| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 120.1% | 43.43% |
| Max Drawdown | -40.68% | -93.44% |
| Sharpe | 0.43 | 0.31 |
| Sortino | 0.72 | 0.46 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 2.18 | 1.08 |
| CPC Index | 0.69 | 0.54 |
| Tail Ratio | 1.8 | 1.03 |
| Outlier Win Ratio | 38.62 | 2.95 |
| Outlier Loss Ratio | 3.2 | 2.76 |
| Volatility (ann.) | 19.11% | 51.54% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.72 | 0.13 |
| Skew | 7.08 | 0.47 |
| Kurtosis | 211.06 | 11.22 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.1% | 0.95% |
| Expected Yearly % | 21.8% | 9.44% |
| Kelly Criterion | 7.61% | 1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.39% |
| Expected Shortfall (cVaR) | -1.62% | -4.39% |
| Year | 12231177:SOLUSD | 12231177:solusd:triple_med_gx:lsma200_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | -21.48 | 0.24 | + |
| 2023 | 921.46 | 154.18 | 0.17 | - |
| 2024 | 85.41 | 22.65 | 0.27 | - |
| 2025 | -30.99 | -10.08 | 0.33 | + |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| MTD | 6.59% | -12.01% |
| 3M | -10.08% | -32.99% |
| 6M | -13.87% | -8.8% |
| YTD | -10.08% | -30.99% |
| 1Y | -8.57% | -27.36% |
| 3Y (ann.) | 29.98% | 13.7% |
| 5Y (ann.) | 29.35% | 12.49% |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Max Drawdown | -40.68% | -93.44% |
| Longest DD Days | 262.0 | 703.0 |
| Avg. Drawdown | -6.8% | -12.67% |
| Avg. Drawdown Days | 33.0 | 42.0 |
| Recovery Factor | 2.95 | 0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -40.68 | 221 |
| 2024-07-03 | 2025-03-22 | -24.81 | 262 |
| 2023-06-04 | 2023-06-30 | -16.14 | 25 |
| 2023-12-25 | 2024-02-12 | -14.51 | 49 |
| 2022-05-26 | 2022-06-06 | -14.33 | 10 |
| 2024-02-15 | 2024-05-15 | -12.09 | 90 |
| 2023-06-30 | 2023-07-04 | -7.48 | 3 |
| 2023-09-20 | 2023-12-21 | -6.94 | 91 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2023-01-14 | 2023-03-20 | -5.89 | 65 |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 34.05% | 43.67% |
| Worst Week | -13.36% | -51.66% |
| Best Month | 67.41% | 140.02% |
| Worst Month | -15.74% | -56.44% |
| Best Year | 154.18% | 921.46% |
| Worst Year | -21.48% | -89.03% |
| Avg. Up Day | 1.77% | 1.8% |
| Avg. Down Day | -1.59% | -1.76% |
| Avg. Up Week | 9.71% | 15.04% |
| Avg. Down Week | -6.18% | -12.63% |
| Avg. Up Month | 17.91% | 38.83% |
| Avg. Down Month | -8.4% | -32.1% |
| Win Days % | 51.33% | 50.27% |
| Win Month % | 57.14% | 50.0% |
| Win Week % | 55.81% | 46.34% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |