| Metric | 12216517:solusd:triple_med_gx:lsma60_20 | 12216517:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 272.82% | 9.68% |
| Max Drawdown | -46.37% | -93.44% |
| Sharpe | 0.58 | 0.26 |
| Sortino | 0.98 | 0.38 |
| Payoff Ratio | 1.29 | 1.22 |
| Profit Factor | 1.27 | 1.04 |
| Common Sense Ratio | 2.24 | 1.03 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.76 | 0.99 |
| Outlier Win Ratio | 39.6 | 3.11 |
| Outlier Loss Ratio | 3.75 | 2.74 |
| Volatility (ann.) | 17.22% | 49.83% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.88 | 0.03 |
| Skew | 3.56 | 0.42 |
| Kurtosis | 71.2 | 10.77 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.84% | 0.2% |
| Expected Yearly % | 38.96% | 2.34% |
| Kelly Criterion | 5.06% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.25% |
| Expected Shortfall (cVaR) | -1.45% | -4.25% |
| Year | 12216517:SOLUSD | 12216517:solusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.19 | -37.42 | 0.41 | + |
| 2023 | 921.46 | 63.92 | 0.07 | - |
| 2024 | 85.41 | 81.40 | 0.95 | - |
| 2025 | -25.86 | 100.34 | -3.88 | + |
| Metric | 12216517:solusd:triple_med_gx:lsma60_20 | 12216517:SOLUSD |
|---|---|---|
| MTD | -5.3% | -25.19% |
| 3M | 2.56% | -23.51% |
| 6M | 15.25% | -16.12% |
| YTD | 100.34% | -25.86% |
| 1Y | 82.91% | -41.06% |
| 3Y (ann.) | 71.84% | 117.32% |
| 5Y (ann.) | 41.03% | 2.44% |
| Metric | 12216517:solusd:triple_med_gx:lsma60_20 | 12216517:SOLUSD |
|---|---|---|
| Max Drawdown | -46.37% | -93.44% |
| Longest DD Days | 716.0 | 703.0 |
| Avg. Drawdown | -5.36% | -17.06% |
| Avg. Drawdown Days | 31.0 | 73.0 |
| Recovery Factor | 5.88 | 0.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-23 | 2024-02-10 | -46.37 | 716 |
| 2024-11-08 | 2025-01-18 | -13.38 | 70 |
| 2024-04-01 | 2024-05-06 | -13.24 | 35 |
| 2024-08-09 | 2024-11-07 | -13.22 | 90 |
| 2025-10-03 | 2025-11-18 | -12.11 | 46 |
| 2025-08-24 | 2025-09-11 | -10.75 | 17 |
| 2025-03-16 | 2025-04-10 | -9.30 | 25 |
| 2025-02-22 | 2025-03-02 | -8.16 | 7 |
| 2024-05-07 | 2024-05-18 | -8.02 | 10 |
| 2025-06-10 | 2025-08-07 | -6.43 | 58 |
| Metric | 12216517:solusd:triple_med_gx:lsma60_20 | 12216517:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -13.73% | -51.66% |
| Best Month | 33.94% | 140.02% |
| Worst Month | -14.69% | -56.44% |
| Best Year | 100.34% | 921.46% |
| Worst Year | -37.42% | -92.19% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.44% | -1.55% |
| Avg. Up Week | 5.6% | 13.89% |
| Avg. Down Week | -4.0% | -6.84% |
| Avg. Up Month | 8.74% | 28.53% |
| Avg. Down Month | -5.96% | -24.82% |
| Win Days % | 46.51% | 50.14% |
| Win Month % | 63.04% | 51.06% |
| Win Week % | 55.96% | 47.06% |
| Win Quarter % | 68.75% | 50.0% |
| Win Year % | 75.0% | 50.0% |