| Metric | 12223885:solusd:triple_med_gx:lsma290_50 | 12223885:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 219.56% | 112.73% |
| Max Drawdown | -42.76% | -93.44% |
| Sharpe | 0.47 | 0.36 |
| Sortino | 0.78 | 0.54 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 23.3 | 3.42 |
| Outlier Loss Ratio | 3.68 | 3.11 |
| Volatility (ann.) | 25.25% | 50.5% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.97 | 0.27 |
| Skew | 4.18 | 0.49 |
| Kurtosis | 82.5 | 11.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.87% | 1.86% |
| Expected Yearly % | 33.7% | 20.77% |
| Kelly Criterion | 4.61% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -4.3% |
| Expected Shortfall (cVaR) | -2.14% | -4.3% |
| Year | 12223885:SOLUSD | 12223885:solusd:triple_med_gx:lsma290_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | -25.87 | 0.30 | + |
| 2023 | 921.46 | 203.52 | 0.22 | - |
| 2024 | 85.41 | 54.55 | 0.64 | - |
| 2025 | -8.87 | -8.10 | 0.91 | + |
| Metric | 12223885:solusd:triple_med_gx:lsma290_50 | 12223885:SOLUSD |
|---|---|---|
| MTD | 3.87% | 11.11% |
| 3M | 18.26% | 36.47% |
| 6M | -4.91% | -8.22% |
| YTD | -8.1% | -8.87% |
| 1Y | -5.46% | 7.09% |
| 3Y (ann.) | 60.6% | 63.14% |
| 5Y (ann.) | 41.56% | 25.34% |
| Metric | 12223885:solusd:triple_med_gx:lsma290_50 | 12223885:SOLUSD |
|---|---|---|
| Max Drawdown | -42.76% | -93.44% |
| Longest DD Days | 283.0 | 703.0 |
| Avg. Drawdown | -7.71% | -10.15% |
| Avg. Drawdown Days | 33.0 | 37.0 |
| Recovery Factor | 5.13 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-01-14 | -42.76 | 283 |
| 2024-11-18 | 2025-07-17 | -37.27 | 240 |
| 2023-01-29 | 2023-07-13 | -34.52 | 164 |
| 2023-11-16 | 2024-03-20 | -26.87 | 125 |
| 2024-07-29 | 2024-11-18 | -23.08 | 111 |
| 2023-07-20 | 2023-10-30 | -14.69 | 101 |
| 2024-03-21 | 2024-03-25 | -10.39 | 4 |
| 2024-05-23 | 2024-06-09 | -8.62 | 17 |
| 2024-07-24 | 2024-07-26 | -7.06 | 1 |
| 2023-01-21 | 2023-01-25 | -5.06 | 4 |
| Metric | 12223885:solusd:triple_med_gx:lsma290_50 | 12223885:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -9.45% | -26.94% |
| Best Week | 54.16% | 43.67% |
| Worst Week | -18.4% | -51.66% |
| Best Month | 80.34% | 140.02% |
| Worst Month | -23.82% | -56.44% |
| Best Year | 203.52% | 921.46% |
| Worst Year | -25.87% | -87.67% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.54% | -1.65% |
| Avg. Up Week | 9.32% | 13.34% |
| Avg. Down Week | -6.08% | -10.03% |
| Avg. Up Month | 19.12% | 37.59% |
| Avg. Down Month | -8.35% | -20.89% |
| Win Days % | 48.18% | 50.18% |
| Win Month % | 55.26% | 51.22% |
| Win Week % | 51.92% | 47.75% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |