| Metric | 12226966:solusd:triple_med_gx:lsma275_60 | 12226966:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 211.09% | 109.22% |
| Max Drawdown | -55.19% | -93.44% |
| Sharpe | 0.45 | 0.36 |
| Sortino | 0.74 | 0.53 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 24.02 | 3.47 |
| Outlier Loss Ratio | 3.61 | 3.18 |
| Volatility (ann.) | 25.88% | 50.45% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.73 | 0.26 |
| Skew | 3.52 | 0.49 |
| Kurtosis | 80.14 | 11.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.81% | 1.82% |
| Expected Yearly % | 32.81% | 20.27% |
| Kelly Criterion | 5.2% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.2% | -4.29% |
| Expected Shortfall (cVaR) | -2.2% | -4.29% |
| Year | 12226966:SOLUSD | 12226966:solusd:triple_med_gx:lsma275_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | -38.59 | 0.44 | + |
| 2023 | 921.46 | 397.35 | 0.43 | - |
| 2024 | 85.41 | 16.59 | 0.19 | - |
| 2025 | -8.87 | -12.63 | 1.42 | - |
| Metric | 12226966:solusd:triple_med_gx:lsma275_60 | 12226966:SOLUSD |
|---|---|---|
| MTD | 9.91% | 11.11% |
| 3M | 27.79% | 36.47% |
| 6M | -11.26% | -8.22% |
| YTD | -12.63% | -8.87% |
| 1Y | -13.51% | 7.09% |
| 3Y (ann.) | 45.5% | 63.14% |
| 5Y (ann.) | 40.27% | 24.62% |
| Metric | 12226966:solusd:triple_med_gx:lsma275_60 | 12226966:SOLUSD |
|---|---|---|
| Max Drawdown | -55.19% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -8.58% | -10.56% |
| Avg. Drawdown Days | 31.0 | 39.0 |
| Recovery Factor | 3.82 | 1.17 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-11 | -55.19 | 254 |
| 2024-07-29 | 2025-07-17 | -44.22 | 352 |
| 2022-04-08 | 2022-07-18 | -39.05 | 100 |
| 2024-01-02 | 2024-03-25 | -23.67 | 83 |
| 2023-11-20 | 2024-01-01 | -15.52 | 42 |
| 2023-04-11 | 2023-06-30 | -15.11 | 79 |
| 2022-07-19 | 2022-07-28 | -14.03 | 9 |
| 2023-11-02 | 2023-11-10 | -9.94 | 7 |
| 2023-07-22 | 2023-09-30 | -9.77 | 70 |
| 2024-05-29 | 2024-07-29 | -9.74 | 60 |
| Metric | 12226966:solusd:triple_med_gx:lsma275_60 | 12226966:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -16.05% | -26.94% |
| Best Week | 60.04% | 43.67% |
| Worst Week | -39.44% | -51.66% |
| Best Month | 87.33% | 140.02% |
| Worst Month | -34.67% | -56.44% |
| Best Year | 397.35% | 921.46% |
| Worst Year | -38.59% | -87.88% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.59% | -1.66% |
| Avg. Up Week | 10.43% | 14.7% |
| Avg. Down Week | -6.14% | -9.85% |
| Avg. Up Month | 22.11% | 38.03% |
| Avg. Down Month | -10.23% | -23.79% |
| Win Days % | 48.56% | 50.19% |
| Win Month % | 50.0% | 51.22% |
| Win Week % | 51.58% | 47.49% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |