| Metric | 12230023:solusd:triple_med_gx:lsma280_70 | 12230023:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 213.53% | 113.31% |
| Max Drawdown | -62.12% | -93.44% |
| Sharpe | 0.47 | 0.36 |
| Sortino | 0.75 | 0.54 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 25.19 | 3.39 |
| Outlier Loss Ratio | 3.56 | 3.06 |
| Volatility (ann.) | 24.14% | 50.46% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.65 | 0.27 |
| Skew | 1.98 | 0.49 |
| Kurtosis | 43.23 | 11.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.83% | 1.86% |
| Expected Yearly % | 33.07% | 20.85% |
| Kelly Criterion | 5.34% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.05% | -4.29% |
| Expected Shortfall (cVaR) | -2.05% | -4.29% |
| Year | 12230023:SOLUSD | 12230023:solusd:triple_med_gx:lsma280_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | -17.50 | 0.20 | + |
| 2023 | 921.46 | 189.87 | 0.21 | - |
| 2024 | 85.41 | 33.96 | 0.40 | - |
| 2025 | -8.87 | -2.13 | 0.24 | + |
| Metric | 12230023:solusd:triple_med_gx:lsma280_70 | 12230023:SOLUSD |
|---|---|---|
| MTD | 9.68% | 11.11% |
| 3M | 30.98% | 36.47% |
| 6M | -2.13% | -8.22% |
| YTD | -2.13% | -8.87% |
| 1Y | -5.25% | 7.09% |
| 3Y (ann.) | 29.59% | 63.14% |
| 5Y (ann.) | 40.64% | 25.37% |
| Metric | 12230023:solusd:triple_med_gx:lsma280_70 | 12230023:SOLUSD |
|---|---|---|
| Max Drawdown | -62.12% | -93.44% |
| Longest DD Days | 467.0 | 703.0 |
| Avg. Drawdown | -8.03% | -9.92% |
| Avg. Drawdown Days | 35.0 | 36.0 |
| Recovery Factor | 3.44 | 1.21 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-11-10 | -62.12 | 467 |
| 2024-07-29 | 2025-07-17 | -45.71 | 352 |
| 2024-01-02 | 2024-03-24 | -23.89 | 82 |
| 2022-04-08 | 2022-06-15 | -19.07 | 68 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-11-20 | 2024-01-01 | -15.52 | 42 |
| 2022-07-25 | 2022-07-27 | -8.29 | 2 |
| 2024-05-29 | 2024-07-29 | -7.87 | 60 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2022-06-29 | 2022-07-04 | -7.27 | 4 |
| Metric | 12230023:solusd:triple_med_gx:lsma280_70 | 12230023:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -16.05% | -26.94% |
| Best Week | 35.05% | 43.67% |
| Worst Week | -39.44% | -51.66% |
| Best Month | 52.92% | 140.02% |
| Worst Month | -37.87% | -56.44% |
| Best Year | 189.87% | 921.46% |
| Worst Year | -17.5% | -87.64% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.55% | -1.63% |
| Avg. Up Week | 10.58% | 13.89% |
| Avg. Down Week | -5.79% | -9.93% |
| Avg. Up Month | 19.29% | 38.31% |
| Avg. Down Month | -9.73% | -20.52% |
| Win Days % | 48.17% | 50.2% |
| Win Month % | 48.57% | 51.22% |
| Win Week % | 53.49% | 47.75% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |