| Metric | 12214505:solusd:triple_med_gx:lsma80_10 | 12214505:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 443.68% | 61.02% |
| Max Drawdown | -23.39% | -93.44% |
| Sharpe | 0.74 | 0.32 |
| Sortino | 1.3 | 0.47 |
| Payoff Ratio | 1.44 | 1.39 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.91 | 0.73 |
| Tail Ratio | 1.53 | 1.02 |
| Outlier Win Ratio | 37.23 | 3.22 |
| Outlier Loss Ratio | 3.46 | 2.76 |
| Volatility (ann.) | 19.26% | 50.71% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.73 | 0.16 |
| Skew | 3.84 | 0.47 |
| Kurtosis | 64.97 | 11.0 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.02% | 1.11% |
| Expected Yearly % | 52.7% | 12.65% |
| Kelly Criterion | 9.29% | 13.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.32% |
| Expected Shortfall (cVaR) | -1.62% | -4.32% |
| Year | 12214505:SOLUSD | 12214505:solusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.32 | 38.88 | -0.44 | + |
| 2023 | 921.46 | 92.09 | 0.10 | - |
| 2024 | 85.41 | 27.21 | 0.32 | - |
| 2025 | -20.42 | 60.20 | -2.95 | + |
| Metric | 12214505:solusd:triple_med_gx:lsma80_10 | 12214505:SOLUSD |
|---|---|---|
| MTD | -2.35% | -2.98% |
| 3M | 21.96% | 28.3% |
| 6M | 56.33% | -22.48% |
| YTD | 60.2% | -20.42% |
| 1Y | 65.74% | 6.8% |
| 3Y (ann.) | 60.43% | 65.07% |
| 5Y (ann.) | 63.95% | 14.92% |
| Metric | 12214505:solusd:triple_med_gx:lsma80_10 | 12214505:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -93.44% |
| Longest DD Days | 221.0 | 703.0 |
| Avg. Drawdown | -6.62% | -13.89% |
| Avg. Drawdown Days | 28.0 | 49.0 |
| Recovery Factor | 18.97 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-09 | -23.39 | 98 |
| 2022-03-19 | 2022-07-29 | -23.26 | 131 |
| 2022-08-09 | 2022-11-23 | -22.80 | 106 |
| 2023-04-30 | 2023-12-08 | -21.82 | 221 |
| 2024-12-12 | 2025-01-18 | -17.01 | 36 |
| 2025-06-11 | 2025-07-04 | -12.88 | 23 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2022-12-14 | 2023-01-03 | -12.49 | 19 |
| 2023-03-14 | 2023-04-30 | -11.71 | 46 |
| 2025-01-19 | 2025-03-02 | -10.57 | 42 |
| Metric | 12214505:solusd:triple_med_gx:lsma80_10 | 12214505:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 36.53% | 43.67% |
| Worst Week | -14.75% | -51.66% |
| Best Month | 36.53% | 140.02% |
| Worst Month | -16.75% | -56.44% |
| Best Year | 92.09% | 921.46% |
| Worst Year | 27.21% | -89.32% |
| Avg. Up Day | 2.2% | 2.21% |
| Avg. Down Day | -1.53% | -1.6% |
| Avg. Up Week | 8.22% | 15.23% |
| Avg. Down Week | -5.25% | -6.28% |
| Avg. Up Month | 13.5% | 35.08% |
| Avg. Down Month | -7.53% | -22.2% |
| Win Days % | 46.49% | 50.02% |
| Win Month % | 67.5% | 51.16% |
| Win Week % | 61.11% | 46.7% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 100.0% | 50.0% |