| Metric | 12225209:solusd:triple_med_gx:lsma175_55 | 12225209:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 111.58% | 84.02% |
| Max Drawdown | -43.46% | -93.44% |
| Sharpe | 0.35 | 0.34 |
| Sortino | 0.56 | 0.5 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 26.86 | 3.26 |
| Outlier Loss Ratio | 3.64 | 3.11 |
| Volatility (ann.) | 23.71% | 50.49% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.56 | 0.21 |
| Skew | 4.24 | 0.48 |
| Kurtosis | 99.87 | 11.22 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.8% | 1.46% |
| Expected Yearly % | 20.61% | 16.47% |
| Kelly Criterion | 2.17% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.3% |
| Expected Shortfall (cVaR) | -2.02% | -4.3% |
| Year | 12225209:SOLUSD | 12225209:solusd:triple_med_gx:lsma175_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.34 | 9.52 | -0.11 | + |
| 2023 | 921.46 | 127.87 | 0.14 | - |
| 2024 | 85.41 | 14.32 | 0.17 | - |
| 2025 | -8.87 | -25.84 | 2.91 | - |
| Metric | 12225209:solusd:triple_med_gx:lsma175_55 | 12225209:SOLUSD |
|---|---|---|
| MTD | 5.19% | 11.11% |
| 3M | 12.96% | 36.47% |
| 6M | -19.1% | -8.22% |
| YTD | -25.84% | -8.87% |
| 1Y | -21.16% | 7.09% |
| 3Y (ann.) | 29.75% | 63.14% |
| 5Y (ann.) | 24.48% | 19.51% |
| Metric | 12225209:solusd:triple_med_gx:lsma175_55 | 12225209:SOLUSD |
|---|---|---|
| Max Drawdown | -43.46% | -93.44% |
| Longest DD Days | 608.0 | 703.0 |
| Avg. Drawdown | -7.22% | -12.19% |
| Avg. Drawdown Days | 50.0 | 46.0 |
| Recovery Factor | 2.57 | 0.9 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2025-07-17 | -43.46 | 608 |
| 2023-01-21 | 2023-07-13 | -37.73 | 173 |
| 2022-04-05 | 2023-01-13 | -37.43 | 283 |
| 2023-07-20 | 2023-10-30 | -11.01 | 101 |
| 2023-01-14 | 2023-01-20 | -10.79 | 6 |
| 2022-02-16 | 2022-02-24 | -6.89 | 8 |
| 2023-07-13 | 2023-07-19 | -5.57 | 5 |
| 2023-11-01 | 2023-11-07 | -5.39 | 6 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| 2023-11-15 | 2023-11-15 | -2.16 | 0 |
| Metric | 12225209:solusd:triple_med_gx:lsma175_55 | 12225209:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 42.63% | 43.67% |
| Worst Week | -16.94% | -51.66% |
| Best Month | 80.95% | 140.02% |
| Worst Month | -16.21% | -56.44% |
| Best Year | 127.87% | 921.46% |
| Worst Year | -25.84% | -89.34% |
| Avg. Up Day | 1.91% | 1.93% |
| Avg. Down Day | -1.61% | -1.77% |
| Avg. Up Week | 9.7% | 13.84% |
| Avg. Down Week | -6.68% | -7.12% |
| Avg. Up Month | 18.08% | 35.69% |
| Avg. Down Month | -9.03% | -19.65% |
| Win Days % | 46.81% | 50.12% |
| Win Month % | 50.0% | 52.38% |
| Win Week % | 49.47% | 47.25% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |