| Metric | 12261744:solusd:triple_med_gx:lsma165_15 | 12261744:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 244.73% | 93.15% |
| Max Drawdown | -50.92% | -93.44% |
| Sharpe | 0.51 | 0.35 |
| Sortino | 0.81 | 0.51 |
| Payoff Ratio | 1.33 | 1.03 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.7 | 0.55 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 27.33 | 3.39 |
| Outlier Loss Ratio | 3.77 | 2.99 |
| Volatility (ann.) | 23.41% | 50.47% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.86 | 0.23 |
| Skew | 2.03 | 0.48 |
| Kurtosis | 43.95 | 11.33 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.99% | 1.58% |
| Expected Yearly % | 36.26% | 17.89% |
| Kelly Criterion | 2.12% | 1.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.3% |
| Expected Shortfall (cVaR) | -1.98% | -4.3% |
| Year | 12261744:SOLUSD | 12261744:solusd:triple_med_gx:lsma165_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 8.50 | -0.10 | + |
| 2023 | 921.46 | 152.58 | 0.17 | - |
| 2024 | 85.41 | -27.37 | -0.32 | - |
| 2025 | -8.87 | 73.20 | -8.26 | + |
| Metric | 12261744:solusd:triple_med_gx:lsma165_15 | 12261744:SOLUSD |
|---|---|---|
| MTD | 5.42% | 11.11% |
| 3M | 8.52% | 36.47% |
| 6M | 71.58% | -8.22% |
| YTD | 73.2% | -8.87% |
| 1Y | 39.54% | 7.09% |
| 3Y (ann.) | 45.59% | 63.14% |
| 5Y (ann.) | 43.99% | 21.4% |
| Metric | 12261744:solusd:triple_med_gx:lsma165_15 | 12261744:SOLUSD |
|---|---|---|
| Max Drawdown | -50.92% | -93.44% |
| Longest DD Days | 565.0 | 703.0 |
| Avg. Drawdown | -6.33% | -12.45% |
| Avg. Drawdown Days | 33.0 | 44.0 |
| Recovery Factor | 4.81 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-10-21 | -50.92 | 565 |
| 2024-02-13 | 2025-01-19 | -37.05 | 341 |
| 2025-01-19 | 2025-04-09 | -21.49 | 80 |
| 2025-05-14 | 2025-07-17 | -20.69 | 64 |
| 2024-01-25 | 2024-02-13 | -10.32 | 19 |
| 2023-12-15 | 2023-12-20 | -8.34 | 4 |
| 2023-12-12 | 2023-12-14 | -7.48 | 1 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2022-03-26 | 2022-03-29 | -6.18 | 2 |
| 2022-03-31 | 2022-04-01 | -5.19 | 1 |
| Metric | 12261744:solusd:triple_med_gx:lsma165_15 | 12261744:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -15.48% | -26.94% |
| Best Week | 40.02% | 43.67% |
| Worst Week | -33.25% | -51.66% |
| Best Month | 58.23% | 140.02% |
| Worst Month | -33.77% | -56.44% |
| Best Year | 152.58% | 921.46% |
| Worst Year | -27.37% | -88.81% |
| Avg. Up Day | 2.09% | 2.11% |
| Avg. Down Day | -1.57% | -2.05% |
| Avg. Up Week | 8.45% | 14.07% |
| Avg. Down Week | -6.05% | -9.96% |
| Avg. Up Month | 16.73% | 27.23% |
| Avg. Down Month | -9.61% | -21.91% |
| Win Days % | 44.15% | 50.16% |
| Win Month % | 58.33% | 52.38% |
| Win Week % | 58.89% | 47.51% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 50.0% |