| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 528.94% | 56.8% |
| Max Drawdown | -24.69% | -93.44% |
| Sharpe | 0.7 | 0.31 |
| Sortino | 1.2 | 0.45 |
| Payoff Ratio | 1.36 | 1.3 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.61 | 1.05 |
| CPC Index | 0.83 | 0.68 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 32.32 | 3.26 |
| Outlier Loss Ratio | 3.53 | 2.79 |
| Volatility (ann.) | 19.79% | 49.49% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.46 | 0.13 |
| Skew | 3.22 | 0.45 |
| Kurtosis | 53.96 | 10.9 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.91% | 0.94% |
| Expected Yearly % | 58.36% | 11.9% |
| Kelly Criterion | 7.8% | 11.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.22% |
| Expected Shortfall (cVaR) | -1.67% | -4.22% |
| Year | 12216596:SOLUSD | 12216596:solusd:triple_med_gx:lsma85_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 11.06 | -0.12 | + |
| 2023 | 921.46 | 123.88 | 0.13 | - |
| 2024 | 85.41 | 43.91 | 0.51 | - |
| 2025 | -26.52 | 75.77 | -2.86 | + |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| MTD | 0.0% | 3.92% |
| 3M | -1.81% | -39.35% |
| 6M | 4.41% | -13.83% |
| YTD | 75.77% | -26.52% |
| 1Y | 65.3% | -38.99% |
| 3Y (ann.) | 69.85% | 117.7% |
| 5Y (ann.) | 60.69% | 12.3% |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Max Drawdown | -24.69% | -93.44% |
| Longest DD Days | 289.0 | 703.0 |
| Avg. Drawdown | -5.93% | -12.83% |
| Avg. Drawdown Days | 25.0 | 50.0 |
| Recovery Factor | 21.43 | 0.61 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-19 | 2023-01-03 | -24.69 | 289 |
| 2023-03-14 | 2023-10-23 | -23.76 | 222 |
| 2025-03-03 | 2025-04-14 | -23.39 | 42 |
| 2025-11-10 | 2025-12-12 | -18.13 | 31 |
| 2025-06-11 | 2025-08-13 | -16.30 | 63 |
| 2024-01-30 | 2024-03-01 | -15.24 | 30 |
| 2024-08-09 | 2024-11-10 | -14.13 | 93 |
| 2024-05-10 | 2024-07-15 | -12.86 | 66 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2024-12-14 | 2025-01-18 | -9.57 | 34 |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 34.15% | 43.67% |
| Worst Week | -13.41% | -51.66% |
| Best Month | 34.89% | 140.02% |
| Worst Month | -16.66% | -56.44% |
| Best Year | 123.88% | 921.46% |
| Worst Year | 11.06% | -88.73% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 7.6% | 14.57% |
| Avg. Down Week | -4.46% | -6.26% |
| Avg. Up Month | 11.97% | 32.77% |
| Avg. Down Month | -8.27% | -24.1% |
| Win Days % | 46.89% | 50.11% |
| Win Month % | 67.39% | 54.17% |
| Win Week % | 55.88% | 47.57% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 100.0% | 50.0% |