| Metric | 12223746:solusd:triple_med_gx:lsma185_50 | 12223746:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 119.06% | 67.43% |
| Max Drawdown | -46.91% | -93.44% |
| Sharpe | 0.36 | 0.33 |
| Sortino | 0.57 | 0.48 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 24.56 | 3.21 |
| Outlier Loss Ratio | 3.71 | 3.09 |
| Volatility (ann.) | 24.02% | 50.49% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.55 | 0.17 |
| Skew | 3.91 | 0.48 |
| Kurtosis | 93.44 | 11.24 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.88% | 1.23% |
| Expected Yearly % | 21.66% | 13.75% |
| Kelly Criterion | 2.05% | 4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.3% |
| Expected Shortfall (cVaR) | -2.04% | -4.3% |
| Year | 12223746:SOLUSD | 12223746:solusd:triple_med_gx:lsma185_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.30 | -20.48 | 0.23 | + |
| 2023 | 921.46 | 214.41 | 0.23 | - |
| 2024 | 85.41 | 14.04 | 0.16 | - |
| 2025 | -8.87 | -23.17 | 2.61 | - |
| Metric | 12223746:solusd:triple_med_gx:lsma185_50 | 12223746:SOLUSD |
|---|---|---|
| MTD | 5.41% | 11.11% |
| 3M | 20.7% | 36.47% |
| 6M | -12.02% | -8.22% |
| YTD | -23.17% | -8.87% |
| 1Y | -11.61% | 7.09% |
| 3Y (ann.) | 37.72% | 63.14% |
| 5Y (ann.) | 25.8% | 16.28% |
| Metric | 12223746:solusd:triple_med_gx:lsma185_50 | 12223746:SOLUSD |
|---|---|---|
| Max Drawdown | -46.91% | -93.44% |
| Longest DD Days | 608.0 | 703.0 |
| Avg. Drawdown | -7.22% | -13.91% |
| Avg. Drawdown Days | 48.0 | 49.0 |
| Recovery Factor | 2.54 | 0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-01-14 | -46.91 | 283 |
| 2023-11-16 | 2025-07-17 | -45.00 | 608 |
| 2023-01-21 | 2023-07-06 | -20.08 | 166 |
| 2022-02-23 | 2022-03-24 | -12.20 | 28 |
| 2023-01-18 | 2023-01-20 | -11.49 | 2 |
| 2023-07-20 | 2023-10-30 | -10.16 | 101 |
| 2023-07-18 | 2023-07-20 | -6.71 | 2 |
| 2023-11-05 | 2023-11-07 | -6.32 | 2 |
| 2022-02-19 | 2022-02-21 | -6.23 | 2 |
| 2023-11-09 | 2023-11-14 | -4.35 | 5 |
| Metric | 12223746:solusd:triple_med_gx:lsma185_50 | 12223746:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -11.62% | -26.94% |
| Best Week | 44.65% | 43.67% |
| Worst Week | -18.71% | -51.66% |
| Best Month | 88.21% | 140.02% |
| Worst Month | -18.15% | -56.44% |
| Best Year | 214.41% | 921.46% |
| Worst Year | -23.17% | -90.3% |
| Avg. Up Day | 1.82% | 1.84% |
| Avg. Down Day | -1.57% | -1.7% |
| Avg. Up Week | 9.25% | 13.57% |
| Avg. Down Week | -5.64% | -8.38% |
| Avg. Up Month | 21.63% | 43.27% |
| Avg. Down Month | -6.52% | -19.18% |
| Win Days % | 47.36% | 50.1% |
| Win Month % | 44.44% | 50.0% |
| Win Week % | 47.0% | 47.25% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |