| Metric | 12223747:solusd:triple_med_gx:lsma175_50 | 12223747:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 110.53% | 84.02% |
| Max Drawdown | -47.99% | -93.44% |
| Sharpe | 0.34 | 0.34 |
| Sortino | 0.55 | 0.5 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 24.97 | 3.21 |
| Outlier Loss Ratio | 3.69 | 3.09 |
| Volatility (ann.) | 23.97% | 50.49% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.51 | 0.21 |
| Skew | 3.92 | 0.48 |
| Kurtosis | 94.09 | 11.22 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.79% | 1.46% |
| Expected Yearly % | 20.46% | 16.47% |
| Kelly Criterion | 1.86% | 3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.3% |
| Expected Shortfall (cVaR) | -2.04% | -4.3% |
| Year | 12223747:SOLUSD | 12223747:solusd:triple_med_gx:lsma175_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.34 | -23.36 | 0.26 | + |
| 2023 | 921.46 | 256.21 | 0.28 | - |
| 2024 | 85.41 | 6.66 | 0.08 | - |
| 2025 | -8.87 | -27.70 | 3.12 | - |
| Metric | 12223747:solusd:triple_med_gx:lsma175_50 | 12223747:SOLUSD |
|---|---|---|
| MTD | 5.41% | 11.11% |
| 3M | 19.92% | 36.47% |
| 6M | -17.3% | -8.22% |
| YTD | -27.7% | -8.87% |
| 1Y | -19.08% | 7.09% |
| 3Y (ann.) | 37.56% | 63.14% |
| 5Y (ann.) | 24.3% | 19.51% |
| Metric | 12223747:solusd:triple_med_gx:lsma175_50 | 12223747:SOLUSD |
|---|---|---|
| Max Drawdown | -47.99% | -93.44% |
| Longest DD Days | 483.0 | 703.0 |
| Avg. Drawdown | -8.17% | -12.19% |
| Avg. Drawdown Days | 45.0 | 46.0 |
| Recovery Factor | 2.3 | 0.9 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-07-17 | -47.99 | 483 |
| 2022-04-05 | 2023-01-14 | -45.33 | 283 |
| 2023-11-16 | 2024-03-20 | -28.13 | 125 |
| 2022-02-23 | 2022-04-04 | -18.62 | 40 |
| 2023-01-21 | 2023-06-29 | -16.90 | 159 |
| 2023-07-20 | 2023-10-31 | -13.19 | 102 |
| 2023-01-18 | 2023-01-20 | -11.49 | 2 |
| 2023-07-18 | 2023-07-20 | -6.71 | 2 |
| 2023-11-05 | 2023-11-07 | -6.32 | 2 |
| 2022-02-19 | 2022-02-22 | -6.23 | 3 |
| Metric | 12223747:solusd:triple_med_gx:lsma175_50 | 12223747: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 | 89.9% | 140.02% |
| Worst Month | -20.49% | -56.44% |
| Best Year | 256.21% | 921.46% |
| Worst Year | -27.7% | -89.34% |
| Avg. Up Day | 1.83% | 1.85% |
| Avg. Down Day | -1.58% | -1.72% |
| Avg. Up Week | 9.91% | 14.31% |
| Avg. Down Week | -6.34% | -8.17% |
| Avg. Up Month | 18.6% | 39.48% |
| Avg. Down Month | -6.47% | -20.84% |
| Win Days % | 47.31% | 50.12% |
| Win Month % | 45.95% | 52.38% |
| Win Week % | 48.54% | 47.25% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |