| Metric | 12223748:solusd:triple_med_gx:lsma170_50 | 12223748:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 98.67% | 78.99% |
| Max Drawdown | -51.67% | -93.44% |
| Sharpe | 0.33 | 0.34 |
| Sortino | 0.52 | 0.5 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 25.63 | 3.21 |
| Outlier Loss Ratio | 3.64 | 3.06 |
| Volatility (ann.) | 23.76% | 50.47% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.43 | 0.2 |
| Skew | 3.99 | 0.48 |
| Kurtosis | 97.09 | 11.22 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.65% | 1.4% |
| Expected Yearly % | 18.72% | 15.67% |
| Kelly Criterion | 1.73% | 3.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.3% |
| Expected Shortfall (cVaR) | -2.02% | -4.3% |
| Year | 12223748:SOLUSD | 12223748:solusd:triple_med_gx:lsma170_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.63 | -34.76 | 0.39 | + |
| 2023 | 921.46 | 275.13 | 0.30 | - |
| 2024 | 85.41 | 16.49 | 0.19 | - |
| 2025 | -8.87 | -30.32 | 3.42 | - |
| Metric | 12223748:solusd:triple_med_gx:lsma170_50 | 12223748:SOLUSD |
|---|---|---|
| MTD | 5.41% | 11.11% |
| 3M | 22.6% | 36.47% |
| 6M | -20.3% | -8.22% |
| YTD | -30.32% | -8.87% |
| 1Y | -20.68% | 7.09% |
| 3Y (ann.) | 42.6% | 63.14% |
| 5Y (ann.) | 22.2% | 18.53% |
| Metric | 12223748:solusd:triple_med_gx:lsma170_50 | 12223748:SOLUSD |
|---|---|---|
| Max Drawdown | -51.67% | -93.44% |
| Longest DD Days | 283.0 | 703.0 |
| Avg. Drawdown | -9.33% | -12.81% |
| Avg. Drawdown Days | 41.0 | 47.0 |
| Recovery Factor | 1.91 | 0.85 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-01-14 | -51.67 | 283 |
| 2025-01-07 | 2025-07-17 | -48.61 | 191 |
| 2024-05-22 | 2025-01-02 | -27.63 | 224 |
| 2023-12-17 | 2024-03-20 | -25.51 | 94 |
| 2023-01-21 | 2023-06-30 | -18.01 | 160 |
| 2022-02-19 | 2022-03-28 | -17.61 | 37 |
| 2023-07-20 | 2023-10-31 | -11.81 | 102 |
| 2023-01-18 | 2023-01-20 | -11.49 | 2 |
| 2024-05-10 | 2024-05-15 | -10.83 | 5 |
| 2024-03-21 | 2024-05-10 | -6.91 | 49 |
| Metric | 12223748:solusd:triple_med_gx:lsma170_50 | 12223748:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -11.62% | -26.94% |
| Best Week | 44.65% | 43.67% |
| Worst Week | -18.71% | -51.66% |
| Best Month | 87.6% | 140.02% |
| Worst Month | -20.6% | -56.44% |
| Best Year | 275.13% | 921.46% |
| Worst Year | -34.76% | -89.63% |
| Avg. Up Day | 1.83% | 1.85% |
| Avg. Down Day | -1.58% | -1.72% |
| Avg. Up Week | 9.72% | 13.96% |
| Avg. Down Week | -6.78% | -8.64% |
| Avg. Up Month | 21.08% | 42.21% |
| Avg. Down Month | -7.81% | -19.95% |
| Win Days % | 47.21% | 50.11% |
| Win Month % | 45.95% | 52.38% |
| Win Week % | 51.02% | 47.25% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |