| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 223.12% | 73.73% |
| Max Drawdown | -54.6% | -93.44% |
| Sharpe | 0.46 | 0.33 |
| Sortino | 0.75 | 0.49 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.12 | 1.01 |
| Outlier Win Ratio | 24.15 | 3.5 |
| Outlier Loss Ratio | 3.62 | 3.18 |
| Volatility (ann.) | 26.01% | 50.42% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.76 | 0.19 |
| Skew | 3.47 | 0.49 |
| Kurtosis | 78.24 | 11.45 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.9% | 1.36% |
| Expected Yearly % | 34.07% | 14.81% |
| Kelly Criterion | 4.97% | 6.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -4.3% |
| Expected Shortfall (cVaR) | -2.21% | -4.3% |
| Year | 12226961:SOLUSD | 12226961:solusd:triple_med_gx:lsma245_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | -30.03 | 0.33 | + |
| 2023 | 921.46 | 351.92 | 0.38 | - |
| 2024 | 85.41 | 18.27 | 0.21 | - |
| 2025 | -8.87 | -13.61 | 1.53 | - |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| MTD | 9.91% | 11.11% |
| 3M | 22.5% | 36.47% |
| 6M | -12.97% | -8.22% |
| YTD | -13.61% | -8.87% |
| 1Y | -17.0% | 7.09% |
| 3Y (ann.) | 42.01% | 63.14% |
| 5Y (ann.) | 41.55% | 17.78% |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Max Drawdown | -54.6% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -8.29% | -13.15% |
| Avg. Drawdown Days | 29.0 | 48.0 |
| Recovery Factor | 4.09 | 0.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-04-11 | -54.60 | 156 |
| 2024-07-29 | 2025-07-17 | -44.15 | 352 |
| 2022-03-09 | 2022-07-15 | -31.82 | 127 |
| 2024-01-02 | 2024-03-25 | -24.09 | 83 |
| 2022-07-30 | 2022-11-05 | -22.40 | 97 |
| 2023-11-20 | 2024-01-02 | -15.52 | 43 |
| 2022-07-19 | 2022-07-28 | -14.03 | 9 |
| 2023-04-11 | 2023-06-30 | -13.92 | 79 |
| 2023-07-22 | 2023-10-01 | -13.07 | 71 |
| 2023-11-02 | 2023-11-10 | -9.94 | 7 |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 60.04% | 43.67% |
| Worst Week | -40.49% | -51.66% |
| Best Month | 87.33% | 140.02% |
| Worst Month | -35.8% | -56.44% |
| Best Year | 351.92% | 921.46% |
| Worst Year | -30.03% | -89.93% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.6% | -1.67% |
| Avg. Up Week | 10.69% | 15.85% |
| Avg. Down Week | -6.37% | -10.27% |
| Avg. Up Month | 22.63% | 38.5% |
| Avg. Down Month | -10.4% | -22.56% |
| Win Days % | 48.14% | 50.16% |
| Win Month % | 50.0% | 51.22% |
| Win Week % | 50.53% | 47.22% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |