| Metric | 12261803:solusd:triple_med_gx:lsma35_15 | 12261803:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 102.82% | 88.11% |
| Max Drawdown | -49.83% | -93.44% |
| Sharpe | 0.46 | 0.34 |
| Sortino | 0.75 | 0.51 |
| Payoff Ratio | 1.53 | 1.04 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 0.24 | 1.08 |
| CPC Index | 0.75 | 0.55 |
| Tail Ratio | 0.19 | 1.02 |
| Outlier Win Ratio | 54.75 | 2.95 |
| Outlier Loss Ratio | 4.6 | 2.53 |
| Volatility (ann.) | 13.39% | 50.44% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.47 | 0.22 |
| Skew | 2.73 | 0.49 |
| Kurtosis | 65.6 | 11.39 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.7% | 1.52% |
| Expected Yearly % | 19.34% | 17.11% |
| Kelly Criterion | 0.3% | 2.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.3% |
| Expected Shortfall (cVaR) | -1.14% | -4.3% |
| Year | 12261803:SOLUSD | 12261803:solusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 43.52 | -0.49 | + |
| 2023 | 921.46 | 140.39 | 0.15 | - |
| 2024 | 85.41 | -31.74 | -0.37 | - |
| 2025 | -8.87 | -13.88 | 1.57 | - |
| Metric | 12261803:solusd:triple_med_gx:lsma35_15 | 12261803:SOLUSD |
|---|---|---|
| MTD | -1.07% | 11.11% |
| 3M | -4.28% | 36.47% |
| 6M | -10.37% | -8.22% |
| YTD | -13.88% | -8.87% |
| 1Y | -39.88% | 7.09% |
| 3Y (ann.) | 13.65% | 63.14% |
| 5Y (ann.) | 23.2% | 20.49% |
| Metric | 12261803:solusd:triple_med_gx:lsma35_15 | 12261803:SOLUSD |
|---|---|---|
| Max Drawdown | -49.83% | -93.44% |
| Longest DD Days | 435.0 | 703.0 |
| Avg. Drawdown | -4.0% | -12.93% |
| Avg. Drawdown Days | 27.0 | 47.0 |
| Recovery Factor | 2.06 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-07 | 2025-07-17 | -49.83 | 435 |
| 2023-02-15 | 2023-05-23 | -14.56 | 96 |
| 2022-06-12 | 2022-08-11 | -13.96 | 59 |
| 2023-08-02 | 2023-10-31 | -11.32 | 90 |
| 2024-01-31 | 2024-03-14 | -10.62 | 42 |
| 2022-08-11 | 2023-02-14 | -8.85 | 187 |
| 2023-05-24 | 2023-06-30 | -5.28 | 37 |
| 2024-01-10 | 2024-01-24 | -5.12 | 14 |
| 2022-04-20 | 2022-05-01 | -4.43 | 10 |
| 2024-03-14 | 2024-03-14 | -3.77 | 0 |
| Metric | 12261803:solusd:triple_med_gx:lsma35_15 | 12261803: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 | 140.39% | 921.46% |
| Worst Year | -31.74% | -89.1% |
| Avg. Up Day | 1.78% | 1.84% |
| Avg. Down Day | -1.17% | -1.78% |
| Avg. Up Week | 6.98% | 15.67% |
| Avg. Down Week | -3.01% | -9.48% |
| Avg. Up Month | 14.44% | 37.54% |
| Avg. Down Month | -5.2% | -18.54% |
| Win Days % | 39.74% | 50.14% |
| Win Month % | 48.78% | 52.38% |
| Win Week % | 45.28% | 47.22% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |