| Metric | 12239802:solusd:triple_med_gx:lsma200_95 | 12239802:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 215.55% | 89.41% |
| Max Drawdown | -40.67% | -93.44% |
| Sharpe | 0.55 | 0.34 |
| Sortino | 0.99 | 0.51 |
| Payoff Ratio | 1.18 | 1.08 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 3.04 | 1.08 |
| CPC Index | 0.81 | 0.57 |
| Tail Ratio | 2.3 | 1.02 |
| Outlier Win Ratio | 43.34 | 2.91 |
| Outlier Loss Ratio | 3.05 | 2.68 |
| Volatility (ann.) | 18.57% | 50.45% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.99 | 0.22 |
| Skew | 8.72 | 0.49 |
| Kurtosis | 243.18 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.77% | 1.53% |
| Expected Yearly % | 33.28% | 17.31% |
| Kelly Criterion | 11.19% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.3% |
| Expected Shortfall (cVaR) | -1.57% | -4.3% |
| Year | 12239802:SOLUSD | 12239802:solusd:triple_med_gx:lsma200_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | -12.88 | 0.14 | + |
| 2023 | 921.46 | 176.76 | 0.19 | - |
| 2024 | 85.41 | 41.86 | 0.49 | - |
| 2025 | -8.87 | -7.75 | 0.87 | + |
| Metric | 12239802:solusd:triple_med_gx:lsma200_95 | 12239802:SOLUSD |
|---|---|---|
| MTD | -0.16% | 11.11% |
| 3M | -0.16% | 36.47% |
| 6M | 10.45% | -8.22% |
| YTD | -7.75% | -8.87% |
| 1Y | 12.47% | 7.09% |
| 3Y (ann.) | 45.94% | 63.14% |
| 5Y (ann.) | 40.44% | 20.78% |
| Metric | 12239802:solusd:triple_med_gx:lsma200_95 | 12239802:SOLUSD |
|---|---|---|
| Max Drawdown | -40.67% | -93.44% |
| Longest DD Days | 250.0 | 703.0 |
| Avg. Drawdown | -6.15% | -12.91% |
| Avg. Drawdown Days | 38.0 | 47.0 |
| Recovery Factor | 5.3 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -40.67 | 221 |
| 2024-11-08 | 2025-07-17 | -22.06 | 250 |
| 2023-12-25 | 2024-05-17 | -16.35 | 143 |
| 2023-06-04 | 2023-06-29 | -9.96 | 24 |
| 2022-06-02 | 2022-06-06 | -9.87 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2023-01-14 | 2023-04-11 | -7.49 | 86 |
| 2023-06-30 | 2023-07-04 | -7.48 | 3 |
| 2023-09-20 | 2023-12-21 | -6.94 | 91 |
| 2024-07-10 | 2024-11-06 | -6.45 | 118 |
| Metric | 12239802:solusd:triple_med_gx:lsma200_95 | 12239802:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 35.02% | 43.67% |
| Worst Week | -14.37% | -51.66% |
| Best Month | 68.62% | 140.02% |
| Worst Month | -17.16% | -56.44% |
| Best Year | 176.76% | 921.46% |
| Worst Year | -12.88% | -89.03% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.59% | -1.73% |
| Avg. Up Week | 10.96% | 15.9% |
| Avg. Down Week | -6.55% | -8.51% |
| Avg. Up Month | 19.09% | 41.98% |
| Avg. Down Month | -7.56% | -15.32% |
| Win Days % | 51.9% | 50.17% |
| Win Month % | 60.0% | 52.38% |
| Win Week % | 58.54% | 47.22% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 50.0% |