| Metric | 12223751:solusd:triple_med_gx:lsma180_50 | 12223751:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 108.89% | 78.47% |
| Max Drawdown | -48.23% | -93.44% |
| Sharpe | 0.34 | 0.34 |
| Sortino | 0.55 | 0.5 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 24.93 | 3.21 |
| Outlier Loss Ratio | 3.69 | 3.09 |
| Volatility (ann.) | 23.97% | 50.5% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.5 | 0.2 |
| Skew | 3.93 | 0.48 |
| Kurtosis | 94.15 | 11.22 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.77% | 1.39% |
| Expected Yearly % | 20.22% | 15.58% |
| Kelly Criterion | 1.89% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.3% |
| Expected Shortfall (cVaR) | -2.04% | -4.3% |
| Year | 12223751:SOLUSD | 12223751:solusd:triple_med_gx:lsma180_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | -24.04 | 0.27 | + |
| 2023 | 921.46 | 264.42 | 0.29 | - |
| 2024 | 85.41 | 5.22 | 0.06 | - |
| 2025 | -8.87 | -28.28 | 3.19 | - |
| Metric | 12223751:solusd:triple_med_gx:lsma180_50 | 12223751:SOLUSD |
|---|---|---|
| MTD | 5.41% | 11.11% |
| 3M | 18.19% | 36.47% |
| 6M | -17.96% | -8.22% |
| YTD | -28.28% | -8.87% |
| 1Y | -22.22% | 7.09% |
| 3Y (ann.) | 39.45% | 63.14% |
| 5Y (ann.) | 24.04% | 18.46% |
| Metric | 12223751:solusd:triple_med_gx:lsma180_50 | 12223751:SOLUSD |
|---|---|---|
| Max Drawdown | -48.23% | -93.44% |
| Longest DD Days | 420.0 | 703.0 |
| Avg. Drawdown | -8.12% | -13.13% |
| Avg. Drawdown Days | 42.0 | 49.0 |
| Recovery Factor | 2.26 | 0.84 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-07-17 | -48.23 | 420 |
| 2022-04-05 | 2023-01-14 | -45.74 | 283 |
| 2023-11-16 | 2024-03-20 | -28.01 | 125 |
| 2022-02-23 | 2022-03-28 | -18.33 | 32 |
| 2023-01-21 | 2023-06-29 | -13.07 | 159 |
| 2024-03-21 | 2024-05-15 | -12.56 | 55 |
| 2023-07-20 | 2023-10-31 | -12.00 | 102 |
| 2023-01-18 | 2023-01-20 | -11.49 | 2 |
| 2023-07-18 | 2023-07-20 | -6.71 | 2 |
| 2023-11-05 | 2023-11-07 | -6.32 | 2 |
| Metric | 12223751:solusd:triple_med_gx:lsma180_50 | 12223751: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 | 89.9% | 140.02% |
| Worst Month | -19.98% | -56.44% |
| Best Year | 264.42% | 921.46% |
| Worst Year | -28.28% | -89.66% |
| Avg. Up Day | 1.83% | 1.85% |
| Avg. Down Day | -1.57% | -1.71% |
| Avg. Up Week | 9.31% | 14.19% |
| Avg. Down Week | -6.3% | -8.39% |
| Avg. Up Month | 19.81% | 39.95% |
| Avg. Down Month | -7.34% | -19.18% |
| Win Days % | 47.28% | 50.11% |
| Win Month % | 45.95% | 52.38% |
| Win Week % | 50.0% | 47.25% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |