| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 517.74% | 31.11% |
| Max Drawdown | -40.18% | -93.44% |
| Sharpe | 0.73 | 0.28 |
| Sortino | 1.24 | 0.42 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 2.32 | 1.04 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.74 | 0.99 |
| Outlier Win Ratio | 36.16 | 3.21 |
| Outlier Loss Ratio | 3.6 | 2.75 |
| Volatility (ann.) | 18.46% | 49.7% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.49 | 0.08 |
| Skew | 3.27 | 0.43 |
| Kurtosis | 60.75 | 10.73 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.87% | 0.57% |
| Expected Yearly % | 57.65% | 7.01% |
| Kelly Criterion | 8.03% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.24% |
| Expected Shortfall (cVaR) | -1.55% | -4.24% |
| Year | 12214380:SOLUSD | 12214380:solusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.45 | -25.78 | 0.28 | + |
| 2023 | 921.46 | 111.11 | 0.12 | - |
| 2024 | 85.41 | 100.23 | 1.17 | + |
| 2025 | -27.52 | 96.89 | -3.52 | + |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| MTD | -0.94% | 2.49% |
| 3M | 1.3% | -36.97% |
| 6M | 3.68% | -17.14% |
| YTD | 96.89% | -27.52% |
| 1Y | 77.65% | -36.85% |
| 3Y (ann.) | 102.4% | 115.85% |
| 5Y (ann.) | 59.79% | 7.22% |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Max Drawdown | -40.18% | -93.44% |
| Longest DD Days | 514.0 | 703.0 |
| Avg. Drawdown | -4.69% | -14.54% |
| Avg. Drawdown Days | 21.0 | 56.0 |
| Recovery Factor | 12.89 | 0.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-10-01 | -40.18 | 514 |
| 2025-10-21 | 2025-12-10 | -21.41 | 49 |
| 2024-11-08 | 2025-01-18 | -19.78 | 71 |
| 2025-03-03 | 2025-05-23 | -15.19 | 81 |
| 2023-12-22 | 2024-02-10 | -13.75 | 49 |
| 2025-08-24 | 2025-09-12 | -13.72 | 18 |
| 2024-08-09 | 2024-08-24 | -13.22 | 15 |
| 2024-06-05 | 2024-08-08 | -11.55 | 63 |
| 2022-02-23 | 2022-03-16 | -9.41 | 21 |
| 2024-02-10 | 2024-02-28 | -6.96 | 18 |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -16.84% | -51.66% |
| Best Month | 38.31% | 140.02% |
| Worst Month | -15.9% | -56.44% |
| Best Year | 111.11% | 921.46% |
| Worst Year | -25.78% | -90.45% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.48% | -1.57% |
| Avg. Up Week | 7.25% | 13.29% |
| Avg. Down Week | -4.28% | -6.88% |
| Avg. Up Month | 11.16% | 32.71% |
| Avg. Down Month | -7.2% | -23.49% |
| Win Days % | 48.05% | 50.13% |
| Win Month % | 65.96% | 52.08% |
| Win Week % | 54.55% | 47.09% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 50.0% |