| Metric | 12236266:solusd:triple_med_gx:lsma175_85 | 12236266:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 137.31% | 78.69% |
| Max Drawdown | -32.79% | -93.44% |
| Sharpe | 0.49 | 0.34 |
| Sortino | 0.83 | 0.5 |
| Payoff Ratio | 1.25 | 1.15 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 0.92 | 1.02 |
| Outlier Win Ratio | 50.49 | 2.86 |
| Outlier Loss Ratio | 3.19 | 2.59 |
| Volatility (ann.) | 15.5% | 50.42% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.89 | 0.2 |
| Skew | 4.91 | 0.49 |
| Kurtosis | 112.84 | 11.43 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.08% | 1.39% |
| Expected Yearly % | 24.12% | 15.62% |
| Kelly Criterion | 8.72% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.29% |
| Expected Shortfall (cVaR) | -1.31% | -4.29% |
| Year | 12236266:SOLUSD | 12236266:solusd:triple_med_gx:lsma175_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 24.90 | -0.28 | + |
| 2023 | 921.46 | 73.73 | 0.08 | - |
| 2024 | 85.41 | 18.91 | 0.22 | - |
| 2025 | -8.87 | -8.03 | 0.91 | + |
| Metric | 12236266:solusd:triple_med_gx:lsma175_85 | 12236266:SOLUSD |
|---|---|---|
| MTD | 0.26% | 11.11% |
| 3M | 0.26% | 36.47% |
| 6M | 7.64% | -8.22% |
| YTD | -8.03% | -8.87% |
| 1Y | 1.61% | 7.09% |
| 3Y (ann.) | 27.59% | 63.14% |
| 5Y (ann.) | 29.13% | 18.73% |
| Metric | 12236266:solusd:triple_med_gx:lsma175_85 | 12236266:SOLUSD |
|---|---|---|
| Max Drawdown | -32.79% | -93.44% |
| Longest DD Days | 222.0 | 703.0 |
| Avg. Drawdown | -5.5% | -13.19% |
| Avg. Drawdown Days | 51.0 | 49.0 |
| Recovery Factor | 4.19 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-08 | -32.79 | 222 |
| 2025-01-06 | 2025-07-17 | -19.92 | 191 |
| 2024-05-07 | 2024-11-06 | -11.35 | 182 |
| 2023-06-30 | 2023-12-23 | -9.35 | 176 |
| 2023-01-09 | 2023-03-29 | -7.44 | 78 |
| 2023-12-25 | 2024-02-12 | -7.42 | 49 |
| 2023-06-04 | 2023-06-29 | -6.54 | 24 |
| 2023-03-29 | 2023-04-05 | -5.25 | 6 |
| 2022-05-29 | 2022-05-29 | -4.19 | 0 |
| 2023-04-05 | 2023-06-04 | -3.57 | 60 |
| Metric | 12236266:solusd:triple_med_gx:lsma175_85 | 12236266:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 20.95% | 43.67% |
| Worst Week | -14.62% | -51.66% |
| Best Month | 25.37% | 140.02% |
| Worst Month | -14.55% | -56.44% |
| Best Year | 73.73% | 921.46% |
| Worst Year | -8.03% | -89.65% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.48% | -1.62% |
| Avg. Up Week | 7.44% | 13.42% |
| Avg. Down Week | -7.35% | -5.13% |
| Avg. Up Month | 12.66% | 45.0% |
| Avg. Down Month | -7.85% | -14.17% |
| Win Days % | 49.33% | 50.16% |
| Win Month % | 63.64% | 52.38% |
| Win Week % | 61.54% | 47.22% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 50.0% |