| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 216.44% | 74.85% |
| Max Drawdown | -25.25% | -93.44% |
| Sharpe | 0.67 | 0.33 |
| Sortino | 1.27 | 0.48 |
| Payoff Ratio | 1.58 | 1.38 |
| Profit Factor | 1.55 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 1.15 | 0.73 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 68.56 | 2.73 |
| Outlier Loss Ratio | 3.19 | 2.33 |
| Volatility (ann.) | 13.47% | 50.14% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.51 | 0.18 |
| Skew | 7.49 | 0.47 |
| Kurtosis | 184.56 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.65% | 1.28% |
| Expected Yearly % | 33.37% | 14.99% |
| Kelly Criterion | 13.35% | 14.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.27% |
| Expected Shortfall (cVaR) | -1.14% | -4.27% |
| Year | 12216842:SOLUSD | 12216842:solusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.26 | 79.92 | -0.88 | + |
| 2023 | 921.46 | 30.31 | 0.03 | - |
| 2024 | 85.41 | 28.99 | 0.34 | - |
| 2025 | 5.60 | 4.63 | 0.83 | - |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -18.36% | 26.39% |
| 6M | -2.27% | 38.87% |
| YTD | 4.63% | 5.6% |
| 1Y | 2.96% | 47.35% |
| 3Y (ann.) | 22.39% | 84.92% |
| 5Y (ann.) | 38.22% | 17.0% |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Max Drawdown | -25.25% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -4.77% | -15.44% |
| Avg. Drawdown Days | 31.0 | 61.0 |
| Recovery Factor | 8.57 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-09-01 | -25.25 | 141 |
| 2023-03-14 | 2024-03-01 | -19.64 | 352 |
| 2025-03-03 | 2025-04-12 | -10.22 | 40 |
| 2022-06-19 | 2022-06-19 | -8.56 | 0 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2024-11-08 | 2025-01-16 | -7.52 | 69 |
| 2022-05-18 | 2022-06-18 | -7.33 | 31 |
| 2022-02-26 | 2022-02-28 | -6.50 | 2 |
| 2022-07-30 | 2022-08-12 | -6.40 | 13 |
| 2022-06-20 | 2022-06-20 | -5.36 | 0 |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 21.18% | 43.67% |
| Worst Week | -11.82% | -51.66% |
| Best Month | 21.18% | 140.02% |
| Worst Month | -16.02% | -56.44% |
| Best Year | 79.92% | 921.46% |
| Worst Year | 4.63% | -91.26% |
| Avg. Up Day | 2.23% | 2.25% |
| Avg. Down Day | -1.41% | -1.63% |
| Avg. Up Week | 5.95% | 15.42% |
| Avg. Down Week | -2.63% | -5.83% |
| Avg. Up Month | 7.69% | 45.81% |
| Avg. Down Month | -4.82% | -14.91% |
| Win Days % | 46.94% | 50.14% |
| Win Month % | 61.11% | 50.0% |
| Win Week % | 54.39% | 47.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |