| Metric | 12216840:solusd:triple_med_gx:lsma50_20 | 12216840:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 267.92% | 74.85% |
| Max Drawdown | -21.24% | -93.44% |
| Sharpe | 0.73 | 0.33 |
| Sortino | 1.38 | 0.48 |
| Payoff Ratio | 1.51 | 1.37 |
| Profit Factor | 1.6 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 1.19 | 0.72 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 65.4 | 2.77 |
| Outlier Loss Ratio | 3.02 | 2.32 |
| Volatility (ann.) | 13.73% | 50.14% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.08 | 0.18 |
| Skew | 7.07 | 0.47 |
| Kurtosis | 172.32 | 11.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.0% | 1.28% |
| Expected Yearly % | 38.5% | 14.99% |
| Kelly Criterion | 15.26% | 13.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -4.27% |
| Expected Shortfall (cVaR) | -1.15% | -4.27% |
| Year | 12216840:SOLUSD | 12216840:solusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.26 | 50.97 | -0.56 | + |
| 2023 | 921.46 | 57.64 | 0.06 | - |
| 2024 | 85.41 | 28.72 | 0.34 | - |
| 2025 | 5.60 | 20.11 | 3.59 | + |
| Metric | 12216840:solusd:triple_med_gx:lsma50_20 | 12216840:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -16.75% | 26.39% |
| 6M | 10.06% | 38.87% |
| YTD | 20.11% | 5.6% |
| 1Y | 19.69% | 47.35% |
| 3Y (ann.) | 34.53% | 84.92% |
| 5Y (ann.) | 44.2% | 17.0% |
| Metric | 12216840:solusd:triple_med_gx:lsma50_20 | 12216840:SOLUSD |
|---|---|---|
| Max Drawdown | -21.24% | -93.44% |
| Longest DD Days | 118.0 | 703.0 |
| Avg. Drawdown | -4.45% | -15.44% |
| Avg. Drawdown Days | 28.0 | 61.0 |
| Recovery Factor | 12.61 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-09-01 | -21.24 | 100 |
| 2022-07-30 | 2022-09-06 | -12.69 | 37 |
| 2023-08-30 | 2023-10-20 | -12.11 | 51 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-03-16 | 2022-06-19 | -10.49 | 95 |
| 2025-03-03 | 2025-04-12 | -10.22 | 40 |
| 2022-09-06 | 2023-01-03 | -8.32 | 118 |
| 2023-04-30 | 2023-06-21 | -7.16 | 52 |
| 2022-02-26 | 2022-02-28 | -6.50 | 2 |
| 2024-11-08 | 2025-01-16 | -6.38 | 68 |
| Metric | 12216840:solusd:triple_med_gx:lsma50_20 | 12216840:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 20.76% | 43.67% |
| Worst Week | -11.82% | -51.66% |
| Best Month | 21.02% | 140.02% |
| Worst Month | -13.2% | -56.44% |
| Best Year | 57.64% | 921.46% |
| Worst Year | 20.11% | -91.26% |
| Avg. Up Day | 2.22% | 2.24% |
| Avg. Down Day | -1.47% | -1.64% |
| Avg. Up Week | 6.33% | 16.84% |
| Avg. Down Week | -2.86% | -6.07% |
| Avg. Up Month | 6.9% | 44.46% |
| Avg. Down Month | -5.73% | -15.81% |
| Win Days % | 49.0% | 50.14% |
| Win Month % | 68.57% | 50.0% |
| Win Week % | 59.62% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |