-23 | -14.41 | 139 |
| 2024-05-04 | 2024-08-08 | -11.32 | 96 |
| 2023-12-15 | 2024-01-26 | -8.34 | 42 |
| 2024-08-09 | 2024-10-29 | -5.70 | 81 |
| 2023-01-02 | 2023-03-12 | -5.40 | 69 |
| 2023-11-01 | 2023-11-10 | -5.29 | 9 |
| 2024-02-09 | 2024-03-14 | -4.73 | 34 |
| 2023-05-23 | 2023-05-27 | -4.12 | 4 |
| Metric | 12214366:solusd:triple_med_gx:lsma25_10 | 12214366:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 11.24% | 43.67% |
| Worst Week | -8.73% | -51.66% |
| Best Month | 12.07% | 140.02% |
| Worst Month | -12.68% | -56.44% |
| Best Year | 61.29% | 921.46% |
| Worst Year | 7.45% | -90.45% |
| Avg. Up Day | 1.81% | 1.86% |
| Avg. Down Day | -1.44% | -1.61% |
| Avg. Up Week | 4.04% | 13.82% |
| Avg. Down Week | -2.71% | -6.98% |
| Avg. Up Month | 6.01% | 36.01% |
| Avg. Down Month | -3.25% | -24.47% |
| Win Days % | 45.39% | 50.12% |
| Win Month % | 64.29% | 51.16% |
| Win Week % | 53.26% | 47.03% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 50.0% |