| Metric | 12216597:solusd:triple_med_gx:lsma95_20 | 12216597:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 369.88% | 47.26% |
| Max Drawdown | -23.39% | -93.44% |
| Sharpe | 0.69 | 0.32 |
| Sortino | 1.19 | 0.47 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 30.89 | 3.33 |
| Outlier Loss Ratio | 3.59 | 2.8 |
| Volatility (ann.) | 20.85% | 51.57% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.71 | 0.14 |
| Skew | 3.21 | 0.45 |
| Kurtosis | 50.33 | 10.88 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.05% | 1.0% |
| Expected Yearly % | 47.23% | 10.16% |
| Kelly Criterion | 7.61% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.4% |
| Expected Shortfall (cVaR) | -1.76% | -4.4% |
| Year | 12216597:SOLUSD | 12216597:solusd:triple_med_gx:lsma95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 61.65 | -0.69 | + |
| 2023 | 921.46 | 94.69 | 0.10 | - |
| 2024 | 85.41 | 32.83 | 0.38 | - |
| 2025 | -30.99 | 12.40 | -0.40 | + |
| Metric | 12216597:solusd:triple_med_gx:lsma95_20 | 12216597:SOLUSD |
|---|---|---|
| MTD | 0.24% | -12.01% |
| 3M | 7.79% | -32.99% |
| 6M | 26.52% | -8.8% |
| YTD | 12.4% | -30.99% |
| 1Y | 30.32% | -27.36% |
| 3Y (ann.) | 50.54% | 13.7% |
| 5Y (ann.) | 63.41% | 13.07% |
| Metric | 12216597:solusd:triple_med_gx:lsma95_20 | 12216597:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -93.44% |
| Longest DD Days | 222.0 | 703.0 |
| Avg. Drawdown | -6.64% | -12.61% |
| Avg. Drawdown Days | 23.0 | 40.0 |
| Recovery Factor | 15.81 | 0.51 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-22 | -23.39 | 19 |
| 2023-03-14 | 2023-10-23 | -22.44 | 222 |
| 2022-04-21 | 2022-07-30 | -21.76 | 100 |
| 2022-10-25 | 2022-11-23 | -17.43 | 29 |
| 2022-11-25 | 2023-01-03 | -17.07 | 39 |
| 2024-11-12 | 2025-01-18 | -13.78 | 67 |
| 2024-04-23 | 2024-07-20 | -13.26 | 87 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2022-09-27 | 2022-10-25 | -11.86 | 28 |
| 2022-07-30 | 2022-09-27 | -11.54 | 58 |
| Metric | 12216597:solusd:triple_med_gx:lsma95_20 | 12216597:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 34.1% | 43.67% |
| Worst Week | -13.41% | -51.66% |
| Best Month | 34.1% | 140.02% |
| Worst Month | -14.63% | -56.44% |
| Best Year | 94.69% | 921.46% |
| Worst Year | 12.4% | -88.73% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.5% | -1.6% |
| Avg. Up Week | 7.73% | 14.25% |
| Avg. Down Week | -4.42% | -6.4% |
| Avg. Up Month | 14.65% | 38.75% |
| Avg. Down Month | -6.53% | -22.89% |
| Win Days % | 47.3% | 50.19% |
| Win Month % | 59.46% | 51.28% |
| Win Week % | 52.44% | 46.75% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |