| Metric | 12236231:solusd:triple_med_gx:lsma200_85 | 12236231:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 256.08% | 89.41% |
| Max Drawdown | -33.1% | -93.44% |
| Sharpe | 0.59 | 0.34 |
| Sortino | 1.07 | 0.51 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 3.46 | 1.08 |
| CPC Index | 0.83 | 0.59 |
| Tail Ratio | 2.59 | 1.02 |
| Outlier Win Ratio | 41.21 | 2.93 |
| Outlier Loss Ratio | 3.1 | 2.7 |
| Volatility (ann.) | 18.93% | 50.45% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.38 | 0.22 |
| Skew | 8.39 | 0.49 |
| Kurtosis | 226.51 | 11.39 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.07% | 1.53% |
| Expected Yearly % | 37.37% | 17.31% |
| Kelly Criterion | 11.44% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.3% |
| Expected Shortfall (cVaR) | -1.6% | -4.3% |
| Year | 12236231:SOLUSD | 12236231:solusd:triple_med_gx:lsma200_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | -2.01 | 0.02 | + |
| 2023 | 921.46 | 138.13 | 0.15 | - |
| 2024 | 85.41 | 60.59 | 0.71 | - |
| 2025 | -8.87 | -4.97 | 0.56 | + |
| Metric | 12236231:solusd:triple_med_gx:lsma200_85 | 12236231:SOLUSD |
|---|---|---|
| MTD | 1.52% | 11.11% |
| 3M | 1.52% | 36.47% |
| 6M | 12.3% | -8.22% |
| YTD | -4.97% | -8.87% |
| 1Y | 15.85% | 7.09% |
| 3Y (ann.) | 51.93% | 63.14% |
| 5Y (ann.) | 45.55% | 20.78% |
| Metric | 12236231:solusd:triple_med_gx:lsma200_85 | 12236231:SOLUSD |
|---|---|---|
| Max Drawdown | -33.1% | -93.44% |
| Longest DD Days | 250.0 | 703.0 |
| Avg. Drawdown | -5.9% | -12.91% |
| Avg. Drawdown Days | 38.0 | 47.0 |
| Recovery Factor | 7.74 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -33.10 | 221 |
| 2024-11-08 | 2025-07-17 | -21.04 | 250 |
| 2023-12-25 | 2024-05-16 | -14.24 | 142 |
| 2023-06-04 | 2023-06-30 | -13.63 | 25 |
| 2022-06-02 | 2022-06-06 | -9.87 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2023-06-30 | 2023-07-04 | -7.48 | 3 |
| 2023-01-14 | 2023-04-11 | -6.97 | 86 |
| 2023-09-20 | 2023-12-21 | -6.94 | 92 |
| 2024-07-10 | 2024-11-06 | -6.45 | 118 |
| Metric | 12236231:solusd:triple_med_gx:lsma200_85 | 12236231:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 35.02% | 43.67% |
| Worst Week | -13.09% | -51.66% |
| Best Month | 68.62% | 140.02% |
| Worst Month | -17.16% | -56.44% |
| Best Year | 138.13% | 921.46% |
| Worst Year | -4.97% | -89.03% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.57% | -1.73% |
| Avg. Up Week | 9.87% | 15.27% |
| Avg. Down Week | -5.23% | -7.93% |
| Avg. Up Month | 15.47% | 36.93% |
| Avg. Down Month | -9.87% | -19.73% |
| Win Days % | 51.49% | 50.17% |
| Win Month % | 76.19% | 52.38% |
| Win Week % | 60.47% | 47.22% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 50.0% | 50.0% |