| Metric | 12261762:solusd:triple_med_gx:lsma35_15 | 12261762:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 136.34% | 92.46% |
| Max Drawdown | -49.58% | -93.44% |
| Sharpe | 0.54 | 0.35 |
| Sortino | 0.91 | 0.51 |
| Payoff Ratio | 1.56 | 1.03 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 0.22 | 1.08 |
| CPC Index | 0.81 | 0.55 |
| Tail Ratio | 0.17 | 1.02 |
| Outlier Win Ratio | 55.16 | 2.93 |
| Outlier Loss Ratio | 4.68 | 2.49 |
| Volatility (ann.) | 13.44% | 50.42% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.58 | 0.23 |
| Skew | 3.38 | 0.49 |
| Kurtosis | 76.04 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.07% | 1.57% |
| Expected Yearly % | 23.99% | 17.78% |
| Kelly Criterion | 2.17% | 1.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.29% |
| Expected Shortfall (cVaR) | -1.14% | -4.29% |
| Year | 12261762:SOLUSD | 12261762:solusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 34.25 | -0.39 | + |
| 2023 | 921.46 | 189.00 | 0.21 | - |
| 2024 | 85.41 | -28.46 | -0.33 | - |
| 2025 | -8.87 | -14.85 | 1.68 | - |
| Metric | 12261762:solusd:triple_med_gx:lsma35_15 | 12261762:SOLUSD |
|---|---|---|
| MTD | -1.07% | 11.11% |
| 3M | -3.61% | 36.47% |
| 6M | -9.94% | -8.22% |
| YTD | -14.85% | -8.87% |
| 1Y | -39.99% | 7.09% |
| 3Y (ann.) | 23.91% | 63.14% |
| 5Y (ann.) | 28.86% | 21.29% |
| Metric | 12261762:solusd:triple_med_gx:lsma35_15 | 12261762:SOLUSD |
|---|---|---|
| Max Drawdown | -49.58% | -93.44% |
| Longest DD Days | 435.0 | 703.0 |
| Avg. Drawdown | -3.67% | -12.56% |
| Avg. Drawdown Days | 24.0 | 45.0 |
| Recovery Factor | 2.75 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-07 | 2025-07-17 | -49.58 | 435 |
| 2023-03-07 | 2023-04-27 | -11.24 | 50 |
| 2023-08-02 | 2023-11-01 | -10.52 | 91 |
| 2022-06-12 | 2022-08-11 | -10.04 | 59 |
| 2022-03-09 | 2022-04-18 | -9.56 | 39 |
| 2024-01-31 | 2024-03-14 | -8.67 | 42 |
| 2022-08-31 | 2022-11-16 | -6.56 | 76 |
| 2023-05-24 | 2023-06-30 | -5.13 | 37 |
| 2024-01-10 | 2024-01-23 | -4.61 | 13 |
| 2022-04-20 | 2022-05-01 | -4.51 | 10 |
| Metric | 12261762:solusd:triple_med_gx:lsma35_15 | 12261762:SOLUSD |
|---|---|---|
| Best Day | 12.85% | 30.09% |
| Worst Day | -8.48% | -26.94% |
| Best Week | 21.02% | 43.67% |
| Worst Week | -9.22% | -51.66% |
| Best Month | 33.09% | 140.02% |
| Worst Month | -18.76% | -56.44% |
| Best Year | 189.0% | 921.46% |
| Worst Year | -28.46% | -88.85% |
| Avg. Up Day | 1.76% | 1.82% |
| Avg. Down Day | -1.13% | -1.76% |
| Avg. Up Week | 6.87% | 17.75% |
| Avg. Down Week | -3.13% | -9.02% |
| Avg. Up Month | 12.26% | 48.05% |
| Avg. Down Month | -5.1% | -16.25% |
| Win Days % | 40.36% | 50.15% |
| Win Month % | 56.1% | 52.38% |
| Win Week % | 50.94% | 47.51% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |