| Metric | 12223808:solusd:triple_med_gx:lsma195_50 | 12223808:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 132.07% | 90.35% |
| Max Drawdown | -47.66% | -93.44% |
| Sharpe | 0.37 | 0.34 |
| Sortino | 0.59 | 0.51 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 23.9 | 3.32 |
| Outlier Loss Ratio | 3.68 | 3.12 |
| Volatility (ann.) | 24.68% | 50.5% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.59 | 0.22 |
| Skew | 3.79 | 0.48 |
| Kurtosis | 86.04 | 11.26 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.02% | 1.54% |
| Expected Yearly % | 23.43% | 17.46% |
| Kelly Criterion | 2.4% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.3% |
| Expected Shortfall (cVaR) | -2.1% | -4.3% |
| Year | 12223808:SOLUSD | 12223808:solusd:triple_med_gx:lsma195_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | -25.83 | 0.29 | + |
| 2023 | 921.46 | 201.71 | 0.22 | - |
| 2024 | 85.41 | 39.99 | 0.47 | - |
| 2025 | -8.87 | -25.92 | 2.92 | - |
| Metric | 12223808:solusd:triple_med_gx:lsma195_50 | 12223808:SOLUSD |
|---|---|---|
| MTD | 8.35% | 11.11% |
| 3M | 10.14% | 36.47% |
| 6M | -24.06% | -8.22% |
| YTD | -25.92% | -8.87% |
| 1Y | -12.05% | 7.09% |
| 3Y (ann.) | 45.15% | 63.14% |
| 5Y (ann.) | 28.02% | 20.79% |
| Metric | 12223808:solusd:triple_med_gx:lsma195_50 | 12223808:SOLUSD |
|---|---|---|
| Max Drawdown | -47.66% | -93.44% |
| Longest DD Days | 283.0 | 703.0 |
| Avg. Drawdown | -7.67% | -12.52% |
| Avg. Drawdown Days | 38.0 | 44.0 |
| Recovery Factor | 2.77 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-01-14 | -47.66 | 283 |
| 2024-11-25 | 2025-07-17 | -43.77 | 233 |
| 2023-01-29 | 2023-07-07 | -26.03 | 159 |
| 2024-03-21 | 2024-11-17 | -20.18 | 241 |
| 2023-11-16 | 2024-03-13 | -17.69 | 118 |
| 2022-02-21 | 2022-03-24 | -14.12 | 31 |
| 2023-01-21 | 2023-01-29 | -13.02 | 8 |
| 2023-07-20 | 2023-10-31 | -12.60 | 102 |
| 2023-01-14 | 2023-01-20 | -10.79 | 6 |
| 2023-07-13 | 2023-07-19 | -5.57 | 5 |
| Metric | 12223808:solusd:triple_med_gx:lsma195_50 | 12223808:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 42.63% | 43.67% |
| Worst Week | -18.1% | -51.66% |
| Best Month | 75.39% | 140.02% |
| Worst Month | -20.11% | -56.44% |
| Best Year | 201.71% | 921.46% |
| Worst Year | -25.92% | -88.97% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.59% | -1.72% |
| Avg. Up Week | 8.74% | 13.5% |
| Avg. Down Week | -5.97% | -7.83% |
| Avg. Up Month | 17.03% | 39.76% |
| Avg. Down Month | -8.48% | -21.42% |
| Win Days % | 47.45% | 50.16% |
| Win Month % | 50.0% | 52.38% |
| Win Week % | 49.49% | 47.25% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |