| Metric | 12226973:solusd:triple_med_gx:lsma295_60 | 12226973:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 147.82% | 107.79% |
| Max Drawdown | -58.54% | -93.44% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.63 | 0.53 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.02 | 1.02 |
| Outlier Win Ratio | 24.12 | 3.46 |
| Outlier Loss Ratio | 3.59 | 3.19 |
| Volatility (ann.) | 25.95% | 50.51% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.53 | 0.26 |
| Skew | 3.49 | 0.49 |
| Kurtosis | 79.58 | 11.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 1.8% |
| Expected Yearly % | 25.47% | 20.06% |
| Kelly Criterion | 4.0% | 6.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -4.3% |
| Expected Shortfall (cVaR) | -2.21% | -4.3% |
| Year | 12226973:SOLUSD | 12226973:solusd:triple_med_gx:lsma295_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | -29.96 | 0.34 | + |
| 2023 | 921.46 | 376.62 | 0.41 | - |
| 2024 | 85.41 | -13.60 | -0.16 | - |
| 2025 | -8.87 | -14.07 | 1.59 | - |
| Metric | 12226973:solusd:triple_med_gx:lsma295_60 | 12226973:SOLUSD |
|---|---|---|
| MTD | 9.91% | 11.11% |
| 3M | 27.79% | 36.47% |
| 6M | -14.07% | -8.22% |
| YTD | -14.07% | -8.87% |
| 1Y | -27.79% | 7.09% |
| 3Y (ann.) | 27.54% | 63.14% |
| 5Y (ann.) | 31.22% | 24.48% |
| Metric | 12226973:solusd:triple_med_gx:lsma295_60 | 12226973:SOLUSD |
|---|---|---|
| Max Drawdown | -58.54% | -93.44% |
| Longest DD Days | 477.0 | 703.0 |
| Avg. Drawdown | -9.35% | -10.7% |
| Avg. Drawdown Days | 39.0 | 40.0 |
| Recovery Factor | 2.53 | 1.15 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-07-13 | -58.54 | 336 |
| 2024-03-26 | 2025-07-17 | -54.31 | 477 |
| 2022-04-08 | 2022-07-14 | -30.65 | 97 |
| 2024-01-02 | 2024-03-24 | -20.65 | 82 |
| 2023-11-20 | 2024-01-01 | -15.52 | 42 |
| 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 |
| 2023-10-09 | 2023-10-16 | -8.99 | 7 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12226973:solusd:triple_med_gx:lsma295_60 | 12226973: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 | 376.62% | 921.46% |
| Worst Year | -29.96% | -87.96% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.61% | -1.66% |
| Avg. Up Week | 10.17% | 15.64% |
| Avg. Down Week | -6.62% | -10.0% |
| Avg. Up Month | 21.33% | 37.96% |
| Avg. Down Month | -9.24% | -22.46% |
| Win Days % | 48.26% | 50.17% |
| Win Month % | 47.37% | 51.22% |
| Win Week % | 52.69% | 47.75% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 50.0% |