| Metric | 12215570:solusd:triple_med_gx:lsma70_15 | 12215570:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 299.7% | 43.01% |
| Max Drawdown | -23.39% | -93.44% |
| Sharpe | 0.67 | 0.3 |
| Sortino | 1.18 | 0.45 |
| Payoff Ratio | 1.38 | 1.31 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.9 | 0.69 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 45.55 | 3.08 |
| Outlier Loss Ratio | 3.28 | 2.64 |
| Volatility (ann.) | 17.26% | 50.67% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.13 | 0.12 |
| Skew | 4.49 | 0.47 |
| Kurtosis | 91.28 | 11.05 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.35% | 0.86% |
| Expected Yearly % | 41.39% | 9.36% |
| Kelly Criterion | 9.52% | 11.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.32% |
| Expected Shortfall (cVaR) | -1.45% | -4.32% |
| Year | 12215570:SOLUSD | 12215570:solusd:triple_med_gx:lsma70_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | 9.78 | -0.11 | + |
| 2023 | 921.46 | 90.80 | 0.10 | - |
| 2024 | 85.41 | 51.27 | 0.60 | - |
| 2025 | -20.42 | 26.14 | -1.28 | + |
| Metric | 12215570:solusd:triple_med_gx:lsma70_15 | 12215570:SOLUSD |
|---|---|---|
| MTD | 0.0% | -2.98% |
| 3M | 1.91% | 28.3% |
| 6M | 24.94% | -22.48% |
| YTD | 26.14% | -20.42% |
| 1Y | 41.87% | 6.8% |
| 3Y (ann.) | 57.38% | 65.07% |
| 5Y (ann.) | 49.92% | 11.02% |
| Metric | 12215570:solusd:triple_med_gx:lsma70_15 | 12215570:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -93.44% |
| Longest DD Days | 191.0 | 703.0 |
| Avg. Drawdown | -5.81% | -14.34% |
| Avg. Drawdown Days | 30.0 | 51.0 |
| Recovery Factor | 12.81 | 0.46 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-04 | -23.39 | 123 |
| 2022-07-08 | 2022-11-23 | -21.76 | 137 |
| 2022-03-19 | 2022-07-07 | -18.28 | 109 |
| 2025-01-19 | 2025-03-02 | -16.76 | 42 |
| 2022-12-14 | 2023-01-03 | -13.82 | 19 |
| 2022-02-01 | 2022-03-19 | -12.72 | 45 |
| 2023-04-11 | 2023-10-20 | -12.19 | 191 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-11-10 | 2025-01-18 | -10.19 | 68 |
| 2024-04-23 | 2024-06-27 | -7.77 | 64 |
| Metric | 12215570:solusd:triple_med_gx:lsma70_15 | 12215570:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 36.95% | 43.67% |
| Worst Week | -13.66% | -51.66% |
| Best Month | 36.95% | 140.02% |
| Worst Month | -13.66% | -56.44% |
| Best Year | 90.8% | 921.46% |
| Worst Year | 9.78% | -90.51% |
| Avg. Up Day | 2.14% | 2.16% |
| Avg. Down Day | -1.56% | -1.65% |
| Avg. Up Week | 9.11% | 16.58% |
| Avg. Down Week | -4.44% | -5.49% |
| Avg. Up Month | 11.55% | 43.85% |
| Avg. Down Month | -5.74% | -22.67% |
| Win Days % | 47.61% | 49.99% |
| Win Month % | 58.33% | 47.62% |
| Win Week % | 52.46% | 46.7% |
| Win Quarter % | 85.71% | 53.33% |
| Win Year % | 100.0% | 50.0% |