| Metric | 12214523:solusd:triple_med_gx:lsma80_10 | 12214523:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 368.07% | 43.01% |
| Max Drawdown | -23.41% | -93.44% |
| Sharpe | 0.7 | 0.3 |
| Sortino | 1.24 | 0.45 |
| Payoff Ratio | 1.46 | 1.41 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.92 | 0.74 |
| Tail Ratio | 1.54 | 1.02 |
| Outlier Win Ratio | 40.3 | 3.18 |
| Outlier Loss Ratio | 3.49 | 2.73 |
| Volatility (ann.) | 18.47% | 50.67% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.43 | 0.12 |
| Skew | 4.12 | 0.47 |
| Kurtosis | 73.79 | 11.05 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.74% | 0.86% |
| Expected Yearly % | 47.09% | 9.36% |
| Kelly Criterion | 9.17% | 14.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.32% |
| Expected Shortfall (cVaR) | -1.55% | -4.32% |
| Year | 12214523:SOLUSD | 12214523:solusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | 39.65 | -0.44 | + |
| 2023 | 921.46 | 92.27 | 0.10 | - |
| 2024 | 85.41 | 18.68 | 0.22 | - |
| 2025 | -20.42 | 46.88 | -2.30 | + |
| Metric | 12214523:solusd:triple_med_gx:lsma80_10 | 12214523:SOLUSD |
|---|---|---|
| MTD | -2.35% | -2.98% |
| 3M | 9.77% | 28.3% |
| 6M | 43.08% | -22.48% |
| YTD | 46.88% | -20.42% |
| 1Y | 45.83% | 6.8% |
| 3Y (ann.) | 56.44% | 65.07% |
| 5Y (ann.) | 57.0% | 11.02% |
| Metric | 12214523:solusd:triple_med_gx:lsma80_10 | 12214523:SOLUSD |
|---|---|---|
| Max Drawdown | -23.41% | -93.44% |
| Longest DD Days | 198.0 | 703.0 |
| Avg. Drawdown | -5.93% | -14.34% |
| Avg. Drawdown Days | 26.0 | 51.0 |
| Recovery Factor | 15.72 | 0.46 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-04 | -23.41 | 123 |
| 2022-05-18 | 2022-07-30 | -23.07 | 73 |
| 2023-04-30 | 2023-10-23 | -19.85 | 175 |
| 2022-09-24 | 2022-11-23 | -18.64 | 59 |
| 2024-12-18 | 2025-01-18 | -13.96 | 30 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2022-12-14 | 2023-01-03 | -12.49 | 19 |
| 2022-08-01 | 2022-09-04 | -11.77 | 33 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-04-23 | 2024-11-08 | -10.23 | 198 |
| Metric | 12214523:solusd:triple_med_gx:lsma80_10 | 12214523:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -13.86% | -51.66% |
| Best Month | 48.58% | 140.02% |
| Worst Month | -13.69% | -56.44% |
| Best Year | 92.27% | 921.46% |
| Worst Year | 18.68% | -90.51% |
| Avg. Up Day | 2.19% | 2.2% |
| Avg. Down Day | -1.5% | -1.56% |
| Avg. Up Week | 8.36% | 15.01% |
| Avg. Down Week | -5.54% | -6.02% |
| Avg. Up Month | 14.32% | 41.32% |
| Avg. Down Month | -5.46% | -20.44% |
| Win Days % | 46.13% | 49.99% |
| Win Month % | 59.46% | 47.62% |
| Win Week % | 57.14% | 46.7% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |